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MPBFX vs. DRRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MPBFX vs. DRRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Bond Fund (MPBFX) and BNY Mellon Global Real Return Fund - Class I (DRRIX). The values are adjusted to include any dividend payments, if applicable.

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MPBFX vs. DRRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MPBFX
BNY Mellon Bond Fund
-0.45%7.20%1.08%5.48%-13.55%-1.50%7.87%8.82%-0.53%3.91%
DRRIX
BNY Mellon Global Real Return Fund - Class I
1.51%12.60%6.88%2.59%-8.47%6.98%9.75%12.29%1.12%4.29%

Returns By Period

In the year-to-date period, MPBFX achieves a -0.45% return, which is significantly lower than DRRIX's 1.51% return. Over the past 10 years, MPBFX has underperformed DRRIX with an annualized return of 1.59%, while DRRIX has yielded a comparatively higher 4.72% annualized return.


MPBFX

1D
0.46%
1M
-2.14%
YTD
-0.45%
6M
0.48%
1Y
3.85%
3Y*
3.30%
5Y*
-0.07%
10Y*
1.59%

DRRIX

1D
-0.12%
1M
-4.32%
YTD
1.51%
6M
4.97%
1Y
13.26%
3Y*
8.01%
5Y*
3.90%
10Y*
4.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MPBFX vs. DRRIX - Expense Ratio Comparison

MPBFX has a 0.55% expense ratio, which is lower than DRRIX's 0.95% expense ratio.


Return for Risk

MPBFX vs. DRRIX — Risk / Return Rank

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

MPBFX
MPBFX Risk / Return Rank: 5353
Overall Rank
MPBFX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
MPBFX Sortino Ratio Rank: 4747
Sortino Ratio Rank
MPBFX Omega Ratio Rank: 3535
Omega Ratio Rank
MPBFX Calmar Ratio Rank: 7777
Calmar Ratio Rank
MPBFX Martin Ratio Rank: 5353
Martin Ratio Rank

DRRIX
DRRIX Risk / Return Rank: 7474
Overall Rank
DRRIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DRRIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
DRRIX Omega Ratio Rank: 8080
Omega Ratio Rank
DRRIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
DRRIX Martin Ratio Rank: 6969
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.

MPBFX vs. DRRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Bond Fund (MPBFX) and BNY Mellon Global Real Return Fund - Class I (DRRIX). 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.


MPBFXDRRIXDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.49

-0.54

Sortino ratio

Return per unit of downside risk

1.37

1.81

-0.45

Omega ratio

Gain probability vs. loss probability

1.17

1.31

-0.14

Calmar ratio

Return relative to maximum drawdown

1.80

1.55

+0.26

Martin ratio

Return relative to average drawdown

5.19

6.53

-1.34

MPBFX vs. DRRIX - Sharpe Ratio Comparison

The current MPBFX Sharpe Ratio is 0.95, which is lower than the DRRIX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of MPBFX and DRRIX, 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


MPBFXDRRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.49

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.57

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.71

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.73

+0.11

Correlation

The correlation between MPBFX and DRRIX is 0.12, 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

MPBFX vs. DRRIX - Dividend Comparison

MPBFX's dividend yield for the trailing twelve months is around 3.53%, less than DRRIX's 3.86% yield.


TTM20252024202320222021202020192018201720162015
MPBFX
BNY Mellon Bond Fund
3.53%3.82%3.70%3.17%2.86%2.33%4.64%2.87%3.00%2.89%3.12%2.77%
DRRIX
BNY Mellon Global Real Return Fund - Class I
3.86%3.92%4.35%0.05%9.59%1.65%1.39%2.79%3.62%0.88%2.98%4.46%

Drawdowns

MPBFX vs. DRRIX - Drawdown Comparison

The maximum MPBFX drawdown since its inception was -18.40%, which is greater than DRRIX's maximum drawdown of -15.92%. Use the drawdown chart below to compare losses from any high point for MPBFX and DRRIX.


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Drawdown Indicators


MPBFXDRRIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.40%

-15.92%

-2.48%

Max Drawdown (1Y)

Largest decline over 1 year

-2.58%

-7.87%

+5.29%

Max Drawdown (5Y)

Largest decline over 5 years

-18.40%

-14.29%

-4.11%

Max Drawdown (10Y)

Largest decline over 10 years

-18.40%

-15.92%

-2.48%

Current Drawdown

Current decline from peak

-3.18%

-4.64%

+1.46%

Average Drawdown

Average peak-to-trough decline

-2.40%

-2.91%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

1.86%

-0.96%

Volatility

MPBFX vs. DRRIX - Volatility Comparison

The current volatility for BNY Mellon Bond Fund (MPBFX) is 1.60%, while BNY Mellon Global Real Return Fund - Class I (DRRIX) has a volatility of 3.03%. This indicates that MPBFX experiences smaller price fluctuations and is considered to be less risky than DRRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MPBFXDRRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

3.03%

-1.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.50%

6.03%

-3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

8.71%

-4.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.83%

6.87%

-1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.82%

6.67%

-1.85%