DRTHX vs. FGLGX

Last updated Jun 25, 2026

DRTHX (BNY Mellon Sustainable U.S. Equity Fund) and FGLGX (Fidelity Series Large Cap Stock Fund) are both Large Cap Blend Equities funds. Over the past 10 years, DRTHX returned 15.52%/yr vs 16.78%/yr for FGLGX. Their correlation of 0.88 suggests significant overlap in exposure. DRTHX charges 0.74%/yr vs 0.00%/yr for FGLGX.

Performance

DRTHX vs. FGLGX - Performance Comparison

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

Returns By Period

In the year-to-date period, DRTHX achieves a 6.08% return, which is significantly lower than FGLGX's 8.35% return. Over the past 10 years, DRTHX has underperformed FGLGX with an annualized return of 15.52%, while FGLGX has yielded a comparatively higher 16.78% annualized return.

DRTHX

• 1D: -1.91%
• 1M: -0.09%
• YTD: 6.08%
• 6M: 4.82%
• 1Y: 18.94%
• 3Y*: 23.54%
• 5Y*: 13.24%
• 10Y*: 15.52%

FGLGX

• 1D: -1.20%
• 1M: -0.55%
• YTD: 8.35%
• 6M: 7.35%
• 1Y: 26.67%
• 3Y*: 25.86%
• 5Y*: 16.71%
• 10Y*: 16.78%

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

DRTHX vs. FGLGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DRTHX BNY Mellon Sustainable U.S. Equity Fund	6.08%	15.96%	39.07%	24.01%	-23.10%	26.71%	24.21%	34.01%	-4.54%	15.01%
FGLGX Fidelity Series Large Cap Stock Fund	8.35%	28.57%	27.45%	24.80%	-7.23%	26.53%	10.01%	32.37%	-8.95%	16.64%

Correlation

The correlation between DRTHX and FGLGX is 0.93, 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	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	0.86
Correlation (All Time) Calculated using the full available price history since Dec 11, 2012	0.88

The correlation between DRTHX and FGLGX has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.

Return for Risk

DRTHX vs. FGLGX — Risk / Return Rank

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

DRTHX

DRTHX Risk / Return Rank: 34
DRTHX Sharpe Ratio Rank: 34
DRTHX Sortino Ratio Rank: 31
DRTHX Omega Ratio Rank: 32
DRTHX Calmar Ratio Rank: 32
DRTHX Martin Ratio Rank: 42

FGLGX

FGLGX Risk / Return Rank: 67
FGLGX Sharpe Ratio Rank: 67
FGLGX Sortino Ratio Rank: 63
FGLGX Omega Ratio Rank: 60
FGLGX Calmar Ratio Rank: 67
FGLGX Martin Ratio Rank: 77

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. FGLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Sustainable U.S. Equity Fund (DRTHX) and Fidelity Series Large Cap Stock Fund (FGLGX). 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	FGLGX	Difference
Sharpe ratio: Return per unit of total volatility	1.49	2.19	-0.70
Sortino ratio: Return per unit of downside risk	2.07	3.03	-0.96
Omega ratio: Gain probability vs. loss probability	1.27	1.39	-0.13
Calmar ratio: Return relative to maximum drawdown	1.92	2.98	-1.06
Martin ratio: Return relative to average drawdown	8.17	13.44	-5.27

DRTHX vs. FGLGX - Sharpe Ratio Comparison

The current DRTHX Sharpe Ratio is 1.49, which is lower than the FGLGX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of DRTHX and FGLGX, 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. FGLGX - Drawdown Comparison

The maximum DRTHX drawdown since its inception was -63.27%, which is greater than FGLGX's maximum drawdown of -36.42%. Use the drawdown chart below to compare losses from any high point for DRTHX and FGLGX.

Drawdown Indicators

	DRTHX	FGLGX	Difference
Max Drawdown Largest peak-to-trough decline	-63.27%	-36.42%	-26.85%
Max Drawdown (1Y) Largest decline over 1 year	-10.66%	-9.43%	-1.23%
Max Drawdown (3Y) Largest decline over 3 years	-21.55%	-18.75%	-2.80%
Max Drawdown (5Y) Largest decline over 5 years	-27.58%	-21.21%	-6.37%
Max Drawdown (10Y) Largest decline over 10 years	-31.34%	-36.42%	+5.08%
Current Drawdown Current decline from peak	-2.22%	-2.13%	-0.09%
Average Drawdown Average peak-to-trough decline	-17.37%	-3.77%	-13.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.51%	2.09%	+0.42%

Volatility

DRTHX vs. FGLGX - Volatility Comparison

BNY Mellon Sustainable U.S. Equity Fund (DRTHX) has a higher volatility of 5.74% compared to Fidelity Series Large Cap Stock Fund (FGLGX) at 4.51%. This indicates that DRTHX's price experiences larger fluctuations and is considered to be riskier than FGLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRTHX	FGLGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.74%	4.51%	+1.23%
Volatility (6M) Calculated over the trailing 6-month period	10.87%	9.99%	+0.88%
Volatility (1Y) Calculated over the trailing 1-year period	13.74%	12.87%	+0.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.70%	16.95%	+1.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.47%	18.35%	+0.12%

DRTHX vs. FGLGX - Expense Ratio Comparison

DRTHX has a 0.74% expense ratio, which is higher than FGLGX's 0.00% expense ratio.

Dividends

DRTHX vs. FGLGX - Dividend Comparison

DRTHX's dividend yield for the trailing twelve months is around 10.03%, more than FGLGX's 9.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DRTHX BNY Mellon Sustainable U.S. Equity Fund	10.03%	10.63%	17.93%	3.41%	12.94%	4.19%	3.13%	2.31%	4.74%	26.74%	5.37%	15.21%
FGLGX Fidelity Series Large Cap Stock Fund	9.08%	9.84%	7.99%	5.29%	6.55%	9.22%	5.36%	7.25%	12.29%	4.61%	1.69%	5.94%

Frequently Asked Questions

Can I hold both DRTHX and FGLGX in my portfolio?

With a correlation of 0.93, DRTHX and FGLGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DRTHX or FGLGX?

DRTHX has higher volatility (5.74%) compared to FGLGX (4.51%). In terms of maximum drawdown, DRTHX dropped -63.27% vs FGLGX's -36.42%.

Which has better risk-adjusted returns?

FGLGX currently has the higher Sharpe Ratio (2.19 vs 1.49), 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.