SDGIX vs. PRSNX
Compare and contrast key facts about BNY Mellon Global Fixed Income Fund (SDGIX) and T. Rowe Price Global Multi-Sector Bond Fund (PRSNX).
SDGIX is managed by Dreyfus. It was launched on Dec 30, 1993. PRSNX is managed by T. Rowe Price. It was launched on Dec 14, 2008.
Performance
SDGIX vs. PRSNX - Performance Comparison
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SDGIX vs. PRSNX - 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% |
PRSNX T. Rowe Price Global Multi-Sector Bond Fund | -0.62% | 11.12% | 4.27% | 12.77% | -16.27% | 0.40% | 8.16% | 11.94% | 0.45% | 6.47% |
Returns By Period
In the year-to-date period, SDGIX achieves a -1.13% return, which is significantly lower than PRSNX's -0.62% return. Over the past 10 years, SDGIX has underperformed PRSNX with an annualized return of 2.28%, while PRSNX has yielded a comparatively higher 3.88% 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%
PRSNX
- 1D
- 0.00%
- 1M
- -2.18%
- YTD
- -0.62%
- 6M
- 1.97%
- 1Y
- 8.06%
- 3Y*
- 7.81%
- 5Y*
- 1.95%
- 10Y*
- 3.88%
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SDGIX vs. PRSNX - Expense Ratio Comparison
SDGIX has a 0.53% expense ratio, which is lower than PRSNX's 0.65% expense ratio.
Return for Risk
SDGIX vs. PRSNX — Risk / Return Rank
SDGIX
PRSNX
SDGIX vs. PRSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Fixed Income Fund (SDGIX) and T. Rowe Price Global Multi-Sector Bond Fund (PRSNX). 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 | PRSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 2.57 | -1.90 |
Sortino ratioReturn per unit of downside risk | 0.94 | 4.18 | -3.24 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.58 | -0.46 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 3.69 | -2.69 |
Martin ratioReturn relative to average drawdown | 3.68 | 13.83 | -10.15 |
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 | PRSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 2.57 | -1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.46 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.95 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.53 | 1.41 | +0.11 |
Correlation
The correlation between SDGIX and PRSNX is 0.63, 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. PRSNX - Dividend Comparison
SDGIX's dividend yield for the trailing twelve months is around 3.17%, less than PRSNX's 8.98% 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% |
PRSNX T. Rowe Price Global Multi-Sector Bond Fund | 8.98% | 9.51% | 5.09% | 5.08% | 3.30% | 3.95% | 3.68% | 6.33% | 4.89% | 3.59% | 3.44% | 3.60% |
Drawdowns
SDGIX vs. PRSNX - Drawdown Comparison
The maximum SDGIX drawdown since its inception was -14.53%, smaller than the maximum PRSNX drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for SDGIX and PRSNX.
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Drawdown Indicators
| SDGIX | PRSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.53% | -19.70% | +5.17% |
Max Drawdown (1Y)Largest decline over 1 year | -2.72% | -2.19% | -0.53% |
Max Drawdown (5Y)Largest decline over 5 years | -14.53% | -19.70% | +5.17% |
Max Drawdown (10Y)Largest decline over 10 years | -14.53% | -19.70% | +5.17% |
Current DrawdownCurrent decline from peak | -2.48% | -2.18% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -1.68% | -2.42% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.74% | 0.59% | +0.15% |
Volatility
SDGIX vs. PRSNX - Volatility Comparison
BNY Mellon Global Fixed Income Fund (SDGIX) has a higher volatility of 1.37% compared to T. Rowe Price Global Multi-Sector Bond Fund (PRSNX) at 1.08%. This indicates that SDGIX's price experiences larger fluctuations and is considered to be riskier than PRSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDGIX | PRSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 1.08% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 1.94% | 2.09% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.35% | 3.42% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.88% | 4.27% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.45% | 4.11% | -0.66% |