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DNLDX vs. DISSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DNLDX vs. DISSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Active MidCap Fund (DNLDX) and BNY Mellon Smallcap Stock Index Fund (DISSX). The values are adjusted to include any dividend payments, if applicable.

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DNLDX vs. DISSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DNLDX
BNY Mellon Active MidCap Fund
0.70%9.79%22.27%16.99%-14.34%26.49%9.29%16.82%-14.46%16.64%
DISSX
BNY Mellon Smallcap Stock Index Fund
3.43%5.41%6.87%14.24%-16.71%26.41%10.92%22.28%-8.30%12.40%

Returns By Period

In the year-to-date period, DNLDX achieves a 0.70% return, which is significantly lower than DISSX's 3.43% return. Both investments have delivered pretty close results over the past 10 years, with DNLDX having a 8.93% annualized return and DISSX not far ahead at 9.14%.


DNLDX

1D
2.38%
1M
-4.60%
YTD
0.70%
6M
1.74%
1Y
16.32%
3Y*
14.80%
5Y*
9.10%
10Y*
8.93%

DISSX

1D
2.83%
1M
-4.74%
YTD
3.43%
6M
4.70%
1Y
19.56%
3Y*
9.12%
5Y*
3.15%
10Y*
9.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DNLDX vs. DISSX - Expense Ratio Comparison

DNLDX has a 1.00% expense ratio, which is higher than DISSX's 0.50% expense ratio.


Return for Risk

DNLDX vs. DISSX — Risk / Return Rank

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

DNLDX
DNLDX Risk / Return Rank: 4646
Overall Rank
DNLDX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
DNLDX Sortino Ratio Rank: 4343
Sortino Ratio Rank
DNLDX Omega Ratio Rank: 4040
Omega Ratio Rank
DNLDX Calmar Ratio Rank: 4848
Calmar Ratio Rank
DNLDX Martin Ratio Rank: 6262
Martin Ratio Rank

DISSX
DISSX Risk / Return Rank: 4444
Overall Rank
DISSX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DISSX Sortino Ratio Rank: 4242
Sortino Ratio Rank
DISSX Omega Ratio Rank: 3535
Omega Ratio Rank
DISSX Calmar Ratio Rank: 5252
Calmar Ratio Rank
DISSX Martin Ratio Rank: 5353
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.

DNLDX vs. DISSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Active MidCap Fund (DNLDX) and BNY Mellon Smallcap Stock Index Fund (DISSX). 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.


DNLDXDISSXDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.87

+0.02

Sortino ratio

Return per unit of downside risk

1.38

1.37

+0.01

Omega ratio

Gain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

1.30

1.37

-0.06

Martin ratio

Return relative to average drawdown

6.31

5.52

+0.79

DNLDX vs. DISSX - Sharpe Ratio Comparison

The current DNLDX Sharpe Ratio is 0.89, which is comparable to the DISSX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of DNLDX and DISSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DNLDXDISSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.87

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.15

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.40

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.39

+0.15

Correlation

The correlation between DNLDX and DISSX is 0.91, 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

DNLDX vs. DISSX - Dividend Comparison

DNLDX's dividend yield for the trailing twelve months is around 14.92%, which matches DISSX's 14.91% yield.


TTM20252024202320222021202020192018201720162015
DNLDX
BNY Mellon Active MidCap Fund
14.92%14.15%15.24%1.69%8.82%17.74%2.77%2.65%11.14%11.32%1.00%3.12%
DISSX
BNY Mellon Smallcap Stock Index Fund
14.91%15.42%14.79%8.20%13.87%10.72%7.61%8.35%13.18%7.40%6.49%11.30%

Drawdowns

DNLDX vs. DISSX - Drawdown Comparison

The maximum DNLDX drawdown since its inception was -63.69%, which is greater than DISSX's maximum drawdown of -58.30%. Use the drawdown chart below to compare losses from any high point for DNLDX and DISSX.


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Drawdown Indicators


DNLDXDISSXDifference

Max Drawdown

Largest peak-to-trough decline

-63.69%

-58.30%

-5.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.37%

-14.96%

+1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-23.42%

-29.02%

+5.60%

Max Drawdown (10Y)

Largest decline over 10 years

-42.23%

-44.45%

+2.22%

Current Drawdown

Current decline from peak

-5.09%

-5.80%

+0.71%

Average Drawdown

Average peak-to-trough decline

-9.67%

-9.62%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

3.70%

-0.94%

Volatility

DNLDX vs. DISSX - Volatility Comparison

The current volatility for BNY Mellon Active MidCap Fund (DNLDX) is 5.17%, while BNY Mellon Smallcap Stock Index Fund (DISSX) has a volatility of 6.31%. This indicates that DNLDX experiences smaller price fluctuations and is considered to be less risky than DISSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DNLDXDISSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

6.31%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.08%

13.08%

-3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

18.99%

22.80%

-3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.51%

21.60%

-3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.50%

23.16%

-3.66%