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SDGIX vs. DFGBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SDGIX vs. DFGBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Global Fixed Income Fund (SDGIX) and DFA Five Year Global Fixed Income Portfolio (DFGBX). The values are adjusted to include any dividend payments, if applicable.

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SDGIX vs. DFGBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDGIX
BNY Mellon Global Fixed Income Fund
-1.13%4.63%4.86%7.80%-9.34%-1.47%8.07%8.32%-0.79%4.35%
DFGBX
DFA Five Year Global Fixed Income Portfolio
0.25%3.13%5.37%5.00%-6.63%-1.03%1.52%4.04%1.68%0.88%

Returns By Period

In the year-to-date period, SDGIX achieves a -1.13% return, which is significantly lower than DFGBX's 0.25% return. Over the past 10 years, SDGIX has outperformed DFGBX with an annualized return of 2.28%, while DFGBX has yielded a comparatively lower 1.23% annualized return.


SDGIX

1D
0.25%
1M
-2.48%
YTD
-1.13%
6M
-0.48%
1Y
2.18%
3Y*
4.44%
5Y*
1.30%
10Y*
2.28%

DFGBX

1D
0.10%
1M
-0.84%
YTD
0.25%
6M
1.12%
1Y
2.26%
3Y*
4.09%
5Y*
1.11%
10Y*
1.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SDGIX vs. DFGBX - Expense Ratio Comparison

SDGIX has a 0.53% expense ratio, which is higher than DFGBX's 0.23% expense ratio.


Return for Risk

SDGIX vs. DFGBX — Risk / Return Rank

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

SDGIX
SDGIX Risk / Return Rank: 2828
Overall Rank
SDGIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SDGIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
SDGIX Omega Ratio Rank: 2020
Omega Ratio Rank
SDGIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SDGIX Martin Ratio Rank: 3434
Martin Ratio Rank

DFGBX
DFGBX Risk / Return Rank: 7070
Overall Rank
DFGBX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DFGBX Sortino Ratio Rank: 6060
Sortino Ratio Rank
DFGBX Omega Ratio Rank: 9494
Omega Ratio Rank
DFGBX Calmar Ratio Rank: 7070
Calmar Ratio Rank
DFGBX Martin Ratio Rank: 5353
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.

SDGIX vs. DFGBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Fixed Income Fund (SDGIX) and DFA Five Year Global Fixed Income Portfolio (DFGBX). 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.


SDGIXDFGBXDifference

Sharpe ratio

Return per unit of total volatility

0.67

1.40

-0.73

Sortino ratio

Return per unit of downside risk

0.94

1.64

-0.69

Omega ratio

Gain probability vs. loss probability

1.12

1.49

-0.37

Calmar ratio

Return relative to maximum drawdown

1.00

1.72

-0.71

Martin ratio

Return relative to average drawdown

3.68

5.47

-1.79

SDGIX vs. DFGBX - Sharpe Ratio Comparison

The current SDGIX Sharpe Ratio is 0.67, which is lower than the DFGBX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of SDGIX and DFGBX, 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


SDGIXDFGBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.40

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.52

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.64

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.53

0.74

+0.79

Correlation

The correlation between SDGIX and DFGBX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SDGIX vs. DFGBX - Dividend Comparison

SDGIX's dividend yield for the trailing twelve months is around 3.17%, less than DFGBX's 3.46% yield.


TTM20252024202320222021202020192018201720162015
SDGIX
BNY Mellon Global Fixed Income Fund
3.17%3.53%3.55%1.82%4.51%5.64%2.45%0.49%4.02%2.75%0.59%2.83%
DFGBX
DFA Five Year Global Fixed Income Portfolio
3.46%2.91%4.69%3.61%1.63%0.73%0.03%2.30%4.74%0.89%1.16%1.72%

Drawdowns

SDGIX vs. DFGBX - Drawdown Comparison

The maximum SDGIX drawdown since its inception was -14.53%, which is greater than DFGBX's maximum drawdown of -9.63%. Use the drawdown chart below to compare losses from any high point for SDGIX and DFGBX.


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Drawdown Indicators


SDGIXDFGBXDifference

Max Drawdown

Largest peak-to-trough decline

-14.53%

-9.63%

-4.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-1.38%

-1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-14.53%

-9.63%

-4.90%

Max Drawdown (10Y)

Largest decline over 10 years

-14.53%

-9.63%

-4.90%

Current Drawdown

Current decline from peak

-2.48%

-1.03%

-1.45%

Average Drawdown

Average peak-to-trough decline

-1.68%

-0.94%

-0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

0.43%

+0.31%

Volatility

SDGIX vs. DFGBX - Volatility Comparison

BNY Mellon Global Fixed Income Fund (SDGIX) has a higher volatility of 1.37% compared to DFA Five Year Global Fixed Income Portfolio (DFGBX) at 0.76%. This indicates that SDGIX's price experiences larger fluctuations and is considered to be riskier than DFGBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDGIXDFGBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

0.76%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

1.94%

0.98%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

1.64%

+1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.88%

2.16%

+1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.45%

1.93%

+1.52%