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DSPIX vs. DNLAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSPIX vs. DNLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Institutional S&P 500 Stock Index Fund (DSPIX) and BNY Mellon Natural Resources Fund Class A (DNLAX). The values are adjusted to include any dividend payments, if applicable.

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DSPIX vs. DNLAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSPIX
BNY Mellon Institutional S&P 500 Stock Index Fund
-4.37%17.81%24.40%26.36%-18.51%28.64%14.18%31.31%-4.36%21.59%
DNLAX
BNY Mellon Natural Resources Fund Class A
24.60%14.75%0.86%1.33%33.83%38.00%6.30%16.33%-17.78%13.69%

Returns By Period

In the year-to-date period, DSPIX achieves a -4.37% return, which is significantly lower than DNLAX's 24.60% return. Over the past 10 years, DSPIX has underperformed DNLAX with an annualized return of 13.50%, while DNLAX has yielded a comparatively higher 14.25% annualized return.


DSPIX

1D
2.93%
1M
-5.03%
YTD
-4.37%
6M
-2.09%
1Y
17.31%
3Y*
18.13%
5Y*
11.57%
10Y*
13.50%

DNLAX

1D
1.61%
1M
-0.73%
YTD
24.60%
6M
33.31%
1Y
48.70%
3Y*
14.47%
5Y*
17.85%
10Y*
14.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DSPIX vs. DNLAX - Expense Ratio Comparison

DSPIX has a 0.20% expense ratio, which is lower than DNLAX's 1.14% expense ratio.


Return for Risk

DSPIX vs. DNLAX — Risk / Return Rank

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

DSPIX
DSPIX Risk / Return Rank: 5858
Overall Rank
DSPIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
DSPIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
DSPIX Omega Ratio Rank: 5555
Omega Ratio Rank
DSPIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
DSPIX Martin Ratio Rank: 7474
Martin Ratio Rank

DNLAX
DNLAX Risk / Return Rank: 8888
Overall Rank
DNLAX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DNLAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
DNLAX Omega Ratio Rank: 8686
Omega Ratio Rank
DNLAX Calmar Ratio Rank: 8787
Calmar Ratio Rank
DNLAX Martin Ratio Rank: 9191
Martin Ratio Rank
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.

DSPIX vs. DNLAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Institutional S&P 500 Stock Index Fund (DSPIX) and BNY Mellon Natural Resources Fund Class A (DNLAX). 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.


DSPIXDNLAXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.87

-0.90

Sortino ratio

Return per unit of downside risk

1.49

2.34

-0.85

Omega ratio

Gain probability vs. loss probability

1.23

1.37

-0.14

Calmar ratio

Return relative to maximum drawdown

1.52

2.36

-0.85

Martin ratio

Return relative to average drawdown

7.28

10.73

-3.46

DSPIX vs. DNLAX - Sharpe Ratio Comparison

The current DSPIX Sharpe Ratio is 0.97, which is lower than the DNLAX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of DSPIX and DNLAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DSPIXDNLAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.87

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.69

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.56

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.37

+0.18

Correlation

The correlation between DSPIX and DNLAX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DSPIX vs. DNLAX - Dividend Comparison

DSPIX's dividend yield for the trailing twelve months is around 35.41%, more than DNLAX's 1.76% yield.


TTM20252024202320222021202020192018201720162015
DSPIX
BNY Mellon Institutional S&P 500 Stock Index Fund
35.41%33.86%27.60%27.46%18.33%12.91%1.15%5.01%6.33%2.53%2.91%2.63%
DNLAX
BNY Mellon Natural Resources Fund Class A
1.76%2.19%7.75%12.54%9.80%5.04%0.91%1.95%1.53%0.40%1.26%0.98%

Drawdowns

DSPIX vs. DNLAX - Drawdown Comparison

The maximum DSPIX drawdown since its inception was -55.32%, smaller than the maximum DNLAX drawdown of -69.14%. Use the drawdown chart below to compare losses from any high point for DSPIX and DNLAX.


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Drawdown Indicators


DSPIXDNLAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.32%

-69.14%

+13.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-20.87%

+8.72%

Max Drawdown (5Y)

Largest decline over 5 years

-24.62%

-32.37%

+7.75%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

-54.45%

+20.66%

Current Drawdown

Current decline from peak

-6.25%

-0.73%

-5.52%

Average Drawdown

Average peak-to-trough decline

-9.32%

-21.71%

+12.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

4.60%

-2.07%

Volatility

DSPIX vs. DNLAX - Volatility Comparison

The current volatility for BNY Mellon Institutional S&P 500 Stock Index Fund (DSPIX) is 5.35%, while BNY Mellon Natural Resources Fund Class A (DNLAX) has a volatility of 6.24%. This indicates that DSPIX experiences smaller price fluctuations and is considered to be less risky than DNLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSPIXDNLAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

6.24%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

15.26%

-5.70%

Volatility (1Y)

Calculated over the trailing 1-year period

18.37%

26.60%

-8.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.94%

25.95%

-9.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

25.58%

-7.57%