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DNLDX vs. DNLAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DNLDX vs. DNLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Active MidCap Fund (DNLDX) and BNY Mellon Natural Resources Fund Class A (DNLAX). The values are adjusted to include any dividend payments, if applicable.

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DNLDX vs. DNLAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DNLDX
BNY Mellon Active MidCap Fund
-1.64%9.79%22.27%16.99%-14.34%26.49%9.29%16.82%-14.46%16.64%
DNLAX
BNY Mellon Natural Resources Fund Class A
22.63%14.75%0.86%1.33%33.83%38.00%6.30%16.33%-17.78%13.69%

Returns By Period

In the year-to-date period, DNLDX achieves a -1.64% return, which is significantly lower than DNLAX's 22.63% return. Over the past 10 years, DNLDX has underperformed DNLAX with an annualized return of 8.68%, while DNLAX has yielded a comparatively higher 14.07% annualized return.


DNLDX

1D
-0.69%
1M
-6.75%
YTD
-1.64%
6M
-0.76%
1Y
14.18%
3Y*
13.91%
5Y*
8.93%
10Y*
8.68%

DNLAX

1D
-0.55%
1M
-1.40%
YTD
22.63%
6M
31.46%
1Y
47.26%
3Y*
13.86%
5Y*
18.10%
10Y*
14.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DNLDX vs. DNLAX - Expense Ratio Comparison

DNLDX has a 1.00% expense ratio, which is lower than DNLAX's 1.14% expense ratio.


Return for Risk

DNLDX vs. DNLAX — Risk / Return Rank

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

DNLDX
DNLDX Risk / Return Rank: 3535
Overall Rank
DNLDX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DNLDX Sortino Ratio Rank: 3939
Sortino Ratio Rank
DNLDX Omega Ratio Rank: 3636
Omega Ratio Rank
DNLDX Calmar Ratio Rank: 2828
Calmar Ratio Rank
DNLDX Martin Ratio Rank: 3737
Martin Ratio Rank

DNLAX
DNLAX Risk / Return Rank: 8686
Overall Rank
DNLAX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DNLAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
DNLAX Omega Ratio Rank: 8686
Omega Ratio Rank
DNLAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
DNLAX Martin Ratio Rank: 8888
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. DNLAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Active MidCap Fund (DNLDX) and BNY Mellon Natural Resources Fund Class A (DNLAX). 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.


DNLDXDNLAXDifference

Sharpe ratio

Return per unit of total volatility

0.78

1.78

-1.00

Sortino ratio

Return per unit of downside risk

1.22

2.24

-1.02

Omega ratio

Gain probability vs. loss probability

1.17

1.36

-0.19

Calmar ratio

Return relative to maximum drawdown

0.79

2.10

-1.31

Martin ratio

Return relative to average drawdown

3.86

9.54

-5.68

DNLDX vs. DNLAX - Sharpe Ratio Comparison

The current DNLDX Sharpe Ratio is 0.78, which is lower than the DNLAX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of DNLDX and DNLAX, 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


DNLDXDNLAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

1.78

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.70

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.55

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.36

+0.17

Correlation

The correlation between DNLDX and DNLAX is 0.71, 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. DNLAX - Dividend Comparison

DNLDX's dividend yield for the trailing twelve months is around 15.27%, more than DNLAX's 1.79% yield.


TTM20252024202320222021202020192018201720162015
DNLDX
BNY Mellon Active MidCap Fund
15.27%14.15%15.24%1.69%8.82%17.74%2.77%2.65%11.14%11.32%1.00%3.12%
DNLAX
BNY Mellon Natural Resources Fund Class A
1.79%2.19%7.75%12.54%9.80%5.04%0.91%1.95%1.53%0.40%1.26%0.98%

Drawdowns

DNLDX vs. DNLAX - Drawdown Comparison

The maximum DNLDX drawdown since its inception was -63.69%, smaller than the maximum DNLAX drawdown of -69.14%. Use the drawdown chart below to compare losses from any high point for DNLDX and DNLAX.


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Drawdown Indicators


DNLDXDNLAXDifference

Max Drawdown

Largest peak-to-trough decline

-63.69%

-69.14%

+5.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.37%

-20.87%

+7.50%

Max Drawdown (5Y)

Largest decline over 5 years

-23.42%

-32.37%

+8.95%

Max Drawdown (10Y)

Largest decline over 10 years

-42.23%

-54.45%

+12.22%

Current Drawdown

Current decline from peak

-7.29%

-2.30%

-4.99%

Average Drawdown

Average peak-to-trough decline

-9.67%

-21.71%

+12.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

4.59%

-1.85%

Volatility

DNLDX vs. DNLAX - Volatility Comparison

The current volatility for BNY Mellon Active MidCap Fund (DNLDX) is 4.43%, while BNY Mellon Natural Resources Fund Class A (DNLAX) has a volatility of 6.09%. This indicates that DNLDX experiences smaller price fluctuations and is considered to be less risky than DNLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DNLDXDNLAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

6.09%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

9.81%

15.21%

-5.40%

Volatility (1Y)

Calculated over the trailing 1-year period

18.89%

26.61%

-7.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.48%

25.94%

-7.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.49%

25.58%

-6.09%