PortfoliosLab logo
DISSX vs. FSSNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DISSX and FSSNX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

DISSX vs. FSSNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Smallcap Stock Index Fund (DISSX) and Fidelity Small Cap Index Fund (FSSNX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

DISSX:

-0.05

FSSNX:

0.08

Sortino Ratio

DISSX:

0.11

FSSNX:

0.27

Omega Ratio

DISSX:

1.01

FSSNX:

1.03

Calmar Ratio

DISSX:

-0.04

FSSNX:

0.06

Martin Ratio

DISSX:

-0.12

FSSNX:

0.15

Ulcer Index

DISSX:

10.27%

FSSNX:

9.83%

Daily Std Dev

DISSX:

24.40%

FSSNX:

24.64%

Max Drawdown

DISSX:

-58.30%

FSSNX:

-41.72%

Current Drawdown

DISSX:

-16.38%

FSSNX:

-14.70%

Returns By Period

In the year-to-date period, DISSX achieves a -8.40% return, which is significantly lower than FSSNX's -6.79% return. Both investments have delivered pretty close results over the past 10 years, with DISSX having a 7.08% annualized return and FSSNX not far behind at 6.73%.


DISSX

YTD

-8.40%

1M

4.53%

6M

-15.74%

1Y

-2.25%

3Y*

2.25%

5Y*

10.88%

10Y*

7.08%

FSSNX

YTD

-6.79%

1M

4.75%

6M

-14.45%

1Y

1.36%

3Y*

5.18%

5Y*

9.74%

10Y*

6.73%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Fidelity Small Cap Index Fund

DISSX vs. FSSNX - Expense Ratio Comparison

DISSX has a 0.50% expense ratio, which is higher than FSSNX's 0.03% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DISSX vs. FSSNX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DISSX
The Risk-Adjusted Performance Rank of DISSX is 99
Overall Rank
The Sharpe Ratio Rank of DISSX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of DISSX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of DISSX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of DISSX is 99
Calmar Ratio Rank
The Martin Ratio Rank of DISSX is 99
Martin Ratio Rank

FSSNX
The Risk-Adjusted Performance Rank of FSSNX is 1414
Overall Rank
The Sharpe Ratio Rank of FSSNX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of FSSNX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FSSNX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of FSSNX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of FSSNX is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DISSX vs. FSSNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Smallcap Stock Index Fund (DISSX) and Fidelity Small Cap Index Fund (FSSNX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current DISSX Sharpe Ratio is -0.05, which is lower than the FSSNX Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of DISSX and FSSNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DISSX vs. FSSNX - Dividend Comparison

DISSX's dividend yield for the trailing twelve months is around 17.54%, more than FSSNX's 1.10% yield.


TTM20242023202220212020201920182017201620152014
DISSX
BNY Mellon Smallcap Stock Index Fund
17.54%16.07%9.64%13.87%10.72%7.62%8.36%13.18%7.40%6.50%11.30%8.00%
FSSNX
Fidelity Small Cap Index Fund
1.10%1.03%1.43%1.26%3.92%0.94%2.96%5.39%3.67%2.27%4.08%3.57%

Drawdowns

DISSX vs. FSSNX - Drawdown Comparison

The maximum DISSX drawdown since its inception was -58.30%, which is greater than FSSNX's maximum drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for DISSX and FSSNX.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DISSX vs. FSSNX - Volatility Comparison

BNY Mellon Smallcap Stock Index Fund (DISSX) and Fidelity Small Cap Index Fund (FSSNX) have volatilities of 6.61% and 6.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...