PortfoliosLab logoPortfoliosLab logo
PGROX vs. DBMYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGROX vs. DBMYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Worldwide Growth Fund (PGROX) and BNY Mellon Small/Mid Cap Growth Fund Class Y (DBMYX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PGROX vs. DBMYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGROX
BNY Mellon Worldwide Growth Fund
-6.54%13.46%7.88%22.40%-17.75%23.85%24.43%34.92%-8.66%27.05%
DBMYX
BNY Mellon Small/Mid Cap Growth Fund Class Y
-4.63%11.94%10.09%15.63%-33.11%-4.44%68.62%39.27%-1.35%26.80%

Returns By Period

In the year-to-date period, PGROX achieves a -6.54% return, which is significantly lower than DBMYX's -4.63% return. Both investments have delivered pretty close results over the past 10 years, with PGROX having a 11.17% annualized return and DBMYX not far behind at 10.93%.


PGROX

1D
3.08%
1M
-5.66%
YTD
-6.54%
6M
-5.12%
1Y
9.20%
3Y*
8.88%
5Y*
6.33%
10Y*
11.17%

DBMYX

1D
4.00%
1M
-10.19%
YTD
-4.63%
6M
-4.41%
1Y
16.53%
3Y*
8.68%
5Y*
-2.45%
10Y*
10.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PGROX vs. DBMYX - Expense Ratio Comparison

PGROX has a 1.13% expense ratio, which is higher than DBMYX's 0.63% expense ratio.


Return for Risk

PGROX vs. DBMYX — Risk / Return Rank

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

PGROX
PGROX Risk / Return Rank: 2222
Overall Rank
PGROX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
PGROX Sortino Ratio Rank: 2020
Sortino Ratio Rank
PGROX Omega Ratio Rank: 1919
Omega Ratio Rank
PGROX Calmar Ratio Rank: 2525
Calmar Ratio Rank
PGROX Martin Ratio Rank: 2626
Martin Ratio Rank

DBMYX
DBMYX Risk / Return Rank: 2727
Overall Rank
DBMYX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DBMYX Sortino Ratio Rank: 3131
Sortino Ratio Rank
DBMYX Omega Ratio Rank: 2424
Omega Ratio Rank
DBMYX Calmar Ratio Rank: 2626
Calmar Ratio Rank
DBMYX Martin Ratio Rank: 2828
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.

PGROX vs. DBMYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Worldwide Growth Fund (PGROX) and BNY Mellon Small/Mid Cap Growth Fund Class Y (DBMYX). 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.


PGROXDBMYXDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.71

-0.15

Sortino ratio

Return per unit of downside risk

0.94

1.18

-0.24

Omega ratio

Gain probability vs. loss probability

1.13

1.15

-0.02

Calmar ratio

Return relative to maximum drawdown

0.85

0.85

0.00

Martin ratio

Return relative to average drawdown

3.20

3.29

-0.09

PGROX vs. DBMYX - Sharpe Ratio Comparison

The current PGROX Sharpe Ratio is 0.56, which is comparable to the DBMYX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of PGROX and DBMYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PGROXDBMYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.71

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

-0.10

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.45

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.40

+0.14

Correlation

The correlation between PGROX and DBMYX is 0.73, 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

PGROX vs. DBMYX - Dividend Comparison

PGROX's dividend yield for the trailing twelve months is around 18.96%, less than DBMYX's 53.67% yield.


TTM20252024202320222021202020192018201720162015
PGROX
BNY Mellon Worldwide Growth Fund
18.96%17.72%11.89%1.88%7.61%8.12%4.05%7.44%13.96%13.45%8.19%8.46%
DBMYX
BNY Mellon Small/Mid Cap Growth Fund Class Y
53.67%51.19%0.43%0.00%0.00%8.97%7.86%0.00%8.66%9.12%2.20%6.55%

Drawdowns

PGROX vs. DBMYX - Drawdown Comparison

The maximum PGROX drawdown since its inception was -47.75%, roughly equal to the maximum DBMYX drawdown of -48.24%. Use the drawdown chart below to compare losses from any high point for PGROX and DBMYX.


Loading graphics...

Drawdown Indicators


PGROXDBMYXDifference

Max Drawdown

Largest peak-to-trough decline

-47.75%

-48.24%

+0.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-19.58%

+7.88%

Max Drawdown (5Y)

Largest decline over 5 years

-26.99%

-45.79%

+18.80%

Max Drawdown (10Y)

Largest decline over 10 years

-30.17%

-48.24%

+18.07%

Current Drawdown

Current decline from peak

-8.79%

-23.16%

+14.37%

Average Drawdown

Average peak-to-trough decline

-8.50%

-15.18%

+6.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

5.07%

-1.95%

Volatility

PGROX vs. DBMYX - Volatility Comparison

The current volatility for BNY Mellon Worldwide Growth Fund (PGROX) is 5.73%, while BNY Mellon Small/Mid Cap Growth Fund Class Y (DBMYX) has a volatility of 9.05%. This indicates that PGROX experiences smaller price fluctuations and is considered to be less risky than DBMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PGROXDBMYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

9.05%

-3.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.69%

16.13%

-6.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.58%

24.69%

-7.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.72%

24.54%

-6.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

24.16%

-6.24%