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DQEIX vs. DGLRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DQEIX vs. DGLRX - Performance Comparison

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

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DQEIX vs. DGLRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DQEIX
BNY Mellon Global Equity Income Fund
1.89%24.64%6.54%9.70%-3.72%14.32%5.62%25.80%-5.61%18.18%
DGLRX
BNY Mellon Global Stock Fund
-5.04%8.59%17.14%21.48%-19.14%17.63%19.50%29.57%-1.69%24.22%

Returns By Period

In the year-to-date period, DQEIX achieves a 1.89% return, which is significantly higher than DGLRX's -5.04% return. Over the past 10 years, DQEIX has underperformed DGLRX with an annualized return of 9.52%, while DGLRX has yielded a comparatively higher 10.53% annualized return.


DQEIX

1D
0.86%
1M
-7.50%
YTD
1.89%
6M
6.63%
1Y
17.39%
3Y*
12.36%
5Y*
9.28%
10Y*
9.52%

DGLRX

1D
2.45%
1M
-5.53%
YTD
-5.04%
6M
-4.79%
1Y
6.14%
3Y*
9.88%
5Y*
6.53%
10Y*
10.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DQEIX vs. DGLRX - Expense Ratio Comparison

DQEIX has a 0.92% expense ratio, which is higher than DGLRX's 0.89% expense ratio.


Return for Risk

DQEIX vs. DGLRX — Risk / Return Rank

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

DQEIX
DQEIX Risk / Return Rank: 6161
Overall Rank
DQEIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DQEIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
DQEIX Omega Ratio Rank: 6565
Omega Ratio Rank
DQEIX Calmar Ratio Rank: 5555
Calmar Ratio Rank
DQEIX Martin Ratio Rank: 5656
Martin Ratio Rank

DGLRX
DGLRX Risk / Return Rank: 1414
Overall Rank
DGLRX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
DGLRX Sortino Ratio Rank: 1313
Sortino Ratio Rank
DGLRX Omega Ratio Rank: 1111
Omega Ratio Rank
DGLRX Calmar Ratio Rank: 1616
Calmar Ratio Rank
DGLRX Martin Ratio Rank: 1717
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.

DQEIX vs. DGLRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Equity Income Fund (DQEIX) 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.


DQEIXDGLRXDifference

Sharpe ratio

Return per unit of total volatility

1.29

0.41

+0.88

Sortino ratio

Return per unit of downside risk

1.73

0.71

+1.03

Omega ratio

Gain probability vs. loss probability

1.27

1.09

+0.18

Calmar ratio

Return relative to maximum drawdown

1.50

0.61

+0.89

Martin ratio

Return relative to average drawdown

6.07

2.18

+3.89

DQEIX vs. DGLRX - Sharpe Ratio Comparison

The current DQEIX Sharpe Ratio is 1.29, which is higher than the DGLRX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of DQEIX and DGLRX, 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


DQEIXDGLRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

0.41

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.40

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.64

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.46

-0.03

Correlation

The correlation between DQEIX and DGLRX is 0.86, 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

DQEIX vs. DGLRX - Dividend Comparison

DQEIX's dividend yield for the trailing twelve months is around 12.84%, less than DGLRX's 32.66% yield.


TTM20252024202320222021202020192018201720162015
DQEIX
BNY Mellon Global Equity Income Fund
12.84%13.55%12.56%7.65%14.39%12.69%1.97%3.41%10.50%5.32%5.83%6.94%
DGLRX
BNY Mellon Global Stock Fund
32.66%30.57%17.41%17.89%11.97%8.65%5.71%5.00%7.11%8.01%3.83%6.46%

Drawdowns

DQEIX vs. DGLRX - Drawdown Comparison

The maximum DQEIX drawdown since its inception was -52.75%, which is greater than DGLRX's maximum drawdown of -43.83%. Use the drawdown chart below to compare losses from any high point for DQEIX and DGLRX.


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Drawdown Indicators


DQEIXDGLRXDifference

Max Drawdown

Largest peak-to-trough decline

-52.75%

-43.83%

-8.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.41%

-11.27%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-18.65%

-29.20%

+10.55%

Max Drawdown (10Y)

Largest decline over 10 years

-32.69%

-29.20%

-3.49%

Current Drawdown

Current decline from peak

-8.61%

-8.75%

+0.14%

Average Drawdown

Average peak-to-trough decline

-7.24%

-5.97%

-1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

3.17%

-0.35%

Volatility

DQEIX vs. DGLRX - Volatility Comparison

The current volatility for BNY Mellon Global Equity Income Fund (DQEIX) is 4.62%, while BNY Mellon Global Stock Fund (DGLRX) has a volatility of 5.31%. This indicates that DQEIX 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


DQEIXDGLRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

5.31%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

7.72%

9.66%

-1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

13.75%

16.35%

-2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.79%

16.52%

-3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.58%

16.62%

-2.04%