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DSPIX vs. SPXX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSPIX vs. SPXX - 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 Nuveen S&P 500 Dynamic Overwrite Fund (SPXX). The values are adjusted to include any dividend payments, if applicable.

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DSPIX vs. SPXX - 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%
SPXX
Nuveen S&P 500 Dynamic Overwrite Fund
-7.83%9.78%27.10%0.85%-6.92%29.03%-0.37%25.36%-13.42%27.92%

Returns By Period

In the year-to-date period, DSPIX achieves a -4.37% return, which is significantly higher than SPXX's -7.83% return. Over the past 10 years, DSPIX has outperformed SPXX with an annualized return of 13.50%, while SPXX has yielded a comparatively lower 9.25% 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%

SPXX

1D
1.43%
1M
-6.59%
YTD
-7.83%
6M
-3.93%
1Y
3.85%
3Y*
9.58%
5Y*
7.13%
10Y*
9.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DSPIX vs. SPXX - Expense Ratio Comparison

DSPIX has a 0.20% expense ratio, which is lower than SPXX's 0.89% expense ratio.


Return for Risk

DSPIX vs. SPXX — 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

SPXX
SPXX Risk / Return Rank: 1010
Overall Rank
SPXX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SPXX Sortino Ratio Rank: 99
Sortino Ratio Rank
SPXX Omega Ratio Rank: 99
Omega Ratio Rank
SPXX Calmar Ratio Rank: 1111
Calmar Ratio Rank
SPXX Martin Ratio Rank: 1212
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. SPXX - 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 Nuveen S&P 500 Dynamic Overwrite Fund (SPXX). 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.


DSPIXSPXXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.22

+0.76

Sortino ratio

Return per unit of downside risk

1.49

0.44

+1.05

Omega ratio

Gain probability vs. loss probability

1.23

1.06

+0.17

Calmar ratio

Return relative to maximum drawdown

1.52

0.32

+1.20

Martin ratio

Return relative to average drawdown

7.28

1.11

+6.17

DSPIX vs. SPXX - Sharpe Ratio Comparison

The current DSPIX Sharpe Ratio is 0.97, which is higher than the SPXX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of DSPIX and SPXX, 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


DSPIXSPXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.22

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.45

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.50

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.36

+0.19

Correlation

The correlation between DSPIX and SPXX is 0.71, 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

DSPIX vs. SPXX - Dividend Comparison

DSPIX's dividend yield for the trailing twelve months is around 35.41%, more than SPXX's 8.28% 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%
SPXX
Nuveen S&P 500 Dynamic Overwrite Fund
8.28%7.48%6.87%7.82%7.30%5.27%6.56%6.44%7.98%5.69%5.14%7.75%

Drawdowns

DSPIX vs. SPXX - Drawdown Comparison

The maximum DSPIX drawdown since its inception was -55.32%, which is greater than SPXX's maximum drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for DSPIX and SPXX.


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Drawdown Indicators


DSPIXSPXXDifference

Max Drawdown

Largest peak-to-trough decline

-55.32%

-52.39%

-2.93%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-13.00%

+0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-24.62%

-18.09%

-6.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

-43.99%

+10.20%

Current Drawdown

Current decline from peak

-6.25%

-9.24%

+2.99%

Average Drawdown

Average peak-to-trough decline

-9.32%

-7.51%

-1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

3.75%

-1.22%

Volatility

DSPIX vs. SPXX - Volatility Comparison

BNY Mellon Institutional S&P 500 Stock Index Fund (DSPIX) has a higher volatility of 5.35% compared to Nuveen S&P 500 Dynamic Overwrite Fund (SPXX) at 4.96%. This indicates that DSPIX's price experiences larger fluctuations and is considered to be riskier than SPXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSPIXSPXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

4.96%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

9.29%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

18.37%

17.96%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.94%

15.80%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

18.39%

-0.38%