DLDRX vs. IEYYX
Compare and contrast key facts about BNY Mellon Natural Resources Fund (DLDRX) and Delaware Ivy Energy Fund (IEYYX).
DLDRX is managed by Dreyfus. It was launched on Oct 30, 2003. IEYYX is managed by Ivy Funds. It was launched on Apr 2, 2006.
Performance
DLDRX vs. IEYYX - Performance Comparison
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DLDRX vs. IEYYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DLDRX BNY Mellon Natural Resources Fund | 24.66% | 15.04% | 0.81% | 1.58% | 34.18% | 38.30% | 6.58% | 16.64% | -17.57% | 14.05% |
IEYYX Delaware Ivy Energy Fund | 14.61% | 22.56% | -3.60% | -4.08% | 41.14% | 43.34% | -38.68% | 4.25% | -34.47% | -12.98% |
Returns By Period
In the year-to-date period, DLDRX achieves a 24.66% return, which is significantly higher than IEYYX's 14.61% return. Over the past 10 years, DLDRX has outperformed IEYYX with an annualized return of 14.51%, while IEYYX has yielded a comparatively lower 2.58% annualized return.
DLDRX
- 1D
- 1.61%
- 1M
- -0.70%
- YTD
- 24.66%
- 6M
- 33.50%
- 1Y
- 49.03%
- 3Y*
- 14.64%
- 5Y*
- 18.06%
- 10Y*
- 14.51%
IEYYX
- 1D
- 1.69%
- 1M
- 1.28%
- YTD
- 14.61%
- 6M
- 21.45%
- 1Y
- 43.15%
- 3Y*
- 9.29%
- 5Y*
- 15.94%
- 10Y*
- 2.58%
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DLDRX vs. IEYYX - Expense Ratio Comparison
DLDRX has a 0.91% expense ratio, which is lower than IEYYX's 1.28% expense ratio.
Return for Risk
DLDRX vs. IEYYX — Risk / Return Rank
DLDRX
IEYYX
DLDRX vs. IEYYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Natural Resources Fund (DLDRX) and Delaware Ivy Energy Fund (IEYYX). 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.
| DLDRX | IEYYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 2.72 | -0.83 |
Sortino ratioReturn per unit of downside risk | 2.35 | 3.48 | -1.13 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.52 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.38 | 3.54 | -1.16 |
Martin ratioReturn relative to average drawdown | 10.83 | 19.41 | -8.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DLDRX | IEYYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 2.72 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.72 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.08 | +0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.05 | +0.35 |
Correlation
The correlation between DLDRX and IEYYX is 0.88, 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.
Dividends
DLDRX vs. IEYYX - Dividend Comparison
DLDRX's dividend yield for the trailing twelve months is around 1.87%, more than IEYYX's 0.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLDRX BNY Mellon Natural Resources Fund | 1.87% | 2.33% | 7.45% | 12.42% | 9.66% | 5.07% | 1.11% | 2.16% | 1.87% | 0.63% | 1.44% | 1.25% |
IEYYX Delaware Ivy Energy Fund | 0.76% | 0.87% | 0.91% | 2.37% | 1.33% | 1.49% | 2.17% | 0.00% | 0.00% | 0.36% | 0.00% | 0.00% |
Drawdowns
DLDRX vs. IEYYX - Drawdown Comparison
The maximum DLDRX drawdown since its inception was -69.13%, smaller than the maximum IEYYX drawdown of -85.16%. Use the drawdown chart below to compare losses from any high point for DLDRX and IEYYX.
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Drawdown Indicators
| DLDRX | IEYYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.13% | -85.16% | +16.03% |
Max Drawdown (1Y)Largest decline over 1 year | -20.88% | -11.93% | -8.95% |
Max Drawdown (5Y)Largest decline over 5 years | -32.44% | -30.43% | -2.01% |
Max Drawdown (10Y)Largest decline over 10 years | -54.24% | -81.45% | +27.21% |
Current DrawdownCurrent decline from peak | -0.70% | -25.93% | +25.23% |
Average DrawdownAverage peak-to-trough decline | -20.92% | -35.27% | +14.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.59% | 2.17% | +2.42% |
Volatility
DLDRX vs. IEYYX - Volatility Comparison
BNY Mellon Natural Resources Fund (DLDRX) has a higher volatility of 6.23% compared to Delaware Ivy Energy Fund (IEYYX) at 4.56%. This indicates that DLDRX's price experiences larger fluctuations and is considered to be riskier than IEYYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DLDRX | IEYYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 4.56% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 15.24% | 9.81% | +5.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.59% | 16.32% | +10.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.95% | 22.30% | +3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.57% | 31.00% | -5.43% |