PortfoliosLab logoPortfoliosLab logo
DRRIX vs. DSPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRRIX vs. DSPIX - 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 Institutional S&P 500 Stock Index Fund (DSPIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DRRIX vs. DSPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DSPIX
BNY Mellon Institutional S&P 500 Stock Index Fund
-7.09%17.81%24.40%26.36%-18.51%28.64%14.18%31.31%-4.36%21.59%

Returns By Period

In the year-to-date period, DRRIX achieves a 1.51% return, which is significantly higher than DSPIX's -7.09% return. Over the past 10 years, DRRIX has underperformed DSPIX with an annualized return of 4.72%, while DSPIX has yielded a comparatively higher 13.17% 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%

DSPIX

1D
-0.38%
1M
-7.69%
YTD
-7.09%
6M
-4.53%
1Y
14.39%
3Y*
17.00%
5Y*
11.19%
10Y*
13.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DRRIX vs. DSPIX - Expense Ratio Comparison

DRRIX has a 0.95% expense ratio, which is higher than DSPIX's 0.20% expense ratio.


Return for Risk

DRRIX vs. DSPIX — Risk / Return Rank

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

DRRIX
DRRIX Risk / Return Rank: 7474
Overall Rank
DRRIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DRRIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
DRRIX Omega Ratio Rank: 8080
Omega Ratio Rank
DRRIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
DRRIX Martin Ratio Rank: 6969
Martin Ratio Rank

DSPIX
DSPIX Risk / Return Rank: 4545
Overall Rank
DSPIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DSPIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
DSPIX Omega Ratio Rank: 4848
Omega Ratio Rank
DSPIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
DSPIX Martin Ratio Rank: 5252
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.

DRRIX vs. DSPIX - 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 Institutional S&P 500 Stock Index Fund (DSPIX). 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.


DRRIXDSPIXDifference

Sharpe ratio

Return per unit of total volatility

1.49

0.83

+0.66

Sortino ratio

Return per unit of downside risk

1.81

1.29

+0.52

Omega ratio

Gain probability vs. loss probability

1.31

1.20

+0.11

Calmar ratio

Return relative to maximum drawdown

1.55

1.05

+0.49

Martin ratio

Return relative to average drawdown

6.53

5.11

+1.43

DRRIX vs. DSPIX - Sharpe Ratio Comparison

The current DRRIX Sharpe Ratio is 1.49, which is higher than the DSPIX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of DRRIX and DSPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DRRIXDSPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

0.83

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.67

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.73

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.55

+0.19

Correlation

The correlation between DRRIX and DSPIX is 0.63, 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. DSPIX - Dividend Comparison

DRRIX's dividend yield for the trailing twelve months is around 3.86%, less than DSPIX's 36.45% yield.


TTM20252024202320222021202020192018201720162015
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%
DSPIX
BNY Mellon Institutional S&P 500 Stock Index Fund
36.45%33.86%27.60%27.46%18.33%12.91%1.15%5.01%6.33%2.53%2.91%2.63%

Drawdowns

DRRIX vs. DSPIX - Drawdown Comparison

The maximum DRRIX drawdown since its inception was -15.92%, smaller than the maximum DSPIX drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for DRRIX and DSPIX.


Loading graphics...

Drawdown Indicators


DRRIXDSPIXDifference

Max Drawdown

Largest peak-to-trough decline

-15.92%

-55.32%

+39.40%

Max Drawdown (1Y)

Largest decline over 1 year

-7.87%

-12.15%

+4.28%

Max Drawdown (5Y)

Largest decline over 5 years

-14.29%

-24.62%

+10.33%

Max Drawdown (10Y)

Largest decline over 10 years

-15.92%

-33.79%

+17.87%

Current Drawdown

Current decline from peak

-4.64%

-8.92%

+4.28%

Average Drawdown

Average peak-to-trough decline

-2.91%

-9.32%

+6.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

2.50%

-0.64%

Volatility

DRRIX vs. DSPIX - Volatility Comparison

The current volatility for BNY Mellon Global Real Return Fund - Class I (DRRIX) is 3.03%, while BNY Mellon Institutional S&P 500 Stock Index Fund (DSPIX) has a volatility of 4.24%. This indicates that DRRIX experiences smaller price fluctuations and is considered to be less risky than DSPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DRRIXDSPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

4.24%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

6.03%

9.11%

-3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

8.71%

18.18%

-9.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.87%

16.89%

-10.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.67%

17.99%

-11.32%