SDGIX vs. DQEIX
Compare and contrast key facts about BNY Mellon Global Fixed Income Fund (SDGIX) and BNY Mellon Global Equity Income Fund (DQEIX).
SDGIX is managed by Dreyfus. It was launched on Dec 30, 1993. DQEIX is managed by Dreyfus. It was launched on Oct 17, 2007.
Performance
SDGIX vs. DQEIX - Performance Comparison
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SDGIX vs. DQEIX - 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% |
DQEIX BNY Mellon Global Equity Income Fund | 1.02% | 24.64% | 6.54% | 9.70% | -3.72% | 14.32% | 5.62% | 25.80% | -5.61% | 18.18% |
Returns By Period
In the year-to-date period, SDGIX achieves a -1.13% return, which is significantly lower than DQEIX's 1.02% return. Over the past 10 years, SDGIX has underperformed DQEIX with an annualized return of 2.28%, while DQEIX has yielded a comparatively higher 9.43% 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%
DQEIX
- 1D
- 0.00%
- 1M
- -9.39%
- YTD
- 1.02%
- 6M
- 6.43%
- 1Y
- 16.67%
- 3Y*
- 12.04%
- 5Y*
- 9.27%
- 10Y*
- 9.43%
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SDGIX vs. DQEIX - Expense Ratio Comparison
SDGIX has a 0.53% expense ratio, which is lower than DQEIX's 0.92% expense ratio.
Return for Risk
SDGIX vs. DQEIX — Risk / Return Rank
SDGIX
DQEIX
SDGIX vs. DQEIX - 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 Global Equity Income Fund (DQEIX). 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 | DQEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 1.18 | -0.51 |
Sortino ratioReturn per unit of downside risk | 0.94 | 1.60 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.24 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.32 | -0.32 |
Martin ratioReturn relative to average drawdown | 3.68 | 5.46 | -1.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDGIX | DQEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 1.18 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.73 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.65 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.53 | 0.42 | +1.10 |
Correlation
The correlation between SDGIX and DQEIX is 0.02, 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. DQEIX - Dividend Comparison
SDGIX's dividend yield for the trailing twelve months is around 3.17%, less than DQEIX's 12.95% 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% |
DQEIX BNY Mellon Global Equity Income Fund | 12.95% | 13.55% | 12.56% | 7.65% | 14.39% | 12.69% | 1.97% | 3.41% | 10.50% | 5.32% | 5.83% | 6.94% |
Drawdowns
SDGIX vs. DQEIX - Drawdown Comparison
The maximum SDGIX drawdown since its inception was -14.53%, smaller than the maximum DQEIX drawdown of -52.75%. Use the drawdown chart below to compare losses from any high point for SDGIX and DQEIX.
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Drawdown Indicators
| SDGIX | DQEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.53% | -52.75% | +38.22% |
Max Drawdown (1Y)Largest decline over 1 year | -2.72% | -11.41% | +8.69% |
Max Drawdown (5Y)Largest decline over 5 years | -14.53% | -18.65% | +4.12% |
Max Drawdown (10Y)Largest decline over 10 years | -14.53% | -32.69% | +18.16% |
Current DrawdownCurrent decline from peak | -2.48% | -9.39% | +6.91% |
Average DrawdownAverage peak-to-trough decline | -1.68% | -7.24% | +5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.74% | 2.77% | -2.03% |
Volatility
SDGIX vs. DQEIX - Volatility Comparison
The current volatility for BNY Mellon Global Fixed Income Fund (SDGIX) is 1.37%, while BNY Mellon Global Equity Income Fund (DQEIX) has a volatility of 4.51%. This indicates that SDGIX experiences smaller price fluctuations and is considered to be less risky than DQEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDGIX | DQEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 4.51% | -3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 1.94% | 7.69% | -5.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.35% | 13.75% | -10.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.88% | 12.78% | -8.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.45% | 14.58% | -11.13% |