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PESPX vs. LLSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PESPX vs. LLSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon MidCap Index Fund (PESPX) and Longleaf Partners Small-Cap Fund (LLSCX). The values are adjusted to include any dividend payments, if applicable.

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PESPX vs. LLSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PESPX
BNY Mellon MidCap Index Fund
-0.48%6.90%11.88%14.75%-13.67%24.34%13.30%40.74%-10.55%15.99%
LLSCX
Longleaf Partners Small-Cap Fund
-3.68%7.56%9.69%20.17%-19.25%11.18%4.17%27.74%-6.52%9.07%

Returns By Period

In the year-to-date period, PESPX achieves a -0.48% return, which is significantly higher than LLSCX's -3.68% return. Over the past 10 years, PESPX has outperformed LLSCX with an annualized return of 9.84%, while LLSCX has yielded a comparatively lower 6.69% annualized return.


PESPX

1D
-0.81%
1M
-8.05%
YTD
-0.48%
6M
0.99%
1Y
13.46%
3Y*
9.62%
5Y*
5.28%
10Y*
9.84%

LLSCX

1D
0.61%
1M
-3.81%
YTD
-3.68%
6M
-2.59%
1Y
2.07%
3Y*
9.42%
5Y*
1.87%
10Y*
6.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PESPX vs. LLSCX - Expense Ratio Comparison

PESPX has a 0.50% expense ratio, which is lower than LLSCX's 0.95% expense ratio.


Return for Risk

PESPX vs. LLSCX — Risk / Return Rank

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

PESPX
PESPX Risk / Return Rank: 2929
Overall Rank
PESPX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PESPX Sortino Ratio Rank: 2929
Sortino Ratio Rank
PESPX Omega Ratio Rank: 2727
Omega Ratio Rank
PESPX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PESPX Martin Ratio Rank: 3333
Martin Ratio Rank

LLSCX
LLSCX Risk / Return Rank: 88
Overall Rank
LLSCX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
LLSCX Sortino Ratio Rank: 77
Sortino Ratio Rank
LLSCX Omega Ratio Rank: 77
Omega Ratio Rank
LLSCX Calmar Ratio Rank: 88
Calmar Ratio Rank
LLSCX Martin Ratio Rank: 88
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.

PESPX vs. LLSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon MidCap Index Fund (PESPX) and Longleaf Partners Small-Cap Fund (LLSCX). 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.


PESPXLLSCXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.15

+0.51

Sortino ratio

Return per unit of downside risk

1.07

0.32

+0.75

Omega ratio

Gain probability vs. loss probability

1.15

1.04

+0.11

Calmar ratio

Return relative to maximum drawdown

0.82

0.10

+0.72

Martin ratio

Return relative to average drawdown

3.56

0.30

+3.26

PESPX vs. LLSCX - Sharpe Ratio Comparison

The current PESPX Sharpe Ratio is 0.66, which is higher than the LLSCX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of PESPX and LLSCX, 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


PESPXLLSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.15

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.11

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.27

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.51

-0.24

Correlation

The correlation between PESPX and LLSCX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PESPX vs. LLSCX - Dividend Comparison

PESPX's dividend yield for the trailing twelve months is around 12.30%, more than LLSCX's 1.22% yield.


TTM20252024202320222021202020192018201720162015
PESPX
BNY Mellon MidCap Index Fund
12.30%12.24%11.73%8.19%16.04%15.10%11.21%21.60%14.61%9.22%1.09%1.34%
LLSCX
Longleaf Partners Small-Cap Fund
1.22%1.17%0.11%0.94%1.20%0.82%5.85%14.89%18.13%8.43%18.01%5.91%

Drawdowns

PESPX vs. LLSCX - Drawdown Comparison

The maximum PESPX drawdown since its inception was -61.56%, roughly equal to the maximum LLSCX drawdown of -63.97%. Use the drawdown chart below to compare losses from any high point for PESPX and LLSCX.


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Drawdown Indicators


PESPXLLSCXDifference

Max Drawdown

Largest peak-to-trough decline

-61.56%

-63.97%

+2.41%

Max Drawdown (1Y)

Largest decline over 1 year

-14.12%

-10.47%

-3.65%

Max Drawdown (5Y)

Largest decline over 5 years

-25.18%

-28.37%

+3.19%

Max Drawdown (10Y)

Largest decline over 10 years

-42.09%

-42.23%

+0.14%

Current Drawdown

Current decline from peak

-8.86%

-7.92%

-0.94%

Average Drawdown

Average peak-to-trough decline

-10.45%

-8.90%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

3.68%

-0.42%

Volatility

PESPX vs. LLSCX - Volatility Comparison

BNY Mellon MidCap Index Fund (PESPX) has a higher volatility of 5.76% compared to Longleaf Partners Small-Cap Fund (LLSCX) at 3.90%. This indicates that PESPX's price experiences larger fluctuations and is considered to be riskier than LLSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PESPXLLSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

3.90%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

11.49%

9.23%

+2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

20.84%

15.42%

+5.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.63%

17.00%

+2.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.54%

24.58%

-3.04%