DRTHX vs. TANDX
DRTHX (BNY Mellon Sustainable U.S. Equity Fund) and TANDX (Castle Tandem Fund) are both Large Cap Blend Equities funds. Over the past 5 years, DRTHX returned 12.22%/yr vs 2.31%/yr for TANDX. Their 0.72 correlation means they have sometimes moved together and sometimes differently. DRTHX charges 0.74%/yr vs 1.59%/yr for TANDX.
Performance
DRTHX vs. TANDX - Performance Comparison
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Returns By Period
In the year-to-date period, DRTHX achieves a 7.29% return, which is significantly higher than TANDX's -6.75% return.
DRTHX
- 1D
- 2.35%
- 1M
- 0.23%
- 6M
- 6.27%
- YTD
- 7.29%
- 1Y
- 16.04%
- 3Y*
- 22.25%
- 5Y*
- 12.22%
- 10Y*
- 14.88%
- ALL TIME*
- 7.70%
TANDX
- 1D
- -0.76%
- 1M
- 3.12%
- 6M
- -5.57%
- YTD
- -6.75%
- 1Y
- -7.42%
- 3Y*
- 1.92%
- 5Y*
- 2.31%
- 10Y*
- —
- ALL TIME*
- 6.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
TANDX Castle Tandem Fund | $0.00 | $0.00 | $0.00 |
DRTHX vs. TANDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DRTHX BNY Mellon Sustainable U.S. Equity Fund | 7.29% | 15.96% | 39.07% | 24.01% | -23.10% | 26.71% | 24.21% | 17.47% |
TANDX Castle Tandem Fund | -6.75% | 3.67% | 7.66% | 8.42% | -7.87% | 19.03% | 13.39% | 12.57% |
Correlation
The correlation between DRTHX and TANDX is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019 | 0.72 |
Over the past year, the correlation between DRTHX and TANDX has dropped to 0.32 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
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Return for Risk
DRTHX vs. TANDX — Risk / Return Rank
DRTHX
TANDX
DRTHX vs. TANDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Sustainable U.S. Equity Fund (DRTHX) and Castle Tandem Fund (TANDX). 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 | TANDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.74 | ||
| Sortino ratioReturn per unit of downside risk | +2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.88 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | -0.50 | +1.75 |
| Martin ratioReturn relative to average drawdown | 5.22 | -0.96 | +6.18 |
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Drawdowns
DRTHX vs. TANDX - Drawdown Comparison
The maximum DRTHX drawdown since its inception was -63.27%, smaller than the maximum TANDX drawdown of -93.98%. Use the drawdown chart below to compare losses from any high point for DRTHX and TANDX.
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Drawdown Indicators
| DRTHX | TANDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.27% | -93.98% | +30.71% |
Max Drawdown (1Y)Largest decline over 1 year | -10.66% | -16.88% | +6.22% |
Max Drawdown (3Y)Largest decline over 3 years | -21.55% | -93.98% | +72.43% |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | -93.98% | +66.40% |
Max Drawdown (10Y)Largest decline over 10 years | -31.34% | — | — |
Current DrawdownCurrent decline from peak | -1.20% | -93.48% | +92.28% |
Average DrawdownAverage peak-to-trough decline | -17.34% | -21.84% | +4.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 8.79% | -6.24% |
Volatility
DRTHX vs. TANDX - Volatility Comparison
The current volatility for BNY Mellon Sustainable U.S. Equity Fund (DRTHX) is 4.15%, while Castle Tandem Fund (TANDX) has a volatility of 4.71%. This indicates that DRTHX experiences smaller price fluctuations and is considered to be less risky than TANDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRTHX | TANDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 4.71% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.17% | 8.74% | +2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.13% | 10.68% | +3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.74% | 596.04% | -577.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.46% | 491.15% | -472.69% |
DRTHX vs. TANDX - Expense Ratio Comparison
DRTHX has a 0.74% expense ratio, which is lower than TANDX's 1.59% expense ratio.
Dividends
DRTHX vs. TANDX - Dividend Comparison
DRTHX's dividend yield for the trailing twelve months is around 9.91%, more than TANDX's 6.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRTHX BNY Mellon Sustainable U.S. Equity Fund | 9.91% | 10.63% | 17.93% | 3.41% | 12.94% | 4.19% | 3.13% | 2.31% | 4.74% | 26.74% | 5.37% | 15.21% |
TANDX Castle Tandem Fund | 6.62% | 6.17% | 3.71% | 2.10% | 1.48% | 4.57% | 0.33% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DRTHX and TANDX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TANDX has higher volatility (4.71%) compared to DRTHX (4.15%). In terms of maximum drawdown, DRTHX dropped -63.27% vs TANDX's -93.98%.
DRTHX currently has the higher Sharpe Ratio (0.94 vs -0.80), 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.
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