PGROX vs. DRRIX
PGROX (BNY Mellon Worldwide Growth Fund) and DRRIX (BNY Mellon Global Real Return Fund - Class I) are both mutual funds - PGROX is a Global Equities fund managed by BNY Mellon, while DRRIX is a Tactical Allocation fund managed by BNY Mellon. Over the past 10 years, PGROX returned 11.85%/yr vs 4.63%/yr for DRRIX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. PGROX charges 1.13%/yr vs 0.95%/yr for DRRIX.
Performance
PGROX vs. DRRIX - Performance Comparison
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Returns By Period
In the year-to-date period, PGROX achieves a 3.41% return, which is significantly lower than DRRIX's 6.81% return. Over the past 10 years, PGROX has outperformed DRRIX with an annualized return of 11.85%, while DRRIX has yielded a comparatively lower 4.63% annualized return.
PGROX
- 1D
- 2.22%
- 1M
- 0.69%
- 6M
- 3.07%
- YTD
- 3.41%
- 1Y
- 11.84%
- 3Y*
- 9.27%
- 5Y*
- 6.03%
- 10Y*
- 11.85%
- ALL TIME*
- 9.23%
DRRIX
- 1D
- 1.20%
- 1M
- 1.14%
- 6M
- 2.07%
- YTD
- 6.81%
- 1Y
- 15.73%
- 3Y*
- 9.99%
- 5Y*
- 4.31%
- 10Y*
- 4.63%
- ALL TIME*
- 4.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PGROX vs. DRRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGROX BNY Mellon Worldwide Growth Fund | 3.41% | 13.46% | 7.88% | 22.40% | -17.75% | 23.85% | 24.43% | 34.92% | -8.66% | 27.05% |
DRRIX BNY Mellon Global Real Return Fund - Class I | 6.81% | 12.60% | 6.88% | 2.59% | -8.47% | 6.98% | 9.75% | 12.29% | 1.12% | 4.29% |
Correlation
The correlation between PGROX and DRRIX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since May 12, 2010 | 0.67 |
The correlation between PGROX and DRRIX has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.
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Return for Risk
PGROX vs. DRRIX — Risk / Return Rank
PGROX
DRRIX
PGROX vs. DRRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Worldwide Growth Fund (PGROX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PGROX | DRRIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.35 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 3.14 | -2.33 |
| Martin ratioReturn relative to average drawdown | 3.04 | 10.61 | -7.58 |
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Drawdowns
PGROX vs. DRRIX - Drawdown Comparison
The maximum PGROX drawdown since its inception was -47.75%, which is greater than DRRIX's maximum drawdown of -15.92%. Use the drawdown chart below to compare losses from any high point for PGROX and DRRIX.
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Drawdown Indicators
| PGROX | DRRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.75% | -15.92% | -31.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -4.64% | -7.06% |
Max Drawdown (3Y)Largest decline over 3 years | -23.81% | -10.55% | -13.26% |
Max Drawdown (5Y)Largest decline over 5 years | -26.99% | -14.29% | -12.70% |
Max Drawdown (10Y)Largest decline over 10 years | -30.17% | -15.92% | -14.25% |
Current DrawdownCurrent decline from peak | -0.91% | -0.51% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -8.43% | -2.87% | -5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 1.37% | +1.74% |
Volatility
PGROX vs. DRRIX - Volatility Comparison
BNY Mellon Worldwide Growth Fund (PGROX) has a higher volatility of 4.13% compared to BNY Mellon Global Real Return Fund - Class I (DRRIX) at 2.10%. This indicates that PGROX's price experiences larger fluctuations and is considered to be riskier 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
| PGROX | DRRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 2.10% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 6.07% | +4.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 7.68% | +5.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.85% | 6.93% | +10.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 6.75% | +11.20% |
PGROX vs. DRRIX - Expense Ratio Comparison
PGROX has a 1.13% expense ratio, which is higher than DRRIX's 0.95% expense ratio.
Dividends
PGROX vs. DRRIX - Dividend Comparison
PGROX's dividend yield for the trailing twelve months is around 17.16%, more than DRRIX's 3.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRRIX BNY Mellon Global Real Return Fund - Class I | 3.67% | 3.92% | 4.35% | 0.05% | 9.59% | 1.65% | 1.39% | 2.79% | 3.62% | 0.88% | 2.98% | 4.46% |
PGROX BNY Mellon Worldwide Growth Fund | 17.16% | 17.72% | 11.89% | 1.88% | 7.61% | 8.12% | 4.05% | 7.44% | 13.96% | 13.45% | 8.19% | 8.46% |
Frequently Asked Questions
PGROX and DRRIX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PGROX has higher volatility (4.13%) compared to DRRIX (2.10%). In terms of maximum drawdown, PGROX dropped -47.75% vs DRRIX's -15.92%.
DRRIX currently has the higher Sharpe Ratio (1.90 vs 0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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