DQEIX vs. GAOAX
Compare and contrast key facts about BNY Mellon Global Equity Income Fund (DQEIX) and JPMorgan Global Allocation Fund A (GAOAX).
DQEIX is managed by Dreyfus. It was launched on Oct 17, 2007. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
DQEIX vs. GAOAX - Performance Comparison
Loading graphics...
DQEIX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GAOAX JPMorgan Global Allocation Fund A | -3.89% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, DQEIX achieves a 1.89% return, which is significantly higher than GAOAX's -3.89% return. Over the past 10 years, DQEIX has outperformed GAOAX with an annualized return of 9.52%, while GAOAX has yielded a comparatively lower 5.74% 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%
GAOAX
- 1D
- 1.47%
- 1M
- -6.40%
- YTD
- -3.89%
- 6M
- -2.79%
- 1Y
- 9.60%
- 3Y*
- 8.41%
- 5Y*
- 1.86%
- 10Y*
- 5.74%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DQEIX vs. GAOAX - Expense Ratio Comparison
DQEIX has a 0.92% expense ratio, which is lower than GAOAX's 1.04% expense ratio.
Return for Risk
DQEIX vs. GAOAX — Risk / Return Rank
DQEIX
GAOAX
DQEIX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Equity Income Fund (DQEIX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
| DQEIX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 0.86 | +0.43 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.24 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.17 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.10 | +0.40 |
Martin ratioReturn relative to average drawdown | 6.07 | 4.47 | +1.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DQEIX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 0.86 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.17 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.53 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.54 | -0.12 |
Correlation
The correlation between DQEIX and GAOAX is 0.83, 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. GAOAX - Dividend Comparison
DQEIX's dividend yield for the trailing twelve months is around 12.84%, more than GAOAX's 10.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GAOAX JPMorgan Global Allocation Fund A | 10.04% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
DQEIX vs. GAOAX - Drawdown Comparison
The maximum DQEIX drawdown since its inception was -52.75%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for DQEIX and GAOAX.
Loading graphics...
Drawdown Indicators
| DQEIX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.75% | -29.02% | -23.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.41% | -8.95% | -2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -18.65% | -29.02% | +10.37% |
Max Drawdown (10Y)Largest decline over 10 years | -32.69% | -29.02% | -3.67% |
Current DrawdownCurrent decline from peak | -8.61% | -7.61% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -7.24% | -6.01% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.20% | +0.62% |
Volatility
DQEIX vs. GAOAX - Volatility Comparison
The current volatility for BNY Mellon Global Equity Income Fund (DQEIX) is 4.62%, while JPMorgan Global Allocation Fund A (GAOAX) has a volatility of 4.98%. This indicates that DQEIX experiences smaller price fluctuations and is considered to be less risky than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DQEIX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 4.98% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 7.72% | 7.55% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.75% | 11.53% | +2.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.79% | 11.03% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.58% | 10.81% | +3.77% |