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DSTIX vs. GPICX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSTIX vs. GPICX - Performance Comparison

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

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DSTIX vs. GPICX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DSTIX
BNY Mellon Short Term Income Fund
-0.59%6.03%4.93%6.08%-5.81%-0.73%4.93%4.63%0.73%
GPICX
GuidepathConservative Income Fund
0.20%3.49%4.73%4.87%-1.67%0.08%-0.23%2.30%0.80%

Returns By Period

In the year-to-date period, DSTIX achieves a -0.59% return, which is significantly lower than GPICX's 0.20% 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%

GPICX

1D
0.00%
1M
-0.14%
YTD
0.20%
6M
1.09%
1Y
2.76%
3Y*
4.02%
5Y*
2.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DSTIX vs. GPICX - Expense Ratio Comparison

DSTIX has a 0.60% expense ratio, which is lower than GPICX's 0.75% expense ratio.


Return for Risk

DSTIX vs. GPICX — 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

GPICX
GPICX Risk / Return Rank: 9898
Overall Rank
GPICX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GPICX Sortino Ratio Rank: 9696
Sortino Ratio Rank
GPICX Omega Ratio Rank: 9898
Omega Ratio Rank
GPICX Calmar Ratio Rank: 9898
Calmar Ratio Rank
GPICX Martin Ratio Rank: 9999
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. GPICX - Risk-Adjusted Trends Comparison

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


DSTIXGPICXDifference

Sharpe ratio

Return per unit of total volatility

1.69

2.43

-0.74

Sortino ratio

Return per unit of downside risk

2.79

3.57

-0.78

Omega ratio

Gain probability vs. loss probability

1.40

1.91

-0.51

Calmar ratio

Return relative to maximum drawdown

2.36

5.32

-2.97

Martin ratio

Return relative to average drawdown

9.74

31.04

-21.29

DSTIX vs. GPICX - Sharpe Ratio Comparison

The current DSTIX Sharpe Ratio is 1.69, which is lower than the GPICX Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of DSTIX and GPICX, 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


DSTIXGPICXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

2.43

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

2.10

-1.32

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

1.74

-0.35

Correlation

The correlation between DSTIX and GPICX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DSTIX vs. GPICX - Dividend Comparison

DSTIX's dividend yield for the trailing twelve months is around 4.28%, more than GPICX's 3.68% 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%
GPICX
GuidepathConservative Income Fund
3.68%3.86%4.53%4.23%1.51%0.48%0.57%1.67%1.30%0.00%0.00%0.00%

Drawdowns

DSTIX vs. GPICX - Drawdown Comparison

The maximum DSTIX drawdown since its inception was -8.77%, which is greater than GPICX's maximum drawdown of -3.10%. Use the drawdown chart below to compare losses from any high point for DSTIX and GPICX.


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Drawdown Indicators


DSTIXGPICXDifference

Max Drawdown

Largest peak-to-trough decline

-8.77%

-3.10%

-5.67%

Max Drawdown (1Y)

Largest decline over 1 year

-1.73%

-0.52%

-1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-8.77%

-2.79%

-5.98%

Max Drawdown (10Y)

Largest decline over 10 years

-8.77%

Current Drawdown

Current decline from peak

-1.52%

-0.14%

-1.38%

Average Drawdown

Average peak-to-trough decline

-0.87%

-0.57%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

0.09%

+0.33%

Volatility

DSTIX vs. GPICX - Volatility Comparison

BNY Mellon Short Term Income Fund (DSTIX) has a higher volatility of 0.68% compared to GuidepathConservative Income Fund (GPICX) at 0.36%. This indicates that DSTIX's price experiences larger fluctuations and is considered to be riskier than GPICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSTIXGPICXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

0.36%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

1.42%

0.55%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

2.36%

1.14%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.55%

1.10%

+1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.31%

1.07%

+1.24%