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SDGIX vs. WACPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SDGIX vs. WACPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Global Fixed Income Fund (SDGIX) and Western Asset Core Plus Bond Fund Class I (WACPX). The values are adjusted to include any dividend payments, if applicable.

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SDGIX vs. WACPX - 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%
WACPX
Western Asset Core Plus Bond Fund Class I
-1.18%7.99%-0.77%7.51%-18.79%-2.24%9.42%12.29%-1.47%7.10%

Returns By Period

The year-to-date returns for both stocks are quite close, with SDGIX having a -1.13% return and WACPX slightly lower at -1.18%. Over the past 10 years, SDGIX has outperformed WACPX with an annualized return of 2.28%, while WACPX has yielded a comparatively lower 1.82% 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%

WACPX

1D
0.55%
1M
-3.07%
YTD
-1.18%
6M
-0.12%
1Y
3.53%
3Y*
3.26%
5Y*
-1.02%
10Y*
1.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SDGIX vs. WACPX - Expense Ratio Comparison

SDGIX has a 0.53% expense ratio, which is higher than WACPX's 0.45% expense ratio.


Return for Risk

SDGIX vs. WACPX — 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

WACPX
WACPX Risk / Return Rank: 4242
Overall Rank
WACPX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
WACPX Sortino Ratio Rank: 4141
Sortino Ratio Rank
WACPX Omega Ratio Rank: 2929
Omega Ratio Rank
WACPX Calmar Ratio Rank: 5454
Calmar Ratio Rank
WACPX Martin Ratio Rank: 4343
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. WACPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Fixed Income Fund (SDGIX) and Western Asset Core Plus Bond Fund Class I (WACPX). 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.


SDGIXWACPXDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.86

-0.19

Sortino ratio

Return per unit of downside risk

0.94

1.25

-0.31

Omega ratio

Gain probability vs. loss probability

1.12

1.15

-0.03

Calmar ratio

Return relative to maximum drawdown

1.00

1.28

-0.27

Martin ratio

Return relative to average drawdown

3.68

4.39

-0.71

SDGIX vs. WACPX - Sharpe Ratio Comparison

The current SDGIX Sharpe Ratio is 0.67, which is comparable to the WACPX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of SDGIX and WACPX, 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


SDGIXWACPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.86

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

-0.14

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.30

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

1.53

0.90

+0.62

Correlation

The correlation between SDGIX and WACPX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SDGIX vs. WACPX - Dividend Comparison

SDGIX's dividend yield for the trailing twelve months is around 3.17%, less than WACPX's 4.39% 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%
WACPX
Western Asset Core Plus Bond Fund Class I
4.39%4.70%4.80%4.88%3.46%2.99%4.12%4.98%4.01%3.30%4.77%3.19%

Drawdowns

SDGIX vs. WACPX - Drawdown Comparison

The maximum SDGIX drawdown since its inception was -14.53%, smaller than the maximum WACPX drawdown of -25.86%. Use the drawdown chart below to compare losses from any high point for SDGIX and WACPX.


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Drawdown Indicators


SDGIXWACPXDifference

Max Drawdown

Largest peak-to-trough decline

-14.53%

-25.86%

+11.33%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-3.60%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-14.53%

-25.46%

+10.93%

Max Drawdown (10Y)

Largest decline over 10 years

-14.53%

-25.86%

+11.33%

Current Drawdown

Current decline from peak

-2.48%

-9.63%

+7.15%

Average Drawdown

Average peak-to-trough decline

-1.68%

-3.58%

+1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

1.05%

-0.31%

Volatility

SDGIX vs. WACPX - Volatility Comparison

The current volatility for BNY Mellon Global Fixed Income Fund (SDGIX) is 1.37%, while Western Asset Core Plus Bond Fund Class I (WACPX) has a volatility of 1.73%. This indicates that SDGIX experiences smaller price fluctuations and is considered to be less risky than WACPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDGIXWACPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.73%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

1.94%

2.78%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

4.72%

-1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.88%

7.39%

-3.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.45%

6.15%

-2.70%