DSPIX vs. PRGFX

In the year-to-date period, DSPIX achieves a 1.02% return, which is significantly higher than PRGFX's -1.10% return. Over the past 10 years, DSPIX has outperformed PRGFX with an annualized return of 12.64%, while PRGFX has yielded a comparatively lower 6.37% annualized return.

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DSPIX has a 0.20% expense ratio, which is lower than PRGFX's 0.63% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Institutional S&P 500 Stock Index Fund (DSPIX) and T. Rowe Price Growth Stock Fund (PRGFX). 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.

The current DSPIX Sharpe Ratio is 0.67, which is higher than the PRGFX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of DSPIX and PRGFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DSPIX's dividend yield for the trailing twelve months is around 27.89%, while PRGFX has not paid dividends to shareholders.

The maximum DSPIX drawdown since its inception was -55.32%, roughly equal to the maximum PRGFX drawdown of -57.19%. Use the drawdown chart below to compare losses from any high point for DSPIX and PRGFX. For additional features, visit the drawdowns tool.

The current volatility for BNY Mellon Institutional S&P 500 Stock Index Fund (DSPIX) is 6.13%, while T. Rowe Price Growth Stock Fund (PRGFX) has a volatility of 7.40%. This indicates that DSPIX experiences smaller price fluctuations and is considered to be less risky than PRGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.