DRRIX vs. DRGVX
Compare and contrast key facts about BNY Mellon Global Real Return Fund - Class I (DRRIX) and BNY Mellon Dynamic Value Fund Class I (DRGVX).
DRRIX is managed by BNY Mellon. It was launched on May 12, 2010. DRGVX is an actively managed fund by BNY Mellon. It was launched on May 31, 2001.
Performance
DRRIX vs. DRGVX - Performance Comparison
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DRRIX vs. DRGVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRRIX BNY Mellon Global Real Return Fund - Class I | 1.51% | 12.60% | 6.88% | 2.59% | -8.47% | 6.98% | 9.75% | 12.29% | 1.12% | 4.29% |
DRGVX BNY Mellon Dynamic Value Fund Class I | 0.14% | 18.48% | 14.26% | 12.83% | 1.51% | 31.14% | 3.94% | 27.04% | -10.52% | 15.06% |
Returns By Period
In the year-to-date period, DRRIX achieves a 1.51% return, which is significantly higher than DRGVX's 0.14% return. Over the past 10 years, DRRIX has underperformed DRGVX with an annualized return of 4.72%, while DRGVX has yielded a comparatively higher 12.72% annualized return.
DRRIX
- 1D
- -0.12%
- 1M
- -4.32%
- YTD
- 1.51%
- 6M
- 4.97%
- 1Y
- 13.26%
- 3Y*
- 8.01%
- 5Y*
- 3.90%
- 10Y*
- 4.72%
DRGVX
- 1D
- -0.28%
- 1M
- -6.15%
- YTD
- 0.14%
- 6M
- 5.03%
- 1Y
- 15.53%
- 3Y*
- 15.03%
- 5Y*
- 12.41%
- 10Y*
- 12.72%
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DRRIX vs. DRGVX - Expense Ratio Comparison
DRRIX has a 0.95% expense ratio, which is higher than DRGVX's 0.68% expense ratio.
Return for Risk
DRRIX vs. DRGVX — Risk / Return Rank
DRRIX
DRGVX
DRRIX vs. DRGVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Real Return Fund - Class I (DRRIX) and BNY Mellon Dynamic Value Fund Class I (DRGVX). 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.
| DRRIX | DRGVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 0.99 | +0.50 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.43 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.21 | +0.34 |
Martin ratioReturn relative to average drawdown | 6.53 | 5.39 | +1.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DRRIX | DRGVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 0.99 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.80 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.68 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.60 | +0.13 |
Correlation
The correlation between DRRIX and DRGVX 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
DRRIX vs. DRGVX - Dividend Comparison
DRRIX's dividend yield for the trailing twelve months is around 3.86%, less than DRGVX's 6.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRRIX BNY Mellon Global Real Return Fund - Class I | 3.86% | 3.92% | 4.35% | 0.05% | 9.59% | 1.65% | 1.39% | 2.79% | 3.62% | 0.88% | 2.98% | 4.46% |
DRGVX BNY Mellon Dynamic Value Fund Class I | 6.87% | 6.88% | 6.87% | 5.31% | 7.99% | 21.73% | 2.85% | 3.52% | 17.87% | 10.95% | 2.89% | 16.07% |
Drawdowns
DRRIX vs. DRGVX - Drawdown Comparison
The maximum DRRIX drawdown since its inception was -15.92%, smaller than the maximum DRGVX drawdown of -42.60%. Use the drawdown chart below to compare losses from any high point for DRRIX and DRGVX.
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Drawdown Indicators
| DRRIX | DRGVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.92% | -42.60% | +26.68% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -12.22% | +4.35% |
Max Drawdown (5Y)Largest decline over 5 years | -14.29% | -17.01% | +2.72% |
Max Drawdown (10Y)Largest decline over 10 years | -15.92% | -42.60% | +26.68% |
Current DrawdownCurrent decline from peak | -4.64% | -6.65% | +2.01% |
Average DrawdownAverage peak-to-trough decline | -2.91% | -4.39% | +1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 2.74% | -0.88% |
Volatility
DRRIX vs. DRGVX - Volatility Comparison
The current volatility for BNY Mellon Global Real Return Fund - Class I (DRRIX) is 3.03%, while BNY Mellon Dynamic Value Fund Class I (DRGVX) has a volatility of 4.03%. This indicates that DRRIX experiences smaller price fluctuations and is considered to be less risky than DRGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRRIX | DRGVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 4.03% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 6.03% | 8.88% | -2.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.71% | 16.78% | -8.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.87% | 15.57% | -8.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.67% | 18.81% | -12.14% |