DRTHX vs. DISSX

Last updated Jun 24, 2026

DRTHX (BNY Mellon Sustainable U.S. Equity Fund) and DISSX (BNY Mellon Smallcap Stock Index Fund) are both mutual funds - DRTHX is a Large Cap Blend Equities fund managed by BNY Mellon, while DISSX is a Small Cap Blend Equities fund managed by BNY Mellon. Over the past 10 years, DRTHX returned 15.74%/yr vs 10.66%/yr for DISSX. Their correlation of 0.81 suggests significant overlap in exposure. DRTHX charges 0.74%/yr vs 0.50%/yr for DISSX.

Performance

DRTHX vs. DISSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Sustainable U.S. Equity Fund (DRTHX) and BNY Mellon Smallcap Stock Index Fund (DISSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DRTHX achieves a 8.14% return, which is significantly lower than DISSX's 19.54% return. Over the past 10 years, DRTHX has outperformed DISSX with an annualized return of 15.74%, while DISSX has yielded a comparatively lower 10.66% annualized return.

DRTHX

• 1D: -0.32%
• 1M: 1.85%
• YTD: 8.14%
• 6M: 7.28%
• 1Y: 22.75%
• 3Y*: 24.34%
• 5Y*: 13.81%
• 10Y*: 15.74%

DISSX

• 1D: 0.04%
• 1M: 4.54%
• YTD: 19.54%
• 6M: 17.11%
• 1Y: 34.46%
• 3Y*: 14.91%
• 5Y*: 5.71%
• 10Y*: 10.66%

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

DRTHX vs. DISSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DRTHX BNY Mellon Sustainable U.S. Equity Fund	8.14%	15.96%	39.07%	24.01%	-23.10%	26.71%	24.21%	34.01%	-4.54%	15.01%
DISSX BNY Mellon Smallcap Stock Index Fund	19.54%	5.41%	6.87%	14.24%	-16.71%	26.41%	10.92%	22.28%	-8.30%	12.40%

Correlation

The correlation between DRTHX and DISSX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (10Y) Calculated over the trailing 10-year period	0.73
Correlation (All Time) Calculated using the full available price history since Jun 30, 1997	0.81

The correlation between DRTHX and DISSX shifts across timeframes, from 0.68 (3 years) to 0.81 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DRTHX vs. DISSX — Risk / Return Rank

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

DRTHX

DRTHX Risk / Return Rank: 41
DRTHX Sharpe Ratio Rank: 42
DRTHX Sortino Ratio Rank: 38
DRTHX Omega Ratio Rank: 39
DRTHX Calmar Ratio Rank: 38
DRTHX Martin Ratio Rank: 48

DISSX

DISSX Risk / Return Rank: 66
DISSX Sharpe Ratio Rank: 56
DISSX Sortino Ratio Rank: 59
DISSX Omega Ratio Rank: 48
DISSX Calmar Ratio Rank: 89
DISSX Martin Ratio Rank: 81

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.

DRTHX vs. DISSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Sustainable U.S. Equity Fund (DRTHX) and BNY Mellon Smallcap Stock Index Fund (DISSX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DRTHX	DISSX	Difference
Sharpe ratio: Return per unit of total volatility	1.75	2.04	-0.29
Sortino ratio: Return per unit of downside risk	2.41	2.94	-0.54
Omega ratio: Gain probability vs. loss probability	1.31	1.35	-0.04
Calmar ratio: Return relative to maximum drawdown	2.23	4.15	-1.91
Martin ratio: Return relative to average drawdown	9.50	13.97	-4.47

DRTHX vs. DISSX - Sharpe Ratio Comparison

The current DRTHX Sharpe Ratio is 1.75, which is comparable to the DISSX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of DRTHX and DISSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DRTHX vs. DISSX - Drawdown Comparison

The maximum DRTHX drawdown since its inception was -63.27%, which is greater than DISSX's maximum drawdown of -58.30%. Use the drawdown chart below to compare losses from any high point for DRTHX and DISSX.

Drawdown Indicators

	DRTHX	DISSX	Difference
Max Drawdown Largest peak-to-trough decline	-63.27%	-58.30%	-4.97%
Max Drawdown (1Y) Largest decline over 1 year	-10.66%	-8.75%	-1.91%
Max Drawdown (3Y) Largest decline over 3 years	-21.55%	-29.02%	+7.47%
Max Drawdown (5Y) Largest decline over 5 years	-27.58%	-29.02%	+1.44%
Max Drawdown (10Y) Largest decline over 10 years	-31.34%	-44.45%	+13.11%
Current Drawdown Current decline from peak	-0.32%	-0.04%	-0.28%
Average Drawdown Average peak-to-trough decline	-17.37%	-9.55%	-7.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	2.59%	-0.09%

Volatility

DRTHX vs. DISSX - Volatility Comparison

BNY Mellon Sustainable U.S. Equity Fund (DRTHX) has a higher volatility of 5.38% compared to BNY Mellon Smallcap Stock Index Fund (DISSX) at 4.90%. This indicates that DRTHX's price experiences larger fluctuations and is considered to be riskier than DISSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRTHX	DISSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.38%	4.90%	+0.48%
Volatility (6M) Calculated over the trailing 6-month period	10.74%	12.13%	-1.39%
Volatility (1Y) Calculated over the trailing 1-year period	13.63%	17.82%	-4.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.68%	21.49%	-2.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.50%	23.19%	-4.69%

DRTHX vs. DISSX - Expense Ratio Comparison

DRTHX has a 0.74% expense ratio, which is higher than DISSX's 0.50% expense ratio.

Dividends

DRTHX vs. DISSX - Dividend Comparison

DRTHX's dividend yield for the trailing twelve months is around 9.83%, less than DISSX's 12.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DISSX BNY Mellon Smallcap Stock Index Fund	12.90%	15.42%	14.79%	8.20%	13.87%	10.72%	7.61%	8.35%	13.18%	7.40%	6.49%	11.30%
DRTHX BNY Mellon Sustainable U.S. Equity Fund	9.83%	10.63%	17.93%	3.41%	12.94%	4.19%	3.13%	2.31%	4.74%	26.74%	5.37%	15.21%

Frequently Asked Questions

Can I hold both DRTHX and DISSX in my portfolio?

DRTHX and DISSX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DRTHX or DISSX?

DRTHX has higher volatility (5.38%) compared to DISSX (4.90%). In terms of maximum drawdown, DRTHX dropped -63.27% vs DISSX's -58.30%.

Which has better risk-adjusted returns?

DISSX currently has the higher Sharpe Ratio (2.04 vs 1.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.