SDGIX vs. SDSCX
SDGIX (BNY Mellon Global Fixed Income Fund) and SDSCX (BNY Mellon Small/Mid Cap Growth Fund) are both mutual funds - SDGIX is a Global Bonds fund managed by Dreyfus, while SDSCX is a Mid Cap Growth Equities fund managed by Dreyfus. Over the past 10 years, SDGIX returned 2.38%/yr vs 12.24%/yr for SDSCX. At a correlation of -0.03, they often move in opposite directions. SDGIX charges 0.53%/yr vs 0.70%/yr for SDSCX.
Performance
SDGIX vs. SDSCX - Performance Comparison
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Returns By Period
In the year-to-date period, SDGIX achieves a 0.79% return, which is significantly lower than SDSCX's 11.99% return. Over the past 10 years, SDGIX has underperformed SDSCX with an annualized return of 2.38%, while SDSCX has yielded a comparatively higher 12.24% annualized return.
SDGIX
- 1D
- 0.15%
- 1M
- 1.04%
- YTD
- 0.79%
- 6M
- 1.02%
- 1Y
- 3.45%
- 3Y*
- 5.04%
- 5Y*
- 1.48%
- 10Y*
- 2.38%
SDSCX
- 1D
- 3.10%
- 1M
- 6.41%
- YTD
- 11.99%
- 6M
- 8.34%
- 1Y
- 22.73%
- 3Y*
- 13.04%
- 5Y*
- 0.46%
- 10Y*
- 12.24%
SDGIX vs. SDSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDGIX BNY Mellon Global Fixed Income Fund | 0.79% | 4.63% | 4.86% | 7.80% | -9.34% | -1.47% | 8.07% | 8.32% | -0.79% | 4.35% |
SDSCX BNY Mellon Small/Mid Cap Growth Fund | 11.99% | 11.91% | 9.95% | 15.55% | -33.20% | -4.42% | 68.54% | 39.14% | -1.46% | 26.74% |
Correlation
The correlation between SDGIX and SDSCX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1994 | -0.03 |
The correlation between SDGIX and SDSCX shifts across timeframes, from -0.03 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SDGIX vs. SDSCX — Risk / Return Rank
SDGIX
SDSCX
SDGIX vs. SDSCX - 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 Small/Mid Cap Growth Fund (SDSCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SDGIX | SDSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 1.16 | +0.11 |
| Martin ratioReturn relative to average drawdown | 3.79 | 3.65 | +0.15 |
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Drawdowns
SDGIX vs. SDSCX - Drawdown Comparison
The maximum SDGIX drawdown since its inception was -14.53%, smaller than the maximum SDSCX drawdown of -98.89%. Use the drawdown chart below to compare losses from any high point for SDGIX and SDSCX.
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Drawdown Indicators
| SDGIX | SDSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.53% | -98.89% | +84.36% |
Max Drawdown (1Y)Largest decline over 1 year | -2.72% | -19.60% | +16.88% |
Max Drawdown (3Y)Largest decline over 3 years | -3.92% | -25.23% | +21.31% |
Max Drawdown (5Y)Largest decline over 5 years | -14.53% | -45.77% | +31.24% |
Max Drawdown (10Y)Largest decline over 10 years | -14.53% | -48.25% | +33.72% |
Current DrawdownCurrent decline from peak | -0.58% | -81.71% | +81.13% |
Average DrawdownAverage peak-to-trough decline | -1.68% | -73.83% | +72.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 6.24% | -5.33% |
Volatility
SDGIX vs. SDSCX - Volatility Comparison
The current volatility for BNY Mellon Global Fixed Income Fund (SDGIX) is 0.90%, while BNY Mellon Small/Mid Cap Growth Fund (SDSCX) has a volatility of 7.62%. This indicates that SDGIX experiences smaller price fluctuations and is considered to be less risky than SDSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDGIX | SDSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.90% | 7.62% | -6.72% |
Volatility (6M)Calculated over the trailing 6-month period | 2.42% | 17.08% | -14.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.11% | 21.78% | -18.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.94% | 24.61% | -20.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.49% | 24.33% | -20.84% |
SDGIX vs. SDSCX - Expense Ratio Comparison
SDGIX has a 0.53% expense ratio, which is lower than SDSCX's 0.70% expense ratio.
Dividends
SDGIX vs. SDSCX - Dividend Comparison
SDGIX's dividend yield for the trailing twelve months is around 3.26%, less than SDSCX's 46.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDGIX BNY Mellon Global Fixed Income Fund | 3.26% | 3.53% | 3.55% | 1.82% | 4.51% | 5.64% | 2.45% | 0.49% | 4.02% | 2.75% | 0.59% | 2.83% |
SDSCX BNY Mellon Small/Mid Cap Growth Fund | 46.69% | 52.29% | 0.43% | 0.00% | 0.00% | 9.19% | 7.93% | 0.00% | 8.72% | 9.16% | 2.21% | 6.57% |
Frequently Asked Questions
SDGIX and SDSCX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDSCX has higher volatility (7.62%) compared to SDGIX (0.90%). In terms of maximum drawdown, SDGIX dropped -14.53% vs SDSCX's -98.89%.
SDGIX currently has the higher Sharpe Ratio (1.12 vs 1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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