DRTHX vs. VFFSX
Compare and contrast key facts about BNY Mellon Sustainable U.S. Equity Fund (DRTHX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX).
DRTHX is managed by BNY Mellon. It was launched on Mar 29, 1972. VFFSX is managed by Vanguard.
Performance
DRTHX vs. VFFSX - Performance Comparison
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DRTHX vs. VFFSX - 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% | 14.10% |
VFFSX Vanguard 500 Index Fund Institutional Select Shares | -7.06% | 17.87% | 25.00% | 26.28% | -18.14% | 29.24% | 18.35% | 31.88% | -4.42% | 20.80% |
Returns By Period
In the year-to-date period, DRTHX achieves a -8.60% return, which is significantly lower than VFFSX's -7.06% return.
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%
VFFSX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.59%
- 1Y
- 14.44%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
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DRTHX vs. VFFSX - Expense Ratio Comparison
DRTHX has a 0.74% expense ratio, which is higher than VFFSX's 0.01% expense ratio.
Return for Risk
DRTHX vs. VFFSX — Risk / Return Rank
DRTHX
VFFSX
DRTHX vs. VFFSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Sustainable U.S. Equity Fund (DRTHX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX). 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 | VFFSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 0.84 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.30 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.06 | -0.06 |
Martin ratioReturn relative to average drawdown | 4.22 | 5.14 | -0.92 |
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 | VFFSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.84 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.68 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.75 | -0.34 |
Correlation
The correlation between DRTHX and VFFSX 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. VFFSX - Dividend Comparison
DRTHX's dividend yield for the trailing twelve months is around 11.64%, more than VFFSX's 1.24% 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% |
VFFSX Vanguard 500 Index Fund Institutional Select Shares | 1.24% | 1.14% | 1.24% | 1.46% | 1.70% | 1.61% | 1.56% | 2.15% | 2.09% | 1.81% | 0.00% | 0.00% |
Drawdowns
DRTHX vs. VFFSX - Drawdown Comparison
The maximum DRTHX drawdown since its inception was -63.27%, which is greater than VFFSX's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for DRTHX and VFFSX.
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Drawdown Indicators
| DRTHX | VFFSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.27% | -33.82% | -29.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -12.12% | +0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | -24.51% | -3.07% |
Max Drawdown (10Y)Largest decline over 10 years | -31.34% | — | — |
Current DrawdownCurrent decline from peak | -10.66% | -8.90% | -1.76% |
Average DrawdownAverage peak-to-trough decline | -17.45% | -4.57% | -12.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.49% | +0.33% |
Volatility
DRTHX vs. VFFSX - Volatility Comparison
BNY Mellon Sustainable U.S. Equity Fund (DRTHX) has a higher volatility of 4.59% compared to Vanguard 500 Index Fund Institutional Select Shares (VFFSX) at 4.24%. This indicates that DRTHX's price experiences larger fluctuations and is considered to be riskier than VFFSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRTHX | VFFSX | 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% | 9.08% | +0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.95% | 18.13% | +0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.54% | 16.86% | +1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 18.50% | -0.10% |