DRRIX vs. GIPIX
Compare and contrast key facts about BNY Mellon Global Real Return Fund - Class I (DRRIX) and Goldman Sachs Balanced Strategy Portfolio (GIPIX).
DRRIX is managed by BNY Mellon. It was launched on May 12, 2010. GIPIX is managed by Goldman Sachs. It was launched on Jan 1, 1998.
Performance
DRRIX vs. GIPIX - Performance Comparison
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DRRIX vs. GIPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GIPIX Goldman Sachs Balanced Strategy Portfolio | -1.09% | 10.80% | 8.51% | 12.49% | -14.43% | 7.94% | 11.09% | 15.68% | -6.52% | 11.63% |
Returns By Period
In the year-to-date period, DRRIX achieves a 2.71% return, which is significantly higher than GIPIX's -1.09% return. Over the past 10 years, DRRIX has underperformed GIPIX with an annualized return of 4.85%, while GIPIX has yielded a comparatively higher 5.59% annualized return.
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%
GIPIX
- 1D
- 1.38%
- 1M
- -3.68%
- YTD
- -1.09%
- 6M
- 0.71%
- 1Y
- 10.14%
- 3Y*
- 8.63%
- 5Y*
- 3.95%
- 10Y*
- 5.59%
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DRRIX vs. GIPIX - Expense Ratio Comparison
DRRIX has a 0.95% expense ratio, which is higher than GIPIX's 0.19% expense ratio.
Return for Risk
DRRIX vs. GIPIX — Risk / Return Rank
DRRIX
GIPIX
DRRIX vs. GIPIX - 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 Goldman Sachs Balanced Strategy Portfolio (GIPIX). 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 | GIPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 1.29 | +0.39 |
Sortino ratioReturn per unit of downside risk | 2.04 | 1.82 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.27 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 1.23 | +0.57 |
Martin ratioReturn relative to average drawdown | 7.59 | 5.36 | +2.23 |
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 | GIPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.29 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.50 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.70 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.64 | +0.10 |
Correlation
The correlation between DRRIX and GIPIX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DRRIX vs. GIPIX - Dividend Comparison
DRRIX's dividend yield for the trailing twelve months is around 3.81%, less than GIPIX's 5.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GIPIX Goldman Sachs Balanced Strategy Portfolio | 5.87% | 5.22% | 4.06% | 2.12% | 4.56% | 6.37% | 2.25% | 2.51% | 4.70% | 4.51% | 1.46% | 5.73% |
Drawdowns
DRRIX vs. GIPIX - Drawdown Comparison
The maximum DRRIX drawdown since its inception was -15.92%, smaller than the maximum GIPIX drawdown of -29.46%. Use the drawdown chart below to compare losses from any high point for DRRIX and GIPIX.
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Drawdown Indicators
| DRRIX | GIPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.92% | -29.46% | +13.54% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -6.33% | -1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -14.29% | -20.65% | +6.36% |
Max Drawdown (10Y)Largest decline over 10 years | -15.92% | -20.65% | +4.73% |
Current DrawdownCurrent decline from peak | -3.51% | -4.20% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -2.91% | -3.70% | +0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 1.64% | +0.24% |
Volatility
DRRIX vs. GIPIX - Volatility Comparison
BNY Mellon Global Real Return Fund - Class I (DRRIX) and Goldman Sachs Balanced Strategy Portfolio (GIPIX) have volatilities of 3.34% and 3.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRRIX | GIPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 3.36% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 6.12% | 4.96% | +1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.77% | 8.18% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.89% | 7.96% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.68% | 8.07% | -1.39% |