DRRIX vs. DSCVX

Last updated Jun 4, 2026

DRRIX (BNY Mellon Global Real Return Fund - Class I) and DSCVX (BNY Mellon Opportunistic Small Cap Fund) are both mutual funds - DRRIX is a Tactical Allocation fund managed by BNY Mellon, while DSCVX is a Small Cap Blend Equities fund managed by BNY Mellon. A 0.52 correlation means they provide meaningful diversification when combined. DRRIX charges 0.95%/yr vs 1.11%/yr for DSCVX.

Performance

DRRIX vs. DSCVX - Performance Comparison

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

Returns By Period

DRRIX

• 1D: 0.51%
• 1M: 1.37%
• YTD: 7.29%
• 6M: 8.42%
• 1Y: 18.64%
• 3Y*: 10.20%
• 5Y*: 4.42%
• 10Y*: 5.10%

DSCVX

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

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

DRRIX vs. DSCVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DRRIX BNY Mellon Global Real Return Fund - Class I	7.29%	12.60%	6.88%	2.59%	-8.47%	6.98%	9.75%	12.29%	1.12%	4.29%
DSCVX BNY Mellon Opportunistic Small Cap Fund	10.17%	10.21%	3.68%	9.01%	-17.55%	15.93%	18.98%	21.12%	-19.99%	24.42%

Correlation

The correlation between DRRIX and DSCVX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (10Y) Calculated over the trailing 10-year period	0.47
Correlation (All Time) Calculated using the full available price history since May 13, 2010	0.52

The correlation between DRRIX and DSCVX shifts across timeframes, from 0.47 (10 years) to 0.58 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

DRRIX vs. DSCVX — Risk / Return Rank

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

DRRIX

DRRIX Risk / Return Rank: 79
DRRIX Sharpe Ratio Rank: 81
DRRIX Sortino Ratio Rank: 72
DRRIX Omega Ratio Rank: 77
DRRIX Calmar Ratio Rank: 85
DRRIX Martin Ratio Rank: 79

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.

DRRIX vs. DSCVX - 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 Opportunistic Small Cap Fund (DSCVX). 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	DSCVX	Difference
Sharpe ratio Return per unit of total volatility	2.62	—	—
Sortino ratio Return per unit of downside risk	3.53	—	—
Omega ratio Gain probability vs. loss probability	1.51	—	—
Calmar ratio Return relative to maximum drawdown	4.06	—	—
Martin ratio Return relative to average drawdown	14.96	—	—
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

	DRRIX	DSCVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.62	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.78	—	—

Drawdowns

Drawdown Indicators

	DRRIX	DSCVX	Difference
Max Drawdown Largest peak-to-trough decline	-15.92%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-4.64%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-10.55%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-14.29%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-15.92%	—	—
Current Drawdown Current decline from peak	0.00%	—	—
Average Drawdown Average peak-to-trough decline	-2.89%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.26%	—	—

Volatility

Volatility by Period

	DRRIX	DSCVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.47%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.66%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	7.20%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.88%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.70%	—	—

DRRIX vs. DSCVX - Expense Ratio Comparison

DRRIX has a 0.95% expense ratio, which is lower than DSCVX's 1.11% expense ratio.

Dividends

DRRIX vs. DSCVX - Dividend Comparison

DRRIX's dividend yield for the trailing twelve months is around 3.65%, less than DSCVX's 4.19% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DRRIX BNY Mellon Global Real Return Fund - Class I	3.65%	3.92%	4.35%	0.05%	9.59%	1.65%	1.39%	2.79%	3.62%	0.88%	2.98%	4.46%
DSCVX BNY Mellon Opportunistic Small Cap Fund	4.19%	1.48%	0.50%	1.36%	4.05%	9.75%	0.20%	0.16%	29.45%	12.41%	0.41%	4.10%

Frequently Asked Questions

Can I hold both DRRIX and DSCVX in my portfolio?

DRRIX and DSCVX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.