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DSTIX vs. DLDFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSTIX vs. DLDFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Short Term Income Fund (DSTIX) and Destinations Low Duration Fixed Income Fund (DLDFX). The values are adjusted to include any dividend payments, if applicable.

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DSTIX vs. DLDFX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DSTIX
BNY Mellon Short Term Income Fund
-0.59%6.03%4.93%6.08%-5.81%-0.73%4.93%1.76%
DLDFX
Destinations Low Duration Fixed Income Fund
1.24%4.91%6.09%7.11%-2.59%5.41%1.52%1.16%

Returns By Period

In the year-to-date period, DSTIX achieves a -0.59% return, which is significantly lower than DLDFX's 1.24% return.


DSTIX

1D
0.21%
1M
-1.52%
YTD
-0.59%
6M
0.57%
1Y
3.58%
3Y*
4.78%
5Y*
1.99%
10Y*
2.01%

DLDFX

1D
0.04%
1M
-0.28%
YTD
1.24%
6M
2.37%
1Y
5.86%
3Y*
5.82%
5Y*
3.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DSTIX vs. DLDFX - Expense Ratio Comparison

DSTIX has a 0.60% expense ratio, which is lower than DLDFX's 0.93% expense ratio.


Return for Risk

DSTIX vs. DLDFX — Risk / Return Rank

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

DSTIX
DSTIX Risk / Return Rank: 8989
Overall Rank
DSTIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DSTIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
DSTIX Omega Ratio Rank: 8989
Omega Ratio Rank
DSTIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
DSTIX Martin Ratio Rank: 8989
Martin Ratio Rank

DLDFX
DLDFX Risk / Return Rank: 9898
Overall Rank
DLDFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DLDFX Sortino Ratio Rank: 9898
Sortino Ratio Rank
DLDFX Omega Ratio Rank: 9898
Omega Ratio Rank
DLDFX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DLDFX Martin Ratio Rank: 9898
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.

DSTIX vs. DLDFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Short Term Income Fund (DSTIX) and Destinations Low Duration Fixed Income Fund (DLDFX). 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.


DSTIXDLDFXDifference

Sharpe ratio

Return per unit of total volatility

1.69

3.11

-1.42

Sortino ratio

Return per unit of downside risk

2.79

5.29

-2.50

Omega ratio

Gain probability vs. loss probability

1.40

1.99

-0.59

Calmar ratio

Return relative to maximum drawdown

2.36

4.37

-2.02

Martin ratio

Return relative to average drawdown

9.74

22.98

-13.23

DSTIX vs. DLDFX - Sharpe Ratio Comparison

The current DSTIX Sharpe Ratio is 1.69, which is lower than the DLDFX Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of DSTIX and DLDFX, 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


DSTIXDLDFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

3.11

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

2.20

-1.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.38

1.73

-0.35

Correlation

The correlation between DSTIX and DLDFX is 0.43, 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

DSTIX vs. DLDFX - Dividend Comparison

DSTIX's dividend yield for the trailing twelve months is around 4.28%, less than DLDFX's 5.50% yield.


TTM20252024202320222021202020192018201720162015
DSTIX
BNY Mellon Short Term Income Fund
4.28%4.60%4.28%3.42%1.90%1.52%2.34%2.13%3.10%1.76%1.12%1.82%
DLDFX
Destinations Low Duration Fixed Income Fund
5.50%5.29%5.64%4.77%4.54%3.74%3.86%2.18%0.00%0.00%0.00%0.00%

Drawdowns

DSTIX vs. DLDFX - Drawdown Comparison

The maximum DSTIX drawdown since its inception was -8.77%, roughly equal to the maximum DLDFX drawdown of -8.64%. Use the drawdown chart below to compare losses from any high point for DSTIX and DLDFX.


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Drawdown Indicators


DSTIXDLDFXDifference

Max Drawdown

Largest peak-to-trough decline

-8.77%

-8.64%

-0.13%

Max Drawdown (1Y)

Largest decline over 1 year

-1.73%

-1.08%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-8.77%

-3.88%

-4.89%

Max Drawdown (10Y)

Largest decline over 10 years

-8.77%

Current Drawdown

Current decline from peak

-1.52%

-0.49%

-1.03%

Average Drawdown

Average peak-to-trough decline

-0.87%

-0.72%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

0.25%

+0.17%

Volatility

DSTIX vs. DLDFX - Volatility Comparison

BNY Mellon Short Term Income Fund (DSTIX) has a higher volatility of 0.68% compared to Destinations Low Duration Fixed Income Fund (DLDFX) at 0.47%. This indicates that DSTIX's price experiences larger fluctuations and is considered to be riskier than DLDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSTIXDLDFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

0.47%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

1.42%

1.28%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

2.36%

1.91%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.55%

1.79%

+0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.31%

2.09%

+0.22%