DRTHX vs. FLCPX

Last updated Apr 1, 2026

Compare and contrast key facts about BNY Mellon Sustainable U.S. Equity Fund (DRTHX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX).

DRTHX is managed by BNY Mellon. It was launched on Mar 29, 1972. FLCPX is managed by Fidelity. It was launched on Feb 2, 2016.

Performance

DRTHX vs. FLCPX - 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 SAI U.S. Large Cap Index Fund (FLCPX). The values are adjusted to include any dividend payments, if applicable.

DRTHX vs. FLCPX - 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%
FLCPX Fidelity SAI U.S. Large Cap Index Fund	-7.05%	17.84%	25.08%	26.25%	-18.06%	28.61%	18.24%	31.59%	-4.38%	21.74%

Returns By Period

In the year-to-date period, DRTHX achieves a -8.60% return, which is significantly lower than FLCPX's -7.05% return. Both investments have delivered pretty close results over the past 10 years, with DRTHX having a 13.39% annualized return and FLCPX not far ahead at 13.75%.

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%

FLCPX

• 1D: -0.39%
• 1M: -7.70%
• YTD: -7.05%
• 6M: -4.58%
• 1Y: 14.45%
• 3Y*: 17.20%
• 5Y*: 11.42%
• 10Y*: 13.75%

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

DRTHX vs. FLCPX - Expense Ratio Comparison

DRTHX has a 0.74% expense ratio, which is higher than FLCPX's 0.02% expense ratio.

DRTHX

BNY Mellon Sustainable U.S. Equity Fund

FLCPX

Fidelity SAI U.S. Large Cap Index Fund

Return for Risk

DRTHX vs. FLCPX — Risk / Return Rank

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

DRTHX

DRTHX Risk / Return Rank: 37
DRTHX Sharpe Ratio Rank: 34
DRTHX Sortino Ratio Rank: 37
DRTHX Omega Ratio Rank: 37
DRTHX Calmar Ratio Rank: 37
DRTHX Martin Ratio Rank: 41

FLCPX

FLCPX Risk / Return Rank: 44
FLCPX Sharpe Ratio Rank: 41
FLCPX Sortino Ratio Rank: 45
FLCPX Omega Ratio Rank: 49
FLCPX Calmar Ratio Rank: 38
FLCPX Martin Ratio Rank: 49

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. FLCPX - 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 SAI U.S. Large Cap Index Fund (FLCPX). 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	FLCPX	Difference
Sharpe ratio Return per unit of total volatility	0.76	0.84	-0.08
Sortino ratio Return per unit of downside risk	1.21	1.30	-0.09
Omega ratio Gain probability vs. loss probability	1.17	1.20	-0.02
Calmar ratio Return relative to maximum drawdown	0.99	1.00	0.00
Martin ratio Return relative to average drawdown	4.22	4.86	-0.64
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. FLCPX - Sharpe Ratio Comparison

The current DRTHX Sharpe Ratio is 0.76, which is comparable to the FLCPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of DRTHX and FLCPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DRTHX	FLCPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.76	0.84	-0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.67	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	0.76	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.82	-0.42

Correlation

The correlation between DRTHX and FLCPX 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. FLCPX - Dividend Comparison

DRTHX's dividend yield for the trailing twelve months is around 11.64%, more than FLCPX's 0.60% 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%
FLCPX Fidelity SAI U.S. Large Cap Index Fund	0.60%	0.56%	6.11%	7.05%	11.23%	10.38%	3.93%	1.74%	2.18%	1.57%	0.76%	0.00%

Drawdowns

DRTHX vs. FLCPX - Drawdown Comparison

The maximum DRTHX drawdown since its inception was -63.27%, which is greater than FLCPX's maximum drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for DRTHX and FLCPX.

Drawdown Indicators

	DRTHX	FLCPX	Difference
Max Drawdown Largest peak-to-trough decline	-63.27%	-33.87%	-29.40%
Max Drawdown (1Y) Largest decline over 1 year	-11.96%	-12.14%	+0.18%
Max Drawdown (5Y) Largest decline over 5 years	-27.58%	-24.40%	-3.18%
Max Drawdown (10Y) Largest decline over 10 years	-31.34%	-33.87%	+2.53%
Current Drawdown Current decline from peak	-10.66%	-8.89%	-1.77%
Average Drawdown Average peak-to-trough decline	-17.45%	-4.24%	-13.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.82%	2.56%	+0.26%

Volatility

DRTHX vs. FLCPX - Volatility Comparison

BNY Mellon Sustainable U.S. Equity Fund (DRTHX) has a higher volatility of 4.59% compared to Fidelity SAI U.S. Large Cap Index Fund (FLCPX) at 4.24%. This indicates that DRTHX's price experiences larger fluctuations and is considered to be riskier than FLCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRTHX	FLCPX	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%	9.09%	+0.73%
Volatility (1Y) Calculated over the trailing 1-year period	18.95%	18.14%	+0.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.54%	17.03%	+1.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.40%	18.12%	+0.28%