DRTHX vs. DFIEX
Compare and contrast key facts about BNY Mellon Sustainable U.S. Equity Fund (DRTHX) and DFA International Core Equity Portfolio I (DFIEX).
DRTHX is managed by BNY Mellon. It was launched on Mar 29, 1972. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DRTHX vs. DFIEX - Performance Comparison
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DRTHX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRTHX BNY Mellon Sustainable U.S. Equity Fund | -5.88% | 15.96% | 39.07% | 24.01% | -23.10% | 26.71% | 24.21% | 34.01% | -4.54% | 15.01% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, DRTHX achieves a -5.88% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, DRTHX has outperformed DFIEX with an annualized return of 13.72%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
DRTHX
- 1D
- 2.97%
- 1M
- -6.12%
- YTD
- -5.88%
- 6M
- -3.69%
- 1Y
- 16.76%
- 3Y*
- 21.08%
- 5Y*
- 11.56%
- 10Y*
- 13.72%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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DRTHX vs. DFIEX - Expense Ratio Comparison
DRTHX has a 0.74% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DRTHX vs. DFIEX — Risk / Return Rank
DRTHX
DFIEX
DRTHX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Sustainable U.S. Equity Fund (DRTHX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| DRTHX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.95 | -1.04 |
Sortino ratioReturn per unit of downside risk | 1.42 | 2.55 | -1.13 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.39 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 2.57 | -1.09 |
Martin ratioReturn relative to average drawdown | 6.20 | 10.07 | -3.87 |
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
| DRTHX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.95 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.60 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.59 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.35 | +0.06 |
Correlation
The correlation between DRTHX and DFIEX is 0.77, 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
DRTHX vs. DFIEX - Dividend Comparison
DRTHX's dividend yield for the trailing twelve months is around 11.30%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRTHX BNY Mellon Sustainable U.S. Equity Fund | 11.30% | 10.63% | 17.93% | 3.41% | 12.94% | 4.19% | 3.13% | 2.31% | 4.74% | 26.74% | 5.37% | 15.21% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DRTHX vs. DFIEX - Drawdown Comparison
The maximum DRTHX drawdown since its inception was -63.27%, roughly equal to the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DRTHX and DFIEX.
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Drawdown Indicators
| DRTHX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.27% | -62.22% | -1.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -11.01% | -0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | -28.66% | +1.08% |
Max Drawdown (10Y)Largest decline over 10 years | -31.34% | -41.04% | +9.70% |
Current DrawdownCurrent decline from peak | -8.01% | -7.75% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -17.45% | -12.26% | -5.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.81% | +0.05% |
Volatility
DRTHX vs. DFIEX - Volatility Comparison
The current volatility for BNY Mellon Sustainable U.S. Equity Fund (DRTHX) is 5.68%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that DRTHX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRTHX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 7.09% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.25% | 10.45% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.13% | 15.90% | +3.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 15.65% | +2.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.42% | 16.35% | +2.07% |