PortfoliosLab logoPortfoliosLab logo
DLDRX vs. DRLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DLDRX vs. DRLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Natural Resources Fund (DLDRX) and BNY Mellon Global Real Estate Securities Fund (DRLIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DLDRX vs. DRLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DLDRX
BNY Mellon Natural Resources Fund
22.69%15.04%0.81%1.58%34.18%38.30%6.58%16.64%-17.57%14.05%
DRLIX
BNY Mellon Global Real Estate Securities Fund
0.47%9.12%3.21%11.35%-23.24%26.95%-2.30%23.05%-4.57%11.24%

Returns By Period

In the year-to-date period, DLDRX achieves a 22.69% return, which is significantly higher than DRLIX's 0.47% return. Over the past 10 years, DLDRX has outperformed DRLIX with an annualized return of 14.33%, while DRLIX has yielded a comparatively lower 4.55% annualized return.


DLDRX

1D
-0.54%
1M
-1.37%
YTD
22.69%
6M
31.63%
1Y
47.62%
3Y*
14.03%
5Y*
18.32%
10Y*
14.33%

DRLIX

1D
0.47%
1M
-9.70%
YTD
0.47%
6M
-0.05%
1Y
8.28%
3Y*
7.57%
5Y*
3.06%
10Y*
4.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


DLDRX vs. DRLIX - Expense Ratio Comparison

DLDRX has a 0.91% expense ratio, which is lower than DRLIX's 1.05% expense ratio.


Return for Risk

DLDRX vs. DRLIX — Risk / Return Rank

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

DLDRX
DLDRX Risk / Return Rank: 8686
Overall Rank
DLDRX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DLDRX Sortino Ratio Rank: 8585
Sortino Ratio Rank
DLDRX Omega Ratio Rank: 8686
Omega Ratio Rank
DLDRX Calmar Ratio Rank: 8484
Calmar Ratio Rank
DLDRX Martin Ratio Rank: 8888
Martin Ratio Rank

DRLIX
DRLIX Risk / Return Rank: 2525
Overall Rank
DRLIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
DRLIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
DRLIX Omega Ratio Rank: 2222
Omega Ratio Rank
DRLIX Calmar Ratio Rank: 2727
Calmar Ratio Rank
DRLIX Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DLDRX vs. DRLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Natural Resources Fund (DLDRX) and BNY Mellon Global Real Estate Securities Fund (DRLIX). 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.


DLDRXDRLIXDifference

Sharpe ratio

Return per unit of total volatility

1.79

0.62

+1.17

Sortino ratio

Return per unit of downside risk

2.25

0.92

+1.33

Omega ratio

Gain probability vs. loss probability

1.36

1.13

+0.23

Calmar ratio

Return relative to maximum drawdown

2.11

0.79

+1.32

Martin ratio

Return relative to average drawdown

9.62

3.04

+6.58

DLDRX vs. DRLIX - Sharpe Ratio Comparison

The current DLDRX Sharpe Ratio is 1.79, which is higher than the DRLIX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of DLDRX and DRLIX, 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 graphics...

Sharpe Ratios by Period


DLDRXDRLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

0.62

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.19

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.26

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.16

+0.24

Correlation

The correlation between DLDRX and DRLIX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DLDRX vs. DRLIX - Dividend Comparison

DLDRX's dividend yield for the trailing twelve months is around 1.90%, less than DRLIX's 3.09% yield.


TTM20252024202320222021202020192018201720162015
DLDRX
BNY Mellon Natural Resources Fund
1.90%2.33%7.45%12.42%9.66%5.07%1.11%2.16%1.87%0.63%1.44%1.25%
DRLIX
BNY Mellon Global Real Estate Securities Fund
3.09%3.11%2.08%1.70%7.68%8.25%1.47%11.17%4.63%4.72%5.73%5.40%

Drawdowns

DLDRX vs. DRLIX - Drawdown Comparison

The maximum DLDRX drawdown since its inception was -69.13%, roughly equal to the maximum DRLIX drawdown of -68.86%. Use the drawdown chart below to compare losses from any high point for DLDRX and DRLIX.


Loading graphics...

Drawdown Indicators


DLDRXDRLIXDifference

Max Drawdown

Largest peak-to-trough decline

-69.13%

-68.86%

-0.27%

Max Drawdown (1Y)

Largest decline over 1 year

-20.88%

-10.46%

-10.42%

Max Drawdown (5Y)

Largest decline over 5 years

-32.44%

-31.86%

-0.58%

Max Drawdown (10Y)

Largest decline over 10 years

-54.24%

-41.82%

-12.42%

Current Drawdown

Current decline from peak

-2.27%

-9.70%

+7.43%

Average Drawdown

Average peak-to-trough decline

-20.92%

-14.46%

-6.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

2.72%

+1.87%

Volatility

DLDRX vs. DRLIX - Volatility Comparison

BNY Mellon Natural Resources Fund (DLDRX) has a higher volatility of 6.07% compared to BNY Mellon Global Real Estate Securities Fund (DRLIX) at 4.27%. This indicates that DLDRX's price experiences larger fluctuations and is considered to be riskier than DRLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DLDRXDRLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

4.27%

+1.80%

Volatility (6M)

Calculated over the trailing 6-month period

15.19%

8.00%

+7.19%

Volatility (1Y)

Calculated over the trailing 1-year period

26.61%

13.79%

+12.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.94%

16.31%

+9.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.57%

17.60%

+7.97%