DRTHX vs. VOO
Compare and contrast key facts about BNY Mellon Sustainable U.S. Equity Fund (DRTHX) and Vanguard S&P 500 ETF (VOO).
DRTHX is managed by BNY Mellon. It was launched on Mar 29, 1972. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
DRTHX vs. VOO - Performance Comparison
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DRTHX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, DRTHX achieves a -8.60% return, which is significantly lower than VOO's -4.42% return. Both investments have delivered pretty close results over the past 10 years, with DRTHX having a 13.39% annualized return and VOO not far ahead at 14.05%.
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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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DRTHX vs. VOO - Expense Ratio Comparison
DRTHX has a 0.74% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
DRTHX vs. VOO — Risk / Return Rank
DRTHX
VOO
DRTHX vs. VOO - 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 S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 0.98 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.50 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.53 | -0.54 |
Martin ratioReturn relative to average drawdown | 4.22 | 7.29 | -3.08 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.98 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.70 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.78 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.83 | -0.43 |
Correlation
The correlation between DRTHX and VOO is 0.97, 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. VOO - Dividend Comparison
DRTHX's dividend yield for the trailing twelve months is around 11.64%, more than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
DRTHX vs. VOO - Drawdown Comparison
The maximum DRTHX drawdown since its inception was -63.27%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DRTHX and VOO.
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Drawdown Indicators
| DRTHX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.27% | -33.99% | -29.28% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -11.98% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | -24.52% | -3.06% |
Max Drawdown (10Y)Largest decline over 10 years | -31.34% | -33.99% | +2.65% |
Current DrawdownCurrent decline from peak | -10.66% | -6.29% | -4.37% |
Average DrawdownAverage peak-to-trough decline | -17.45% | -3.72% | -13.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.52% | +0.30% |
Volatility
DRTHX vs. VOO - Volatility Comparison
The current volatility for BNY Mellon Sustainable U.S. Equity Fund (DRTHX) is 4.59%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that DRTHX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRTHX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 5.29% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 9.44% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.95% | 18.10% | +0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.54% | 16.82% | +1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 17.99% | +0.41% |