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SDGIX vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SDGIX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Global Fixed Income Fund (SDGIX) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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SDGIX vs. SCHD - 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%
SCHD
Schwab U.S. Dividend Equity ETF
12.79%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period

In the year-to-date period, SDGIX achieves a -1.13% return, which is significantly lower than SCHD's 12.79% return. Over the past 10 years, SDGIX has underperformed SCHD with an annualized return of 2.28%, while SCHD has yielded a comparatively higher 12.31% 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%

SCHD

1D
0.66%
1M
-2.61%
YTD
12.79%
6M
14.49%
1Y
13.97%
3Y*
12.05%
5Y*
8.44%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SDGIX vs. SCHD - Expense Ratio Comparison

SDGIX has a 0.53% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Return for Risk

SDGIX vs. SCHD — 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

SCHD
SCHD Risk / Return Rank: 5252
Overall Rank
SCHD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 5555
Sortino Ratio Rank
SCHD Omega Ratio Rank: 5454
Omega Ratio Rank
SCHD Calmar Ratio Rank: 5353
Calmar Ratio Rank
SCHD Martin Ratio Rank: 4545
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. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Fixed Income Fund (SDGIX) and Schwab U.S. Dividend Equity ETF (SCHD). 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.


SDGIXSCHDDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.89

-0.23

Sortino ratio

Return per unit of downside risk

0.94

1.35

-0.40

Omega ratio

Gain probability vs. loss probability

1.12

1.19

-0.07

Calmar ratio

Return relative to maximum drawdown

1.00

1.19

-0.19

Martin ratio

Return relative to average drawdown

3.68

3.99

-0.31

SDGIX vs. SCHD - Sharpe Ratio Comparison

The current SDGIX Sharpe Ratio is 0.67, which is comparable to the SCHD Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of SDGIX and SCHD, 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


SDGIXSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.89

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.59

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.74

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.53

0.84

+0.68

Correlation

The correlation between SDGIX and SCHD is 0.03, 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. SCHD - Dividend Comparison

SDGIX's dividend yield for the trailing twelve months is around 3.17%, less than SCHD's 3.44% 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%
SCHD
Schwab U.S. Dividend Equity ETF
3.44%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

SDGIX vs. SCHD - Drawdown Comparison

The maximum SDGIX drawdown since its inception was -14.53%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SDGIX and SCHD.


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Drawdown Indicators


SDGIXSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-14.53%

-33.37%

+18.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-12.74%

+10.02%

Max Drawdown (5Y)

Largest decline over 5 years

-14.53%

-16.85%

+2.32%

Max Drawdown (10Y)

Largest decline over 10 years

-14.53%

-33.37%

+18.84%

Current Drawdown

Current decline from peak

-2.48%

-2.89%

+0.41%

Average Drawdown

Average peak-to-trough decline

-1.68%

-3.34%

+1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

3.89%

-3.15%

Volatility

SDGIX vs. SCHD - Volatility Comparison

The current volatility for BNY Mellon Global Fixed Income Fund (SDGIX) is 1.37%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 2.40%. This indicates that SDGIX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDGIXSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

2.40%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.94%

7.96%

-6.02%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

15.74%

-12.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.88%

14.40%

-10.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.45%

16.70%

-13.25%