DRGVX vs. MPIBX

Last updated Apr 2, 2026

Compare and contrast key facts about BNY Mellon Dynamic Value Fund Class I (DRGVX) and BNY Mellon Intermediate Bond Fund (MPIBX).

DRGVX is an actively managed fund by BNY Mellon. It was launched on May 31, 2001. MPIBX is managed by BNY Mellon. It was launched on Oct 2, 2000.

Performance

DRGVX vs. MPIBX - 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 Intermediate Bond Fund (MPIBX). The values are adjusted to include any dividend payments, if applicable.

DRGVX vs. MPIBX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
MPIBX BNY Mellon Intermediate Bond Fund	100.08%	6.53%	2.69%	5.26%	-6.82%	-1.04%	5.58%	5.89%	0.35%	1.80%

Returns By Period

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%

MPIBX

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

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

DRGVX vs. MPIBX - Expense Ratio Comparison

DRGVX has a 0.68% expense ratio, which is higher than MPIBX's 0.56% expense ratio.

DRGVX

BNY Mellon Dynamic Value Fund Class I

MPIBX

BNY Mellon Intermediate Bond Fund

Return for Risk

DRGVX vs. MPIBX — Risk / Return Rank

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

DRGVX

DRGVX Risk / Return Rank: 59
DRGVX Sharpe Ratio Rank: 54
DRGVX Sortino Ratio Rank: 53
DRGVX Omega Ratio Rank: 55
DRGVX Calmar Ratio Rank: 62
DRGVX Martin Ratio Rank: 68

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. MPIBX - 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 Intermediate Bond Fund (MPIBX). 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.

	DRGVX	MPIBX	Difference
Sharpe ratio Return per unit of total volatility	1.07	—	—
Sortino ratio Return per unit of downside risk	1.54	—	—
Omega ratio Gain probability vs. loss probability	1.23	—	—
Calmar ratio Return relative to maximum drawdown	1.56	—	—
Martin ratio Return relative to average drawdown	6.92	—	—
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

	DRGVX	MPIBX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.81	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	—	—

Correlation

The correlation between DRGVX and MPIBX is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

DRGVX vs. MPIBX - Dividend Comparison

DRGVX's dividend yield for the trailing twelve months is around 6.72%, more than MPIBX's 1.36% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
MPIBX BNY Mellon Intermediate Bond Fund	1.36%	3.54%	3.18%	2.69%	2.39%	2.08%	1.99%	2.25%	2.13%	1.96%	2.10%	1.95%

Drawdowns

Drawdown Indicators

	DRGVX	MPIBX	Difference
Max Drawdown Largest peak-to-trough decline	-42.60%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-12.22%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-17.01%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.60%	—	—
Current Drawdown Current decline from peak	-4.62%	—	—
Average Drawdown Average peak-to-trough decline	-4.39%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	—	—

Volatility

Volatility by Period

	DRGVX	MPIBX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.71%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.13%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.88%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.60%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.82%	—	—