SDGIX vs. DQIRX
Compare and contrast key facts about BNY Mellon Global Fixed Income Fund (SDGIX) and BNY Mellon Equity Income Fund (DQIRX).
SDGIX is managed by Dreyfus. It was launched on Dec 30, 1993. DQIRX is managed by Dreyfus. It was launched on Jul 5, 2006.
Performance
SDGIX vs. DQIRX - Performance Comparison
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SDGIX vs. DQIRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDGIX BNY Mellon Global Fixed Income Fund | -0.94% | 4.63% | 4.86% | 7.80% | -9.34% | -1.47% | 8.07% | 8.32% | -0.79% | 4.35% |
DQIRX BNY Mellon Equity Income Fund | 0.36% | 19.01% | 26.93% | 19.21% | -9.35% | 29.13% | 4.81% | 24.98% | -3.60% | 17.40% |
Returns By Period
In the year-to-date period, SDGIX achieves a -0.94% return, which is significantly lower than DQIRX's 0.36% return. Over the past 10 years, SDGIX has underperformed DQIRX with an annualized return of 2.30%, while DQIRX has yielded a comparatively higher 13.15% annualized return.
SDGIX
- 1D
- 0.20%
- 1M
- -2.00%
- YTD
- -0.94%
- 6M
- -0.42%
- 1Y
- 2.13%
- 3Y*
- 4.50%
- 5Y*
- 1.33%
- 10Y*
- 2.30%
DQIRX
- 1D
- 2.38%
- 1M
- -3.44%
- YTD
- 0.36%
- 6M
- 3.12%
- 1Y
- 23.47%
- 3Y*
- 20.11%
- 5Y*
- 14.03%
- 10Y*
- 13.15%
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SDGIX vs. DQIRX - Expense Ratio Comparison
SDGIX has a 0.53% expense ratio, which is lower than DQIRX's 0.78% expense ratio.
Return for Risk
SDGIX vs. DQIRX — Risk / Return Rank
SDGIX
DQIRX
SDGIX vs. DQIRX - 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 Equity Income Fund (DQIRX). 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 | DQIRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 1.37 | -0.65 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.94 | -0.93 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.32 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 1.98 | -1.08 |
Martin ratioReturn relative to average drawdown | 3.22 | 10.02 | -6.80 |
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 | DQIRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.37 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.89 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.76 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.53 | 0.54 | +0.99 |
Correlation
The correlation between SDGIX and DQIRX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
SDGIX vs. DQIRX - Dividend Comparison
SDGIX's dividend yield for the trailing twelve months is around 3.16%, more than DQIRX's 3.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDGIX BNY Mellon Global Fixed Income Fund | 3.16% | 3.53% | 3.55% | 1.82% | 4.51% | 5.64% | 2.45% | 0.49% | 4.02% | 2.75% | 0.59% | 2.83% |
DQIRX BNY Mellon Equity Income Fund | 3.02% | 3.12% | 7.05% | 4.56% | 6.54% | 2.61% | 3.42% | 2.50% | 5.29% | 8.45% | 4.04% | 8.22% |
Drawdowns
SDGIX vs. DQIRX - Drawdown Comparison
The maximum SDGIX drawdown since its inception was -14.53%, smaller than the maximum DQIRX drawdown of -50.77%. Use the drawdown chart below to compare losses from any high point for SDGIX and DQIRX.
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Drawdown Indicators
| SDGIX | DQIRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.53% | -50.77% | +36.24% |
Max Drawdown (1Y)Largest decline over 1 year | -2.72% | -12.32% | +9.60% |
Max Drawdown (5Y)Largest decline over 5 years | -14.53% | -20.34% | +5.81% |
Max Drawdown (10Y)Largest decline over 10 years | -14.53% | -36.82% | +22.29% |
Current DrawdownCurrent decline from peak | -2.28% | -4.57% | +2.29% |
Average DrawdownAverage peak-to-trough decline | -1.68% | -6.99% | +5.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 2.43% | -1.67% |
Volatility
SDGIX vs. DQIRX - Volatility Comparison
The current volatility for BNY Mellon Global Fixed Income Fund (SDGIX) is 1.39%, while BNY Mellon Equity Income Fund (DQIRX) has a volatility of 4.41%. This indicates that SDGIX experiences smaller price fluctuations and is considered to be less risky than DQIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDGIX | DQIRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.39% | 4.41% | -3.02% |
Volatility (6M)Calculated over the trailing 6-month period | 1.94% | 8.84% | -6.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.35% | 17.33% | -13.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.88% | 15.90% | -12.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.45% | 17.39% | -13.94% |