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DRGVX vs. DRRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRGVX vs. DRRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Dynamic Value Fund Class I (DRGVX) and BNY Mellon Global Real Return Fund - Class I (DRRIX). The values are adjusted to include any dividend payments, if applicable.

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DRGVX vs. DRRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRGVX
BNY Mellon Dynamic Value Fund Class I
2.32%18.48%14.26%12.83%1.51%31.14%3.94%27.04%-10.52%15.06%
DRRIX
BNY Mellon Global Real Return Fund - Class I
2.71%12.60%6.88%2.59%-8.47%6.98%9.75%12.29%1.12%4.29%

Returns By Period

In the year-to-date period, DRGVX achieves a 2.32% return, which is significantly lower than DRRIX's 2.71% return. Over the past 10 years, DRGVX has outperformed DRRIX with an annualized return of 12.96%, while DRRIX has yielded a comparatively lower 4.85% annualized return.


DRGVX

1D
2.17%
1M
-3.93%
YTD
2.32%
6M
7.39%
1Y
18.32%
3Y*
15.86%
5Y*
12.62%
10Y*
12.96%

DRRIX

1D
1.19%
1M
-2.96%
YTD
2.71%
6M
5.96%
1Y
14.31%
3Y*
8.44%
5Y*
3.96%
10Y*
4.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DRGVX vs. DRRIX - Expense Ratio Comparison

DRGVX has a 0.68% expense ratio, which is lower than DRRIX's 0.95% expense ratio.


Return for Risk

DRGVX vs. DRRIX — Risk / Return Rank

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

DRGVX
DRGVX Risk / Return Rank: 5959
Overall Rank
DRGVX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DRGVX Sortino Ratio Rank: 5353
Sortino Ratio Rank
DRGVX Omega Ratio Rank: 5555
Omega Ratio Rank
DRGVX Calmar Ratio Rank: 6262
Calmar Ratio Rank
DRGVX Martin Ratio Rank: 6868
Martin Ratio Rank

DRRIX
DRRIX Risk / Return Rank: 7979
Overall Rank
DRRIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DRRIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
DRRIX Omega Ratio Rank: 8383
Omega Ratio Rank
DRRIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
DRRIX Martin Ratio Rank: 7575
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.

DRGVX vs. DRRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Dynamic Value Fund Class I (DRGVX) and BNY Mellon Global Real Return Fund - Class I (DRRIX). 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.


DRGVXDRRIXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.67

-0.60

Sortino ratio

Return per unit of downside risk

1.54

2.04

-0.49

Omega ratio

Gain probability vs. loss probability

1.23

1.35

-0.11

Calmar ratio

Return relative to maximum drawdown

1.56

1.81

-0.24

Martin ratio

Return relative to average drawdown

6.92

7.59

-0.67

DRGVX vs. DRRIX - Sharpe Ratio Comparison

The current DRGVX Sharpe Ratio is 1.07, which is lower than the DRRIX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of DRGVX and DRRIX, 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


DRGVXDRRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.67

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.58

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.73

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.74

-0.13

Correlation

The correlation between DRGVX and DRRIX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DRGVX vs. DRRIX - Dividend Comparison

DRGVX's dividend yield for the trailing twelve months is around 6.72%, more than DRRIX's 3.81% yield.


TTM20252024202320222021202020192018201720162015
DRGVX
BNY Mellon Dynamic Value Fund Class I
6.72%6.88%6.87%5.31%7.99%21.73%2.85%3.52%17.87%10.95%2.89%16.07%
DRRIX
BNY Mellon Global Real Return Fund - Class I
3.81%3.92%4.35%0.05%9.59%1.65%1.39%2.79%3.62%0.88%2.98%4.46%

Drawdowns

DRGVX vs. DRRIX - Drawdown Comparison

The maximum DRGVX drawdown since its inception was -42.60%, which is greater than DRRIX's maximum drawdown of -15.92%. Use the drawdown chart below to compare losses from any high point for DRGVX and DRRIX.


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Drawdown Indicators


DRGVXDRRIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.60%

-15.92%

-26.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-7.87%

-4.35%

Max Drawdown (5Y)

Largest decline over 5 years

-17.01%

-14.29%

-2.72%

Max Drawdown (10Y)

Largest decline over 10 years

-42.60%

-15.92%

-26.68%

Current Drawdown

Current decline from peak

-4.62%

-3.51%

-1.11%

Average Drawdown

Average peak-to-trough decline

-4.39%

-2.91%

-1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

1.88%

+0.88%

Volatility

DRGVX vs. DRRIX - Volatility Comparison

BNY Mellon Dynamic Value Fund Class I (DRGVX) has a higher volatility of 4.71% compared to BNY Mellon Global Real Return Fund - Class I (DRRIX) at 3.34%. This indicates that DRGVX's price experiences larger fluctuations and is considered to be riskier than DRRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRGVXDRRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

3.34%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

6.12%

+3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

16.88%

8.77%

+8.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

6.89%

+8.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.82%

6.68%

+12.14%