MPBFX vs. DRRIX
Compare and contrast key facts about BNY Mellon Bond Fund (MPBFX) and BNY Mellon Global Real Return Fund - Class I (DRRIX).
MPBFX is managed by BNY Mellon. It was launched on Oct 2, 2000. DRRIX is managed by BNY Mellon. It was launched on May 12, 2010.
Performance
MPBFX vs. DRRIX - Performance Comparison
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MPBFX vs. DRRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
MPBFX
DRRIX
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.
| MPBFX | DRRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.49 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.81 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.31 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 1.55 | +0.26 |
Martin ratioReturn relative to average drawdown | 5.19 | 6.53 | -1.34 |
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
| MPBFX | DRRIX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| MPBFX | DRRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.18% | -4.64% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -2.40% | -2.91% | +0.51% |
Ulcer IndexDepth 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
| MPBFX | DRRIX | Difference | |
|---|---|---|---|
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% |