DRTHX vs. DTGRX

Last updated Jun 3, 2026

DRTHX (BNY Mellon Sustainable U.S. Equity Fund) and DTGRX (BNY Mellon Technology Growth Fund) are both mutual funds - DRTHX is a Large Cap Blend Equities fund managed by BNY Mellon, while DTGRX is a Technology Equities fund managed by BNY Mellon. Over the past 10 years, DRTHX returned 15.24%/yr vs 22.79%/yr for DTGRX. Their correlation of 0.85 suggests significant overlap in exposure. DRTHX charges 0.74%/yr vs 1.16%/yr for DTGRX.

Performance

DRTHX vs. DTGRX - 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 Technology Growth Fund (DTGRX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DRTHX achieves a 7.54% return, which is significantly lower than DTGRX's 30.05% return. Over the past 10 years, DRTHX has underperformed DTGRX with an annualized return of 15.24%, while DTGRX has yielded a comparatively higher 22.79% annualized return.

DRTHX

• 1D: 0.42%
• 1M: 3.38%
• YTD: 7.54%
• 6M: 8.18%
• 1Y: 23.09%
• 3Y*: 24.65%
• 5Y*: 13.90%
• 10Y*: 15.24%

DTGRX

• 1D: 2.13%
• 1M: 17.36%
• YTD: 30.05%
• 6M: 30.56%
• 1Y: 61.09%
• 3Y*: 37.14%
• 5Y*: 14.99%
• 10Y*: 22.79%

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

DRTHX vs. DTGRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DRTHX BNY Mellon Sustainable U.S. Equity Fund	7.54%	15.96%	39.07%	24.01%	-23.10%	26.71%	24.21%	34.01%	-4.54%	15.01%
DTGRX BNY Mellon Technology Growth Fund	30.05%	27.20%	30.78%	59.98%	-46.44%	12.62%	69.80%	52.82%	-1.47%	42.50%

Correlation

The correlation between DRTHX and DTGRX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.85
Correlation (All Time) Calculated using the full available price history since Oct 14, 1997	0.85

The correlation between DRTHX and DTGRX has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.

Return for Risk

DRTHX vs. DTGRX — Risk / Return Rank

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

DRTHX

DRTHX Risk / Return Rank: 39
DRTHX Sharpe Ratio Rank: 40
DRTHX Sortino Ratio Rank: 37
DRTHX Omega Ratio Rank: 37
DRTHX Calmar Ratio Rank: 34
DRTHX Martin Ratio Rank: 46

DTGRX

DTGRX Risk / Return Rank: 75
DTGRX Sharpe Ratio Rank: 88
DTGRX Sortino Ratio Rank: 72
DTGRX Omega Ratio Rank: 69
DTGRX Calmar Ratio Rank: 79
DTGRX Martin Ratio Rank: 67

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. DTGRX - 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 Technology Growth Fund (DTGRX). 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	DTGRX	Difference
Sharpe ratio Return per unit of total volatility	1.85	2.90	-1.05
Sortino ratio Return per unit of downside risk	2.56	3.55	-0.99
Omega ratio Gain probability vs. loss probability	1.32	1.47	-0.14
Calmar ratio Return relative to maximum drawdown	2.22	3.60	-1.38
Martin ratio Return relative to average drawdown	9.62	13.05	-3.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DRTHX vs. DTGRX - Sharpe Ratio Comparison

The current DRTHX Sharpe Ratio is 1.85, which is lower than the DTGRX Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of DRTHX and DTGRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DRTHX	DTGRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.85	2.90	-1.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.53	+0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	0.82	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.44	-0.02

Drawdowns

DRTHX vs. DTGRX - Drawdown Comparison

The maximum DRTHX drawdown since its inception was -63.27%, smaller than the maximum DTGRX drawdown of -83.23%. Use the drawdown chart below to compare losses from any high point for DRTHX and DTGRX.

Drawdown Indicators

	DRTHX	DTGRX	Difference
Max Drawdown Largest peak-to-trough decline	-63.27%	-83.23%	+19.96%
Max Drawdown (1Y) Largest decline over 1 year	-10.66%	-17.27%	+6.61%
Max Drawdown (3Y) Largest decline over 3 years	-21.55%	-28.31%	+6.76%
Max Drawdown (5Y) Largest decline over 5 years	-27.58%	-52.92%	+25.34%
Max Drawdown (10Y) Largest decline over 10 years	-31.34%	-52.92%	+21.58%
Current Drawdown Current decline from peak	-0.19%	0.00%	-0.19%
Average Drawdown Average peak-to-trough decline	-17.39%	-38.75%	+21.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.46%	4.76%	-2.30%

Volatility

DRTHX vs. DTGRX - Volatility Comparison

The current volatility for BNY Mellon Sustainable U.S. Equity Fund (DRTHX) is 3.19%, while BNY Mellon Technology Growth Fund (DTGRX) has a volatility of 7.07%. This indicates that DRTHX experiences smaller price fluctuations and is considered to be less risky than DTGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRTHX	DTGRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.19%	7.07%	-3.88%
Volatility (6M) Calculated over the trailing 6-month period	9.78%	17.14%	-7.36%
Volatility (1Y) Calculated over the trailing 1-year period	12.84%	21.74%	-8.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.56%	28.62%	-10.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.44%	27.98%	-9.54%

DRTHX vs. DTGRX - Expense Ratio Comparison

DRTHX has a 0.74% expense ratio, which is lower than DTGRX's 1.16% expense ratio.

Dividends

DRTHX vs. DTGRX - Dividend Comparison

DRTHX's dividend yield for the trailing twelve months is around 9.89%, more than DTGRX's 9.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DRTHX BNY Mellon Sustainable U.S. Equity Fund	9.89%	10.63%	17.93%	3.41%	12.94%	4.19%	3.13%	2.31%	4.74%	26.74%	5.37%	15.21%
DTGRX BNY Mellon Technology Growth Fund	9.26%	12.04%	8.98%	0.00%	0.00%	21.32%	5.76%	34.25%	30.17%	9.91%	10.19%	6.52%

Frequently Asked Questions

Can I hold both DRTHX and DTGRX in my portfolio?

DRTHX and DTGRX have a correlation of 0.84, 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 DTGRX?

DTGRX has higher volatility (7.07%) compared to DRTHX (3.19%). In terms of maximum drawdown, DRTHX dropped -63.27% vs DTGRX's -83.23%.

Which has better risk-adjusted returns?

DTGRX currently has the higher Sharpe Ratio (2.90 vs 1.85), 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.