SDGIX vs. VTABX
SDGIX (BNY Mellon Global Fixed Income Fund) and VTABX (Vanguard Total International Bond Index Fund Admiral Shares) are both Global Bonds funds. Over the past 10 years, SDGIX returned 2.14%/yr vs 1.57%/yr for VTABX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. SDGIX charges 0.53%/yr vs 0.10%/yr for VTABX.
Performance
SDGIX vs. VTABX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SDGIX achieves a -0.10% return, which is significantly lower than VTABX's 0.26% return. Over the past 10 years, SDGIX has outperformed VTABX with an annualized return of 2.14%, while VTABX has yielded a comparatively lower 1.57% annualized return.
SDGIX
- 1D
- 0.05%
- 1M
- -0.98%
- 6M
- -0.15%
- YTD
- -0.10%
- 1Y
- 1.61%
- 3Y*
- 4.71%
- 5Y*
- 1.08%
- 10Y*
- 2.14%
- ALL TIME*
- 4.89%
VTABX
- 1D
- 0.10%
- 1M
- -0.78%
- 6M
- -0.15%
- YTD
- 0.26%
- 1Y
- 1.32%
- 3Y*
- 3.99%
- 5Y*
- -0.01%
- 10Y*
- 1.57%
- ALL TIME*
- 2.42%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SDGIX vs. VTABX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDGIX BNY Mellon Global Fixed Income Fund | -0.10% | 4.63% | 4.86% | 7.80% | -9.34% | -1.47% | 8.07% | 8.32% | -0.79% | 4.35% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 0.26% | 2.96% | 3.92% | 8.77% | -12.92% | -2.22% | 4.54% | 8.83% | 2.97% | 2.39% |
Correlation
The correlation between SDGIX and VTABX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2013 | 0.78 |
The correlation between SDGIX and VTABX has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SDGIX vs. VTABX — Risk / Return Rank
SDGIX
VTABX
SDGIX vs. VTABX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Fixed Income Fund (SDGIX) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX). 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 | VTABX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.08 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | 0.50 | +0.37 |
| Martin ratioReturn relative to average drawdown | 2.47 | 1.26 | +1.21 |
Loading charts...
Drawdowns
SDGIX vs. VTABX - Drawdown Comparison
The maximum SDGIX drawdown since its inception was -14.53%, smaller than the maximum VTABX drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for SDGIX and VTABX.
Loading charts...
Drawdown Indicators
| SDGIX | VTABX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.53% | -16.16% | +1.63% |
Max Drawdown (1Y)Largest decline over 1 year | -2.72% | -2.90% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -3.47% | -2.90% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -14.53% | -15.81% | +1.28% |
Max Drawdown (10Y)Largest decline over 10 years | -14.53% | -16.16% | +1.63% |
Current DrawdownCurrent decline from peak | -1.46% | -1.59% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -1.68% | -3.02% | +1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 1.14% | -0.18% |
Volatility
SDGIX vs. VTABX - Volatility Comparison
BNY Mellon Global Fixed Income Fund (SDGIX) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX) have volatilities of 0.87% and 0.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SDGIX | VTABX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.87% | 0.86% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.55% | 2.69% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.11% | 3.11% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.96% | 4.46% | -0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.49% | 3.61% | -0.12% |
SDGIX vs. VTABX - Expense Ratio Comparison
SDGIX has a 0.53% expense ratio, which is higher than VTABX's 0.10% expense ratio.
Dividends
SDGIX vs. VTABX - Dividend Comparison
SDGIX's dividend yield for the trailing twelve months is around 3.33%, less than VTABX's 4.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDGIX BNY Mellon Global Fixed Income Fund | 3.33% | 3.53% | 3.55% | 1.82% | 4.51% | 5.64% | 2.45% | 0.49% | 4.02% | 2.75% | 0.59% | 2.83% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.28% | 4.36% | 4.33% | 4.39% | 1.48% | 3.70% | 1.08% | 4.28% | 3.00% | 2.23% | 1.80% | 1.64% |
Frequently Asked Questions
SDGIX and VTABX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDGIX has higher volatility (0.87%) compared to VTABX (0.86%). In terms of maximum drawdown, SDGIX dropped -14.53% vs VTABX's -16.16%.
SDGIX currently has the higher Sharpe Ratio (0.76 vs 0.46), 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.
Find the right allocation for SDGIX and VTABX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer