SDGIX vs. DFSHX
Compare and contrast key facts about BNY Mellon Global Fixed Income Fund (SDGIX) and DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX).
SDGIX is managed by Dreyfus. It was launched on Dec 30, 1993. DFSHX is managed by Dimensional. It was launched on Jan 8, 2008.
Performance
SDGIX vs. DFSHX - Performance Comparison
Loading graphics...
SDGIX vs. DFSHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 0.00% | 4.84% | 5.66% | 5.55% | -6.24% | -0.82% | 2.33% | 4.82% | 1.83% | 2.61% |
Returns By Period
Over the past 10 years, SDGIX has outperformed DFSHX with an annualized return of 2.28%, while DFSHX has yielded a comparatively lower 2.01% 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%
DFSHX
- 1D
- 0.11%
- 1M
- -1.18%
- YTD
- 0.00%
- 6M
- 0.89%
- 1Y
- 3.60%
- 3Y*
- 4.80%
- 5Y*
- 1.75%
- 10Y*
- 2.01%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SDGIX vs. DFSHX - Expense Ratio Comparison
SDGIX has a 0.53% expense ratio, which is higher than DFSHX's 0.16% expense ratio.
Return for Risk
SDGIX vs. DFSHX — Risk / Return Rank
SDGIX
DFSHX
SDGIX vs. DFSHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Fixed Income Fund (SDGIX) and DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX). 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.
| SDGIX | DFSHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 3.11 | -2.44 |
Sortino ratioReturn per unit of downside risk | 0.94 | 4.62 | -3.68 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.98 | -0.86 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 2.89 | -1.89 |
Martin ratioReturn relative to average drawdown | 3.68 | 14.69 | -11.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SDGIX | DFSHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 3.11 | -2.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.53 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.76 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.53 | 0.46 | +1.07 |
Correlation
The correlation between SDGIX and DFSHX is 0.39, 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
SDGIX vs. DFSHX - Dividend Comparison
SDGIX's dividend yield for the trailing twelve months is around 3.17%, less than DFSHX's 4.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 4.26% | 4.26% | 4.50% | 3.90% | 0.04% | 1.77% | 0.03% | 2.52% | 3.23% | 1.75% | 1.63% | 1.11% |
Drawdowns
SDGIX vs. DFSHX - Drawdown Comparison
The maximum SDGIX drawdown since its inception was -14.53%, which is greater than DFSHX's maximum drawdown of -9.58%. Use the drawdown chart below to compare losses from any high point for SDGIX and DFSHX.
Loading graphics...
Drawdown Indicators
| SDGIX | DFSHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.53% | -9.58% | -4.95% |
Max Drawdown (1Y)Largest decline over 1 year | -2.72% | -1.28% | -1.44% |
Max Drawdown (5Y)Largest decline over 5 years | -14.53% | -9.58% | -4.95% |
Max Drawdown (10Y)Largest decline over 10 years | -14.53% | -9.58% | -4.95% |
Current DrawdownCurrent decline from peak | -2.48% | -1.18% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -1.68% | -2.32% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.74% | 0.25% | +0.49% |
Volatility
SDGIX vs. DFSHX - Volatility Comparison
BNY Mellon Global Fixed Income Fund (SDGIX) has a higher volatility of 1.37% compared to DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) at 0.67%. This indicates that SDGIX's price experiences larger fluctuations and is considered to be riskier than DFSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SDGIX | DFSHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 0.67% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 1.94% | 0.94% | +1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.35% | 1.17% | +2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.88% | 3.34% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.45% | 2.66% | +0.79% |