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SDGIX vs. DISRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SDGIX vs. DISRX - Performance Comparison

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

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SDGIX vs. DISRX - 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%
DISRX
BNY Mellon International Stock Fund
-6.99%5.92%1.62%18.48%-22.02%11.18%19.26%27.86%-7.65%27.01%

Returns By Period

In the year-to-date period, SDGIX achieves a -1.13% return, which is significantly higher than DISRX's -6.99% return. Over the past 10 years, SDGIX has underperformed DISRX with an annualized return of 2.28%, while DISRX has yielded a comparatively higher 6.82% 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%

DISRX

1D
0.79%
1M
-11.79%
YTD
-6.99%
6M
-6.33%
1Y
0.59%
3Y*
1.80%
5Y*
0.87%
10Y*
6.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SDGIX vs. DISRX - Expense Ratio Comparison

SDGIX has a 0.53% expense ratio, which is lower than DISRX's 0.92% expense ratio.


Return for Risk

SDGIX vs. DISRX — 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

DISRX
DISRX Risk / Return Rank: 44
Overall Rank
DISRX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
DISRX Sortino Ratio Rank: 44
Sortino Ratio Rank
DISRX Omega Ratio Rank: 44
Omega Ratio Rank
DISRX Calmar Ratio Rank: 55
Calmar Ratio Rank
DISRX Martin Ratio Rank: 44
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. DISRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Fixed Income Fund (SDGIX) and BNY Mellon International Stock Fund (DISRX). 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.


SDGIXDISRXDifference

Sharpe ratio

Return per unit of total volatility

0.67

-0.06

+0.73

Sortino ratio

Return per unit of downside risk

0.94

0.02

+0.92

Omega ratio

Gain probability vs. loss probability

1.12

1.00

+0.12

Calmar ratio

Return relative to maximum drawdown

1.00

-0.13

+1.13

Martin ratio

Return relative to average drawdown

3.68

-0.42

+4.10

SDGIX vs. DISRX - Sharpe Ratio Comparison

The current SDGIX Sharpe Ratio is 0.67, which is higher than the DISRX Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of SDGIX and DISRX, 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


SDGIXDISRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

-0.06

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.05

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.43

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.53

0.27

+1.26

Correlation

The correlation between SDGIX and DISRX is 0.05, 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. DISRX - Dividend Comparison

SDGIX's dividend yield for the trailing twelve months is around 3.17%, less than DISRX's 11.02% 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%
DISRX
BNY Mellon International Stock Fund
11.02%10.25%6.09%2.13%2.56%0.85%3.08%2.53%1.71%1.05%1.23%1.30%

Drawdowns

SDGIX vs. DISRX - Drawdown Comparison

The maximum SDGIX drawdown since its inception was -14.53%, smaller than the maximum DISRX drawdown of -45.82%. Use the drawdown chart below to compare losses from any high point for SDGIX and DISRX.


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Drawdown Indicators


SDGIXDISRXDifference

Max Drawdown

Largest peak-to-trough decline

-14.53%

-45.82%

+31.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-12.82%

+10.10%

Max Drawdown (5Y)

Largest decline over 5 years

-14.53%

-35.09%

+20.56%

Max Drawdown (10Y)

Largest decline over 10 years

-14.53%

-35.09%

+20.56%

Current Drawdown

Current decline from peak

-2.48%

-12.13%

+9.65%

Average Drawdown

Average peak-to-trough decline

-1.68%

-8.22%

+6.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

3.98%

-3.24%

Volatility

SDGIX vs. DISRX - Volatility Comparison

The current volatility for BNY Mellon Global Fixed Income Fund (SDGIX) is 1.37%, while BNY Mellon International Stock Fund (DISRX) has a volatility of 5.78%. This indicates that SDGIX experiences smaller price fluctuations and is considered to be less risky than DISRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDGIXDISRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

5.78%

-4.41%

Volatility (6M)

Calculated over the trailing 6-month period

1.94%

10.65%

-8.71%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

15.88%

-12.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.88%

16.27%

-12.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.45%

15.79%

-12.34%