DLDRX vs. VGELX
DLDRX (BNY Mellon Natural Resources Fund) and VGELX (Vanguard Energy Fund Admiral Shares) are both Energy Equities funds. Over the past 10 years, DLDRX returned 13.19%/yr vs 9.86%/yr for VGELX. Their correlation of 0.90 means they have usually moved in the same direction. DLDRX charges 0.91%/yr vs 0.33%/yr for VGELX.
Performance
DLDRX vs. VGELX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DLDRX having a 22.53% return and VGELX slightly higher at 22.90%. Over the past 10 years, DLDRX has outperformed VGELX with an annualized return of 13.19%, while VGELX has yielded a comparatively lower 9.86% annualized return.
DLDRX
- 1D
- 1.69%
- 1M
- 6.70%
- 6M
- 8.43%
- YTD
- 22.53%
- 1Y
- 44.62%
- 3Y*
- 10.24%
- 5Y*
- 17.92%
- 10Y*
- 13.19%
- ALL TIME*
- 11.11%
VGELX
- 1D
- 0.65%
- 1M
- 5.58%
- 6M
- 13.69%
- YTD
- 22.90%
- 1Y
- 32.82%
- 3Y*
- 25.70%
- 5Y*
- 23.85%
- 10Y*
- 9.86%
- ALL TIME*
- 9.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DLDRX vs. VGELX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DLDRX BNY Mellon Natural Resources Fund | 22.53% | 15.04% | 0.81% | 1.58% | 34.18% | 38.30% | 6.58% | 16.64% | -17.57% | 14.05% |
VGELX Vanguard Energy Fund Admiral Shares | 22.90% | 20.76% | 30.46% | 8.87% | 23.70% | 27.80% | -30.80% | 13.32% | -17.12% | 3.31% |
Correlation
The correlation between DLDRX and VGELX is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2003 | 0.90 |
Over the past year, the correlation between DLDRX and VGELX has dropped to 0.61 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
DLDRX vs. VGELX — Risk / Return Rank
DLDRX
VGELX
DLDRX vs. VGELX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Natural Resources Fund (DLDRX) and Vanguard Energy Fund Admiral Shares (VGELX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DLDRX | VGELX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.43 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 3.71 | -0.09 |
| Martin ratioReturn relative to average drawdown | 11.37 | 12.36 | -0.99 |
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Drawdowns
DLDRX vs. VGELX - Drawdown Comparison
The maximum DLDRX drawdown since its inception was -69.13%, which is greater than VGELX's maximum drawdown of -65.22%. Use the drawdown chart below to compare losses from any high point for DLDRX and VGELX.
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Drawdown Indicators
| DLDRX | VGELX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.13% | -65.22% | -3.91% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -8.75% | -2.51% |
Max Drawdown (3Y)Largest decline over 3 years | -32.44% | -12.30% | -20.14% |
Max Drawdown (5Y)Largest decline over 5 years | -32.44% | -19.72% | -12.72% |
Max Drawdown (10Y)Largest decline over 10 years | -54.24% | -61.13% | +6.89% |
Current DrawdownCurrent decline from peak | -4.11% | -1.99% | -2.12% |
Average DrawdownAverage peak-to-trough decline | -20.67% | -19.05% | -1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 2.62% | +0.98% |
Volatility
DLDRX vs. VGELX - Volatility Comparison
The current volatility for BNY Mellon Natural Resources Fund (DLDRX) is 4.53%, while Vanguard Energy Fund Admiral Shares (VGELX) has a volatility of 4.88%. This indicates that DLDRX experiences smaller price fluctuations and is considered to be less risky than VGELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DLDRX | VGELX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 4.88% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 14.19% | 10.80% | +3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.02% | 12.98% | +6.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.47% | 18.68% | +6.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.48% | 23.08% | +2.40% |
DLDRX vs. VGELX - Expense Ratio Comparison
DLDRX has a 0.91% expense ratio, which is higher than VGELX's 0.33% expense ratio.
Dividends
DLDRX vs. VGELX - Dividend Comparison
DLDRX's dividend yield for the trailing twelve months is around 1.90%, less than VGELX's 7.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGELX Vanguard Energy Fund Admiral Shares | 7.03% | 4.79% | 34.15% | 6.91% | 4.71% | 3.70% | 4.54% | 3.38% | 3.07% | 3.05% | 1.91% | 2.70% |
Frequently Asked Questions
DLDRX and VGELX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGELX has higher volatility (4.88%) compared to DLDRX (4.53%). In terms of maximum drawdown, DLDRX dropped -69.13% vs VGELX's -65.22%.
VGELX currently has the higher Sharpe Ratio (2.51 vs 2.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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