DRTHX vs. DSPIX
Compare and contrast key facts about BNY Mellon Sustainable U.S. Equity Fund (DRTHX) and BNY Mellon Institutional S&P 500 Stock Index Fund (DSPIX).
DRTHX is managed by BNY Mellon. It was launched on Mar 29, 1972. DSPIX is a passively managed fund by BNY Mellon that tracks the performance of the S&P 500 Index. It was launched on Sep 30, 1993.
Performance
DRTHX vs. DSPIX - Performance Comparison
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DRTHX vs. DSPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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, DRTHX achieves a -8.60% return, which is significantly lower than DSPIX's -7.09% return. Both investments have delivered pretty close results over the past 10 years, with DRTHX having a 13.39% annualized return and DSPIX not far behind at 13.17%.
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%
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%
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DRTHX vs. DSPIX - Expense Ratio Comparison
DRTHX has a 0.74% expense ratio, which is higher than DSPIX's 0.20% expense ratio.
Return for Risk
DRTHX vs. DSPIX — Risk / Return Rank
DRTHX
DSPIX
DRTHX vs. DSPIX - 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 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.
| DRTHX | DSPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 0.83 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.29 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.05 | -0.06 |
Martin ratioReturn relative to average drawdown | 4.22 | 5.11 | -0.89 |
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 | DSPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.83 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.67 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.73 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.55 | -0.14 |
Correlation
The correlation between DRTHX and DSPIX is 0.96, 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. DSPIX - Dividend Comparison
DRTHX's dividend yield for the trailing twelve months is around 11.64%, less than DSPIX's 36.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
DRTHX vs. DSPIX - Drawdown Comparison
The maximum DRTHX drawdown since its inception was -63.27%, which is greater than DSPIX's maximum drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for DRTHX and DSPIX.
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Drawdown Indicators
| DRTHX | DSPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.27% | -55.32% | -7.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -12.15% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | -24.62% | -2.96% |
Max Drawdown (10Y)Largest decline over 10 years | -31.34% | -33.79% | +2.45% |
Current DrawdownCurrent decline from peak | -10.66% | -8.92% | -1.74% |
Average DrawdownAverage peak-to-trough decline | -17.45% | -9.32% | -8.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.50% | +0.32% |
Volatility
DRTHX vs. DSPIX - Volatility Comparison
BNY Mellon Sustainable U.S. Equity Fund (DRTHX) has a higher volatility of 4.59% compared to BNY Mellon Institutional S&P 500 Stock Index Fund (DSPIX) at 4.24%. This indicates that DRTHX's price experiences larger fluctuations and is considered to be riskier than DSPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRTHX | DSPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 4.24% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 9.11% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.95% | 18.18% | +0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.54% | 16.89% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 17.99% | +0.41% |