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SDSCX vs. DRLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SDSCX vs. DRLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Small/Mid Cap Growth Fund (SDSCX) and BNY Mellon Global Real Estate Securities Fund (DRLIX). The values are adjusted to include any dividend payments, if applicable.

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SDSCX vs. DRLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDSCX
BNY Mellon Small/Mid Cap Growth Fund
-8.34%11.91%9.95%15.55%-33.20%-4.42%68.54%39.14%-1.46%26.74%
DRLIX
BNY Mellon Global Real Estate Securities Fund
0.47%9.12%3.21%11.35%-23.24%26.95%-2.30%23.05%-4.57%11.24%

Returns By Period

In the year-to-date period, SDSCX achieves a -8.34% return, which is significantly lower than DRLIX's 0.47% return. Over the past 10 years, SDSCX has outperformed DRLIX with an annualized return of 10.40%, while DRLIX has yielded a comparatively lower 4.55% annualized return.


SDSCX

1D
-1.36%
1M
-13.86%
YTD
-8.34%
6M
-7.45%
1Y
12.80%
3Y*
7.18%
5Y*
-2.91%
10Y*
10.40%

DRLIX

1D
0.47%
1M
-9.70%
YTD
0.47%
6M
-0.05%
1Y
8.28%
3Y*
7.57%
5Y*
3.06%
10Y*
4.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SDSCX vs. DRLIX - Expense Ratio Comparison

SDSCX has a 0.70% expense ratio, which is lower than DRLIX's 1.05% expense ratio.


Return for Risk

SDSCX vs. DRLIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SDSCX
SDSCX Risk / Return Rank: 1818
Overall Rank
SDSCX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SDSCX Sortino Ratio Rank: 2121
Sortino Ratio Rank
SDSCX Omega Ratio Rank: 1717
Omega Ratio Rank
SDSCX Calmar Ratio Rank: 1717
Calmar Ratio Rank
SDSCX Martin Ratio Rank: 1919
Martin Ratio Rank

DRLIX
DRLIX Risk / Return Rank: 2525
Overall Rank
DRLIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
DRLIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
DRLIX Omega Ratio Rank: 2222
Omega Ratio Rank
DRLIX Calmar Ratio Rank: 2727
Calmar Ratio Rank
DRLIX Martin Ratio Rank: 2828
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.

SDSCX vs. DRLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Small/Mid Cap Growth Fund (SDSCX) and BNY Mellon Global Real Estate Securities Fund (DRLIX). 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.


SDSCXDRLIXDifference

Sharpe ratio

Return per unit of total volatility

0.50

0.62

-0.13

Sortino ratio

Return per unit of downside risk

0.89

0.92

-0.04

Omega ratio

Gain probability vs. loss probability

1.11

1.13

-0.02

Calmar ratio

Return relative to maximum drawdown

0.50

0.79

-0.29

Martin ratio

Return relative to average drawdown

1.96

3.04

-1.08

SDSCX vs. DRLIX - Sharpe Ratio Comparison

The current SDSCX Sharpe Ratio is 0.50, which is comparable to the DRLIX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of SDSCX and DRLIX, 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


SDSCXDRLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.62

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.19

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.26

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.16

-0.15

Correlation

The correlation between SDSCX and DRLIX is 0.62, 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

SDSCX vs. DRLIX - Dividend Comparison

SDSCX's dividend yield for the trailing twelve months is around 57.04%, more than DRLIX's 3.09% yield.


TTM20252024202320222021202020192018201720162015
SDSCX
BNY Mellon Small/Mid Cap Growth Fund
57.04%52.29%0.43%0.00%0.00%9.19%7.93%0.00%8.72%9.16%2.21%6.57%
DRLIX
BNY Mellon Global Real Estate Securities Fund
3.09%3.11%2.08%1.70%7.68%8.25%1.47%11.17%4.63%4.72%5.73%5.40%

Drawdowns

SDSCX vs. DRLIX - Drawdown Comparison

The maximum SDSCX drawdown since its inception was -99.19%, which is greater than DRLIX's maximum drawdown of -68.86%. Use the drawdown chart below to compare losses from any high point for SDSCX and DRLIX.


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Drawdown Indicators


SDSCXDRLIXDifference

Max Drawdown

Largest peak-to-trough decline

-99.19%

-68.86%

-30.33%

Max Drawdown (1Y)

Largest decline over 1 year

-19.60%

-10.46%

-9.14%

Max Drawdown (5Y)

Largest decline over 5 years

-45.77%

-31.86%

-13.91%

Max Drawdown (10Y)

Largest decline over 10 years

-48.25%

-41.82%

-6.43%

Current Drawdown

Current decline from peak

-89.05%

-9.70%

-79.35%

Average Drawdown

Average peak-to-trough decline

-75.09%

-14.46%

-60.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.97%

2.72%

+2.25%

Volatility

SDSCX vs. DRLIX - Volatility Comparison

BNY Mellon Small/Mid Cap Growth Fund (SDSCX) has a higher volatility of 7.72% compared to BNY Mellon Global Real Estate Securities Fund (DRLIX) at 4.27%. This indicates that SDSCX's price experiences larger fluctuations and is considered to be riskier than DRLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDSCXDRLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.72%

4.27%

+3.45%

Volatility (6M)

Calculated over the trailing 6-month period

15.58%

8.00%

+7.58%

Volatility (1Y)

Calculated over the trailing 1-year period

24.39%

13.79%

+10.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.49%

16.31%

+8.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.12%

17.60%

+6.52%