DISSX vs. ^SP600

The year-to-date returns for both stocks are quite close, with DISSX having a -8.40% return and ^SP600 slightly lower at -8.80%. Over the past 10 years, DISSX has outperformed ^SP600 with an annualized return of 7.08%, while ^SP600 has yielded a comparatively lower 6.00% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Smallcap Stock Index Fund (DISSX) and S&P 600 (^SP600). 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 higher than the ^SP600 Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of DISSX and ^SP600, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum DISSX drawdown since its inception was -58.30%, roughly equal to the maximum ^SP600 drawdown of -59.17%. Use the drawdown chart below to compare losses from any high point for DISSX and ^SP600.

BNY Mellon Smallcap Stock Index Fund (DISSX) and S&P 600 (^SP600) have volatilities of 6.61% and 6.56%, 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.