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DSPIX vs. VSTSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSPIX vs. VSTSX - 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 Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). The values are adjusted to include any dividend payments, if applicable.

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DSPIX vs. VSTSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSPIX
BNY Mellon Institutional S&P 500 Stock Index Fund
-7.09%17.81%24.40%26.36%-18.51%28.64%14.18%31.31%-4.36%20.57%
VSTSX
Vanguard Total Stock Market Index Fund Institutional Select Shares
-6.74%17.16%23.27%26.54%-19.49%25.75%21.02%30.81%-5.15%20.21%

Returns By Period

The year-to-date returns for both investments are quite close, with DSPIX having a -7.09% return and VSTSX slightly higher at -6.74%.


DSPIX

1D
-0.38%
1M
-7.69%
YTD
-7.09%
6M
-4.53%
1Y
14.39%
3Y*
17.00%
5Y*
11.19%
10Y*
13.17%

VSTSX

1D
-0.46%
1M
-7.71%
YTD
-6.74%
6M
-4.45%
1Y
14.80%
3Y*
16.73%
5Y*
10.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DSPIX vs. VSTSX - Expense Ratio Comparison

DSPIX has a 0.20% expense ratio, which is higher than VSTSX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

DSPIX vs. VSTSX — Risk / Return Rank

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

DSPIX
DSPIX Risk / Return Rank: 4545
Overall Rank
DSPIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DSPIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
DSPIX Omega Ratio Rank: 4848
Omega Ratio Rank
DSPIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
DSPIX Martin Ratio Rank: 5252
Martin Ratio Rank

VSTSX
VSTSX Risk / Return Rank: 4646
Overall Rank
VSTSX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VSTSX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VSTSX Omega Ratio Rank: 4949
Omega Ratio Rank
VSTSX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VSTSX Martin Ratio Rank: 5353
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. VSTSX - 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 Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). 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.


DSPIXVSTSXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.84

0.00

Sortino ratio

Return per unit of downside risk

1.29

1.30

0.00

Omega ratio

Gain probability vs. loss probability

1.20

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

1.05

1.05

0.00

Martin ratio

Return relative to average drawdown

5.11

5.10

+0.01

DSPIX vs. VSTSX - Sharpe Ratio Comparison

The current DSPIX Sharpe Ratio is 0.83, which is comparable to the VSTSX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of DSPIX and VSTSX, 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


DSPIXVSTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.84

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.59

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.70

-0.15

Correlation

The correlation between DSPIX and VSTSX is 0.99, 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. VSTSX - Dividend Comparison

DSPIX's dividend yield for the trailing twelve months is around 36.45%, more than VSTSX's 1.23% yield.


TTM20252024202320222021202020192018201720162015
DSPIX
BNY Mellon Institutional S&P 500 Stock Index Fund
36.45%33.86%27.60%27.46%18.33%12.91%1.15%5.01%6.33%2.53%2.91%2.63%
VSTSX
Vanguard Total Stock Market Index Fund Institutional Select Shares
1.23%1.13%1.27%1.43%1.67%1.23%1.44%1.79%2.07%1.74%0.00%0.00%

Drawdowns

DSPIX vs. VSTSX - Drawdown Comparison

The maximum DSPIX drawdown since its inception was -55.32%, which is greater than VSTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for DSPIX and VSTSX.


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Drawdown Indicators


DSPIXVSTSXDifference

Max Drawdown

Largest peak-to-trough decline

-55.32%

-34.97%

-20.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-12.41%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-24.62%

-25.35%

+0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

Current Drawdown

Current decline from peak

-8.92%

-8.92%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.32%

-4.97%

-4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.56%

-0.06%

Volatility

DSPIX vs. VSTSX - Volatility Comparison

BNY Mellon Institutional S&P 500 Stock Index Fund (DSPIX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) have volatilities of 4.24% and 4.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSPIXVSTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.40%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

9.33%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

18.18%

18.42%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.89%

17.33%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

18.84%

-0.85%