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DLHRX vs. DGLRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DLHRX vs. DGLRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon High Yield Fund (DLHRX) and BNY Mellon Global Stock Fund (DGLRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DLHRX achieves a 1.42% return, which is significantly lower than DGLRX's 1.82% return. Over the past 10 years, DLHRX has underperformed DGLRX with an annualized return of 4.64%, while DGLRX has yielded a comparatively higher 11.13% annualized return.


DLHRX

1D
0.00%
1M
0.74%
YTD
1.42%
6M
2.02%
1Y
6.18%
3Y*
7.60%
5Y*
3.15%
10Y*
4.64%

DGLRX

1D
1.07%
1M
0.35%
YTD
1.82%
6M
1.35%
1Y
7.84%
3Y*
10.55%
5Y*
7.00%
10Y*
11.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DLHRX vs. DGLRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DLHRX
BNY Mellon High Yield Fund
1.42%8.22%6.93%10.91%-12.30%3.94%4.92%14.92%-3.80%7.24%
DGLRX
BNY Mellon Global Stock Fund
1.82%8.59%17.14%21.48%-19.14%17.63%19.50%29.57%-1.69%24.22%

Correlation

The correlation between DLHRX and DGLRX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Dec 29, 2006

0.40

The correlation between DLHRX and DGLRX shifts across timeframes, from 0.40 (all time) to 0.53 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DLHRX vs. DGLRX — Risk / Return Rank

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

DLHRX
DLHRX Risk / Return Rank: 6060
Overall Rank
DLHRX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
DLHRX Sortino Ratio Rank: 6666
Sortino Ratio Rank
DLHRX Omega Ratio Rank: 6868
Omega Ratio Rank
DLHRX Calmar Ratio Rank: 5151
Calmar Ratio Rank
DLHRX Martin Ratio Rank: 6969
Martin Ratio Rank

DGLRX
DGLRX Risk / Return Rank: 77
Overall Rank
DGLRX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DGLRX Sortino Ratio Rank: 77
Sortino Ratio Rank
DGLRX Omega Ratio Rank: 77
Omega Ratio Rank
DGLRX Calmar Ratio Rank: 77
Calmar Ratio Rank
DGLRX Martin Ratio Rank: 88
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.

DLHRX vs. DGLRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon High Yield Fund (DLHRX) and BNY Mellon Global Stock Fund (DGLRX). 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.


DLHRXDGLRXDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+2.22

Omega ratioGain probability vs. loss probability

1.42

1.10

+0.31

Calmar ratioReturn relative to maximum drawdown

2.61

0.65

+1.96

Martin ratioReturn relative to average drawdown

12.45

2.11

+10.34

DLHRX vs. DGLRX - Sharpe Ratio Comparison

The current DLHRX Sharpe Ratio is 1.79, which is higher than the DGLRX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of DLHRX and DGLRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DLHRX vs. DGLRX - Drawdown Comparison

The maximum DLHRX drawdown since its inception was -28.62%, smaller than the maximum DGLRX drawdown of -43.83%. Use the drawdown chart below to compare losses from any high point for DLHRX and DGLRX.


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Drawdown Indicators


DLHRXDGLRXDifference

Max Drawdown

Largest peak-to-trough decline

-28.62%

-43.83%

+15.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.45%

-11.27%

+8.82%

Max Drawdown (3Y)

Largest decline over 3 years

-3.34%

-16.00%

+12.66%

Max Drawdown (5Y)

Largest decline over 5 years

-16.55%

-29.20%

+12.65%

Max Drawdown (10Y)

Largest decline over 10 years

-20.53%

-29.20%

+8.67%

Current Drawdown

Current decline from peak

-0.37%

-2.16%

+1.79%

Average Drawdown

Average peak-to-trough decline

-3.36%

-5.95%

+2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

3.47%

-2.96%

Volatility

DLHRX vs. DGLRX - Volatility Comparison

The current volatility for BNY Mellon High Yield Fund (DLHRX) is 1.21%, while BNY Mellon Global Stock Fund (DGLRX) has a volatility of 4.41%. This indicates that DLHRX experiences smaller price fluctuations and is considered to be less risky than DGLRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DLHRXDGLRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

4.41%

-3.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

10.21%

-7.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.58%

12.76%

-9.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.08%

16.58%

-11.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.45%

16.66%

-11.21%

DLHRX vs. DGLRX - Expense Ratio Comparison

DLHRX has a 0.70% expense ratio, which is lower than DGLRX's 0.89% expense ratio.


Dividends

DLHRX vs. DGLRX - Dividend Comparison

DLHRX's dividend yield for the trailing twelve months is around 6.79%, less than DGLRX's 30.46% yield.


PositionTTM20252024202320222021202020192018201720162015
DGLRX
BNY Mellon Global Stock Fund
30.46%30.57%17.41%17.89%11.97%8.65%5.71%5.00%7.11%8.01%3.83%6.46%
DLHRX
BNY Mellon High Yield Fund
6.79%6.93%6.11%5.79%4.76%4.35%5.17%5.55%6.52%5.72%5.54%6.79%

Frequently Asked Questions


DLHRX and DGLRX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGLRX has higher volatility (4.41%) compared to DLHRX (1.21%). In terms of maximum drawdown, DLHRX dropped -28.62% vs DGLRX's -43.83%.

DLHRX currently has the higher Sharpe Ratio (1.79 vs 0.58), 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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