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DRTHX vs. DRRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRTHX vs. DRRIX - 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 Global Real Return Fund - Class I (DRRIX). The values are adjusted to include any dividend payments, if applicable.

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DRTHX vs. DRRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRTHX
BNY Mellon Sustainable U.S. Equity Fund
-8.60%15.96%39.07%24.01%-23.10%26.71%24.21%34.01%-4.54%15.01%
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%

Returns By Period

In the year-to-date period, DRTHX achieves a -8.60% return, which is significantly lower than DRRIX's 1.51% return. Over the past 10 years, DRTHX has outperformed DRRIX with an annualized return of 13.39%, while DRRIX has yielded a comparatively lower 4.72% annualized return.


DRTHX

1D
-0.38%
1M
-8.73%
YTD
-8.60%
6M
-6.03%
1Y
13.97%
3Y*
19.91%
5Y*
11.22%
10Y*
13.39%

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

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DRTHX vs. DRRIX - Expense Ratio Comparison

DRTHX has a 0.74% expense ratio, which is lower than DRRIX's 0.95% expense ratio.


Return for Risk

DRTHX vs. DRRIX — Risk / Return Rank

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

DRTHX
DRTHX Risk / Return Rank: 3737
Overall Rank
DRTHX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
DRTHX Sortino Ratio Rank: 3737
Sortino Ratio Rank
DRTHX Omega Ratio Rank: 3737
Omega Ratio Rank
DRTHX Calmar Ratio Rank: 3737
Calmar Ratio Rank
DRTHX Martin Ratio Rank: 4141
Martin Ratio Rank

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
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. DRRIX - 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 Global Real Return Fund - Class I (DRRIX). 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.


DRTHXDRRIXDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.49

-0.73

Sortino ratio

Return per unit of downside risk

1.21

1.81

-0.60

Omega ratio

Gain probability vs. loss probability

1.17

1.31

-0.13

Calmar ratio

Return relative to maximum drawdown

0.99

1.55

-0.55

Martin ratio

Return relative to average drawdown

4.22

6.53

-2.32

DRTHX vs. DRRIX - Sharpe Ratio Comparison

The current DRTHX Sharpe Ratio is 0.76, which is lower than the DRRIX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of DRTHX and DRRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DRTHXDRRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.49

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.57

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.71

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.73

-0.33

Correlation

The correlation between DRTHX and DRRIX 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

DRTHX vs. DRRIX - Dividend Comparison

DRTHX's dividend yield for the trailing twelve months is around 11.64%, more than DRRIX's 3.86% yield.


TTM20252024202320222021202020192018201720162015
DRTHX
BNY Mellon Sustainable U.S. Equity Fund
11.64%10.63%17.93%3.41%12.94%4.19%3.13%2.31%4.74%26.74%5.37%15.21%
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%

Drawdowns

DRTHX vs. DRRIX - Drawdown Comparison

The maximum DRTHX drawdown since its inception was -63.27%, which is greater than DRRIX's maximum drawdown of -15.92%. Use the drawdown chart below to compare losses from any high point for DRTHX and DRRIX.


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Drawdown Indicators


DRTHXDRRIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.27%

-15.92%

-47.35%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-7.87%

-4.09%

Max Drawdown (5Y)

Largest decline over 5 years

-27.58%

-14.29%

-13.29%

Max Drawdown (10Y)

Largest decline over 10 years

-31.34%

-15.92%

-15.42%

Current Drawdown

Current decline from peak

-10.66%

-4.64%

-6.02%

Average Drawdown

Average peak-to-trough decline

-17.45%

-2.91%

-14.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

1.86%

+0.96%

Volatility

DRTHX vs. DRRIX - Volatility Comparison

BNY Mellon Sustainable U.S. Equity Fund (DRTHX) has a higher volatility of 4.59% compared to BNY Mellon Global Real Return Fund - Class I (DRRIX) at 3.03%. This indicates that DRTHX's price experiences larger fluctuations and is considered to be riskier than DRRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRTHXDRRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.59%

3.03%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.82%

6.03%

+3.79%

Volatility (1Y)

Calculated over the trailing 1-year period

18.95%

8.71%

+10.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.54%

6.87%

+11.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.40%

6.67%

+11.73%