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SDSCX vs. SMCWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SDSCX vs. SMCWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Small/Mid Cap Growth Fund (SDSCX) and American Funds SMALLCAP World Fund Class A (SMCWX). The values are adjusted to include any dividend payments, if applicable.

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SDSCX vs. SMCWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDSCX
BNY Mellon Small/Mid Cap Growth Fund
-4.68%11.91%9.95%15.55%-33.20%-4.42%68.54%39.14%-1.46%26.74%
SMCWX
American Funds SMALLCAP World Fund Class A
-1.05%14.07%2.33%18.86%-29.90%10.14%37.46%30.79%-9.75%26.85%

Returns By Period

In the year-to-date period, SDSCX achieves a -4.68% return, which is significantly lower than SMCWX's -1.05% return. Over the past 10 years, SDSCX has outperformed SMCWX with an annualized return of 10.84%, while SMCWX has yielded a comparatively lower 9.04% annualized return.


SDSCX

1D
3.99%
1M
-10.19%
YTD
-4.68%
6M
-4.45%
1Y
16.45%
3Y*
8.59%
5Y*
-2.52%
10Y*
10.84%

SMCWX

1D
3.47%
1M
-7.83%
YTD
-1.05%
6M
1.11%
1Y
20.45%
3Y*
8.86%
5Y*
0.17%
10Y*
9.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SDSCX vs. SMCWX - Expense Ratio Comparison

SDSCX has a 0.70% expense ratio, which is lower than SMCWX's 1.02% expense ratio.


Return for Risk

SDSCX vs. SMCWX — Risk / Return Rank

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

SDSCX
SDSCX Risk / Return Rank: 2424
Overall Rank
SDSCX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SDSCX Sortino Ratio Rank: 2828
Sortino Ratio Rank
SDSCX Omega Ratio Rank: 2121
Omega Ratio Rank
SDSCX Calmar Ratio Rank: 2222
Calmar Ratio Rank
SDSCX Martin Ratio Rank: 2424
Martin Ratio Rank

SMCWX
SMCWX Risk / Return Rank: 6464
Overall Rank
SMCWX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SMCWX Sortino Ratio Rank: 6666
Sortino Ratio Rank
SMCWX Omega Ratio Rank: 5555
Omega Ratio Rank
SMCWX Calmar Ratio Rank: 6969
Calmar Ratio Rank
SMCWX Martin Ratio Rank: 6565
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. SMCWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Small/Mid Cap Growth Fund (SDSCX) and American Funds SMALLCAP World Fund Class A (SMCWX). 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.


SDSCXSMCWXDifference

Sharpe ratio

Return per unit of total volatility

0.70

1.17

-0.46

Sortino ratio

Return per unit of downside risk

1.18

1.72

-0.54

Omega ratio

Gain probability vs. loss probability

1.15

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

0.84

1.66

-0.81

Martin ratio

Return relative to average drawdown

3.26

6.37

-3.11

SDSCX vs. SMCWX - Sharpe Ratio Comparison

The current SDSCX Sharpe Ratio is 0.70, which is lower than the SMCWX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of SDSCX and SMCWX, 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


SDSCXSMCWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.17

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.01

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.51

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.57

-0.56

Correlation

The correlation between SDSCX and SMCWX is 0.83, 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

SDSCX vs. SMCWX - Dividend Comparison

SDSCX's dividend yield for the trailing twelve months is around 54.86%, more than SMCWX's 4.90% yield.


TTM20252024202320222021202020192018201720162015
SDSCX
BNY Mellon Small/Mid Cap Growth Fund
54.86%52.29%0.43%0.00%0.00%9.19%7.93%0.00%8.72%9.16%2.21%6.57%
SMCWX
American Funds SMALLCAP World Fund Class A
4.90%4.84%0.60%0.64%0.00%9.24%1.60%4.24%7.06%4.48%0.35%6.49%

Drawdowns

SDSCX vs. SMCWX - Drawdown Comparison

The maximum SDSCX drawdown since its inception was -99.19%, which is greater than SMCWX's maximum drawdown of -62.46%. Use the drawdown chart below to compare losses from any high point for SDSCX and SMCWX.


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Drawdown Indicators


SDSCXSMCWXDifference

Max Drawdown

Largest peak-to-trough decline

-99.19%

-62.46%

-36.73%

Max Drawdown (1Y)

Largest decline over 1 year

-19.60%

-11.83%

-7.77%

Max Drawdown (5Y)

Largest decline over 5 years

-45.77%

-39.79%

-5.98%

Max Drawdown (10Y)

Largest decline over 10 years

-48.25%

-39.79%

-8.46%

Current Drawdown

Current decline from peak

-88.62%

-10.12%

-78.50%

Average Drawdown

Average peak-to-trough decline

-75.09%

-14.98%

-60.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.08%

3.08%

+2.00%

Volatility

SDSCX vs. SMCWX - Volatility Comparison

BNY Mellon Small/Mid Cap Growth Fund (SDSCX) has a higher volatility of 9.00% compared to American Funds SMALLCAP World Fund Class A (SMCWX) at 7.62%. This indicates that SDSCX's price experiences larger fluctuations and is considered to be riskier than SMCWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDSCXSMCWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.00%

7.62%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

16.07%

11.82%

+4.25%

Volatility (1Y)

Calculated over the trailing 1-year period

24.66%

17.93%

+6.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.53%

18.05%

+6.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.15%

17.76%

+6.39%