DNLDX vs. DSCVX

Last updated Apr 2, 2026

Compare and contrast key facts about BNY Mellon Active MidCap Fund (DNLDX) and BNY Mellon Opportunistic Small Cap Fund (DSCVX).

DNLDX is managed by BNY Mellon. It was launched on Jan 29, 1985. DSCVX is managed by BNY Mellon. It was launched on Dec 29, 1993.

Performance

DNLDX vs. DSCVX - Performance Comparison

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

DNLDX vs. DSCVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
DSCVX BNY Mellon Opportunistic Small Cap Fund	10.17%	10.21%	3.68%	9.01%	-17.55%	15.93%	18.98%	21.12%	-19.99%	24.42%

Returns By Period

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%

DSCVX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DNLDX vs. DSCVX - Expense Ratio Comparison

DNLDX has a 1.00% expense ratio, which is lower than DSCVX's 1.11% expense ratio.

DSCVX

BNY Mellon Opportunistic Small Cap Fund

DNLDX

BNY Mellon Active MidCap Fund

Return for Risk

DNLDX vs. DSCVX — Risk / Return Rank

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

DNLDX

DNLDX Risk / Return Rank: 46
DNLDX Sharpe Ratio Rank: 39
DNLDX Sortino Ratio Rank: 43
DNLDX Omega Ratio Rank: 40
DNLDX Calmar Ratio Rank: 48
DNLDX Martin Ratio Rank: 62

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. DSCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Active MidCap Fund (DNLDX) and BNY Mellon Opportunistic Small Cap Fund (DSCVX). 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.

	DNLDX	DSCVX	Difference
Sharpe ratio Return per unit of total volatility	0.89	—	—
Sortino ratio Return per unit of downside risk	1.38	—	—
Omega ratio Gain probability vs. loss probability	1.19	—	—
Calmar ratio Return relative to maximum drawdown	1.30	—	—
Martin ratio Return relative to average drawdown	6.31	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DNLDX	DSCVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.89	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	—	—

Correlation

The correlation between DNLDX and DSCVX is 0.87, 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. DSCVX - Dividend Comparison

DNLDX's dividend yield for the trailing twelve months is around 14.92%, more than DSCVX's 4.19% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
DSCVX BNY Mellon Opportunistic Small Cap Fund	4.19%	1.48%	0.50%	1.36%	4.05%	9.75%	0.20%	0.16%	29.45%	12.41%	0.41%	4.10%

Drawdowns

Drawdown Indicators

	DNLDX	DSCVX	Difference
Max Drawdown Largest peak-to-trough decline	-63.69%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-13.37%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.42%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.23%	—	—
Current Drawdown Current decline from peak	-5.09%	—	—
Average Drawdown Average peak-to-trough decline	-9.67%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	—	—

Volatility

Volatility by Period

	DNLDX	DSCVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.17%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.08%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.99%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.51%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.50%	—	—