DSTIX vs. IMOM
Compare and contrast key facts about BNY Mellon Short Term Income Fund (DSTIX) and Alpha Architect International Quantitative Momentum ETF (IMOM).
DSTIX is managed by BNY Mellon. It was launched on Aug 18, 1992. IMOM is a passively managed fund by EMPIRICAL FINANCE LLC that tracks the performance of the Alpha Architect Intern.Quan. Mome. (USD)(TR). It was launched on Dec 23, 2015.
Performance
DSTIX vs. IMOM - Performance Comparison
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DSTIX vs. IMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IMOM Alpha Architect International Quantitative Momentum ETF | 4.48% | 47.20% | 5.22% | 9.15% | -21.92% | -0.75% | 28.39% | 18.26% | -23.07% | 34.83% |
Returns By Period
In the year-to-date period, DSTIX achieves a -0.59% return, which is significantly lower than IMOM's 4.48% return. Over the past 10 years, DSTIX has underperformed IMOM with an annualized return of 2.01%, while IMOM has yielded a comparatively higher 7.19% 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%
IMOM
- 1D
- 4.18%
- 1M
- -11.99%
- YTD
- 4.48%
- 6M
- 11.43%
- 1Y
- 44.75%
- 3Y*
- 18.46%
- 5Y*
- 6.53%
- 10Y*
- 7.19%
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DSTIX vs. IMOM - Expense Ratio Comparison
DSTIX has a 0.60% expense ratio, which is higher than IMOM's 0.59% expense ratio.
Return for Risk
DSTIX vs. IMOM — Risk / Return Rank
DSTIX
IMOM
DSTIX vs. IMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Short Term Income Fund (DSTIX) and Alpha Architect International Quantitative Momentum ETF (IMOM). 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.
| DSTIX | IMOM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 2.01 | -0.32 |
Sortino ratioReturn per unit of downside risk | 2.79 | 2.57 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.39 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 2.72 | -0.36 |
Martin ratioReturn relative to average drawdown | 9.74 | 11.73 | -1.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DSTIX | IMOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 2.01 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.33 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.36 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.38 | 0.34 | +1.04 |
Correlation
The correlation between DSTIX and IMOM is 0.14, 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. IMOM - Dividend Comparison
DSTIX's dividend yield for the trailing twelve months is around 4.28%, more than IMOM's 2.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IMOM Alpha Architect International Quantitative Momentum ETF | 2.42% | 2.53% | 4.52% | 2.95% | 6.06% | 1.27% | 0.59% | 1.17% | 0.78% | 1.11% | 0.54% | 0.00% |
Drawdowns
DSTIX vs. IMOM - Drawdown Comparison
The maximum DSTIX drawdown since its inception was -8.77%, smaller than the maximum IMOM drawdown of -45.74%. Use the drawdown chart below to compare losses from any high point for DSTIX and IMOM.
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Drawdown Indicators
| DSTIX | IMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.77% | -45.74% | +36.97% |
Max Drawdown (1Y)Largest decline over 1 year | -1.73% | -15.61% | +13.88% |
Max Drawdown (5Y)Largest decline over 5 years | -8.77% | -39.27% | +30.50% |
Max Drawdown (10Y)Largest decline over 10 years | -8.77% | -45.74% | +36.97% |
Current DrawdownCurrent decline from peak | -1.52% | -12.08% | +10.56% |
Average DrawdownAverage peak-to-trough decline | -0.87% | -14.37% | +13.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | 3.61% | -3.19% |
Volatility
DSTIX vs. IMOM - Volatility Comparison
The current volatility for BNY Mellon Short Term Income Fund (DSTIX) is 0.68%, while Alpha Architect International Quantitative Momentum ETF (IMOM) has a volatility of 10.61%. This indicates that DSTIX experiences smaller price fluctuations and is considered to be less risky than IMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSTIX | IMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.68% | 10.61% | -9.93% |
Volatility (6M)Calculated over the trailing 6-month period | 1.42% | 15.14% | -13.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.36% | 22.43% | -20.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.55% | 19.93% | -17.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.31% | 20.09% | -17.78% |