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DSTIX vs. DNLAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSTIX vs. DNLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Short Term Income Fund (DSTIX) and BNY Mellon Natural Resources Fund Class A (DNLAX). The values are adjusted to include any dividend payments, if applicable.

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DSTIX vs. DNLAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSTIX
BNY Mellon Short Term Income Fund
-0.59%6.03%4.93%6.08%-5.81%-0.73%4.93%4.63%-0.49%1.47%
DNLAX
BNY Mellon Natural Resources Fund Class A
22.63%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, DSTIX achieves a -0.59% return, which is significantly lower than DNLAX's 22.63% return. Over the past 10 years, DSTIX has underperformed DNLAX with an annualized return of 2.01%, while DNLAX has yielded a comparatively higher 14.07% annualized 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%

DNLAX

1D
-0.55%
1M
-1.40%
YTD
22.63%
6M
31.46%
1Y
47.26%
3Y*
13.86%
5Y*
18.10%
10Y*
14.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DSTIX vs. DNLAX - Expense Ratio Comparison

DSTIX has a 0.60% expense ratio, which is lower than DNLAX's 1.14% expense ratio.


Return for Risk

DSTIX vs. DNLAX — 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

DNLAX
DNLAX Risk / Return Rank: 8686
Overall Rank
DNLAX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DNLAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
DNLAX Omega Ratio Rank: 8686
Omega Ratio Rank
DNLAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
DNLAX Martin Ratio Rank: 8888
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. DNLAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Short Term Income Fund (DSTIX) 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.


DSTIXDNLAXDifference

Sharpe ratio

Return per unit of total volatility

1.69

1.78

-0.09

Sortino ratio

Return per unit of downside risk

2.79

2.24

+0.55

Omega ratio

Gain probability vs. loss probability

1.40

1.36

+0.04

Calmar ratio

Return relative to maximum drawdown

2.36

2.10

+0.26

Martin ratio

Return relative to average drawdown

9.74

9.54

+0.21

DSTIX vs. DNLAX - Sharpe Ratio Comparison

The current DSTIX Sharpe Ratio is 1.69, which is comparable to the DNLAX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of DSTIX 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


DSTIXDNLAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.78

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.70

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.55

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.38

0.36

+1.02

Correlation

The correlation between DSTIX and DNLAX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DSTIX vs. DNLAX - Dividend Comparison

DSTIX's dividend yield for the trailing twelve months is around 4.28%, more than DNLAX's 1.79% 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%
DNLAX
BNY Mellon Natural Resources Fund Class A
1.79%2.19%7.75%12.54%9.80%5.04%0.91%1.95%1.53%0.40%1.26%0.98%

Drawdowns

DSTIX vs. DNLAX - Drawdown Comparison

The maximum DSTIX drawdown since its inception was -8.77%, smaller than the maximum DNLAX drawdown of -69.14%. Use the drawdown chart below to compare losses from any high point for DSTIX and DNLAX.


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Drawdown Indicators


DSTIXDNLAXDifference

Max Drawdown

Largest peak-to-trough decline

-8.77%

-69.14%

+60.37%

Max Drawdown (1Y)

Largest decline over 1 year

-1.73%

-20.87%

+19.14%

Max Drawdown (5Y)

Largest decline over 5 years

-8.77%

-32.37%

+23.60%

Max Drawdown (10Y)

Largest decline over 10 years

-8.77%

-54.45%

+45.68%

Current Drawdown

Current decline from peak

-1.52%

-2.30%

+0.78%

Average Drawdown

Average peak-to-trough decline

-0.87%

-21.71%

+20.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

4.59%

-4.17%

Volatility

DSTIX vs. DNLAX - Volatility Comparison

The current volatility for BNY Mellon Short Term Income Fund (DSTIX) is 0.68%, while BNY Mellon Natural Resources Fund Class A (DNLAX) has a volatility of 6.09%. This indicates that DSTIX 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


DSTIXDNLAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

6.09%

-5.41%

Volatility (6M)

Calculated over the trailing 6-month period

1.42%

15.21%

-13.79%

Volatility (1Y)

Calculated over the trailing 1-year period

2.36%

26.61%

-24.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.55%

25.94%

-23.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.31%

25.58%

-23.27%