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DNLDX vs. DRMBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DNLDX vs. DRMBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Active MidCap Fund (DNLDX) and BNY Mellon AMT-Free Municipal Bond Fund (DRMBX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DNLDX achieves a 12.91% return, which is significantly higher than DRMBX's 2.12% return. Over the past 10 years, DNLDX has outperformed DRMBX with an annualized return of 10.25%, while DRMBX has yielded a comparatively lower 2.09% annualized return.


DNLDX

1D
1.23%
1M
3.28%
YTD
12.91%
6M
10.91%
1Y
23.13%
3Y*
18.12%
5Y*
11.15%
10Y*
10.25%

DRMBX

1D
0.07%
1M
1.82%
YTD
2.12%
6M
2.59%
1Y
7.68%
3Y*
4.12%
5Y*
0.94%
10Y*
2.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DNLDX vs. DRMBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DNLDX
BNY Mellon Active MidCap Fund
12.91%9.79%22.27%16.99%-14.34%26.49%9.29%16.82%-14.46%16.64%
DRMBX
BNY Mellon AMT-Free Municipal Bond Fund
2.12%4.47%2.37%5.93%-9.77%1.26%4.86%8.34%0.74%5.62%

Correlation

The correlation between DNLDX and DRMBX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.15

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

0.11

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

0.01

Correlation (All Time)
Calculated using the full available price history since May 6, 1994

-0.04

The correlation between DNLDX and DRMBX shifts across timeframes, from -0.04 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DNLDX vs. DRMBX — Risk / Return Rank

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

DNLDX
DNLDX Risk / Return Rank: 5252
Overall Rank
DNLDX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DNLDX Sortino Ratio Rank: 4242
Sortino Ratio Rank
DNLDX Omega Ratio Rank: 3737
Omega Ratio Rank
DNLDX Calmar Ratio Rank: 7575
Calmar Ratio Rank
DNLDX Martin Ratio Rank: 6666
Martin Ratio Rank

DRMBX
DRMBX Risk / Return Rank: 7777
Overall Rank
DRMBX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DRMBX Sortino Ratio Rank: 9292
Sortino Ratio Rank
DRMBX Omega Ratio Rank: 9494
Omega Ratio Rank
DRMBX Calmar Ratio Rank: 5656
Calmar Ratio Rank
DRMBX 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. DRMBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Active MidCap Fund (DNLDX) and BNY Mellon AMT-Free Municipal Bond Fund (DRMBX). 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.


DNLDXDRMBXDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-1.78

Omega ratioGain probability vs. loss probability

1.30

1.70

-0.40

Calmar ratioReturn relative to maximum drawdown

3.21

2.75

+0.47

Martin ratioReturn relative to average drawdown

12.00

10.09

+1.91

DNLDX vs. DRMBX - Sharpe Ratio Comparison

The current DNLDX Sharpe Ratio is 1.73, which is lower than the DRMBX Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of DNLDX and DRMBX, 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

DNLDX vs. DRMBX - Drawdown Comparison

The maximum DNLDX drawdown since its inception was -63.69%, which is greater than DRMBX's maximum drawdown of -14.48%. Use the drawdown chart below to compare losses from any high point for DNLDX and DRMBX.


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Drawdown Indicators


DNLDXDRMBXDifference

Max Drawdown

Largest peak-to-trough decline

-63.69%

-14.48%

-49.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.29%

-2.81%

-4.48%

Max Drawdown (3Y)

Largest decline over 3 years

-20.42%

-6.26%

-14.16%

Max Drawdown (5Y)

Largest decline over 5 years

-23.42%

-14.48%

-8.94%

Max Drawdown (10Y)

Largest decline over 10 years

-42.23%

-14.48%

-27.75%

Current Drawdown

Current decline from peak

-0.59%

0.00%

-0.59%

Average Drawdown

Average peak-to-trough decline

-9.62%

-1.98%

-7.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

0.76%

+1.19%

Volatility

DNLDX vs. DRMBX - Volatility Comparison

BNY Mellon Active MidCap Fund (DNLDX) has a higher volatility of 4.53% compared to BNY Mellon AMT-Free Municipal Bond Fund (DRMBX) at 0.78%. This indicates that DNLDX's price experiences larger fluctuations and is considered to be riskier than DRMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DNLDXDRMBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

0.78%

+3.75%

Volatility (6M)

Calculated over the trailing 6-month period

10.13%

2.15%

+7.98%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

2.88%

+10.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.55%

3.99%

+14.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.54%

4.04%

+15.50%

DNLDX vs. DRMBX - Expense Ratio Comparison

DNLDX has a 1.00% expense ratio, which is higher than DRMBX's 0.49% expense ratio.


Dividends

DNLDX vs. DRMBX - Dividend Comparison

DNLDX's dividend yield for the trailing twelve months is around 13.31%, more than DRMBX's 3.39% yield.


PositionTTM20252024202320222021202020192018201720162015
DNLDX
BNY Mellon Active MidCap Fund
13.31%14.15%15.24%1.69%8.82%17.74%2.77%2.65%11.14%11.32%1.00%3.12%
DRMBX
BNY Mellon AMT-Free Municipal Bond Fund
3.39%4.30%3.02%2.30%2.06%1.93%2.37%3.30%2.95%3.07%3.24%3.47%

Frequently Asked Questions


DNLDX and DRMBX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DNLDX has higher volatility (4.53%) compared to DRMBX (0.78%). In terms of maximum drawdown, DNLDX dropped -63.69% vs DRMBX's -14.48%.

DRMBX currently has the higher Sharpe Ratio (2.68 vs 1.73), 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.

Portfolio Optimizer

Find the right allocation for DNLDX and DRMBX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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