SDSCX vs. VLEQX

Last updated Jun 5, 2026

SDSCX (BNY Mellon Small/Mid Cap Growth Fund) and VLEQX (Villere Equity Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, SDSCX returned 11.45%/yr vs 3.54%/yr for VLEQX. Their correlation of 0.81 suggests significant overlap in exposure. SDSCX charges 0.70%/yr vs 1.22%/yr for VLEQX.

Performance

SDSCX vs. VLEQX - Performance Comparison

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

Returns By Period

In the year-to-date period, SDSCX achieves a 4.82% return, which is significantly higher than VLEQX's 3.71% return. Over the past 10 years, SDSCX has outperformed VLEQX with an annualized return of 11.45%, while VLEQX has yielded a comparatively lower 3.54% annualized return.

SDSCX

• 1D: -0.31%
• 1M: 0.13%
• YTD: 4.82%
• 6M: 1.22%
• 1Y: 16.06%
• 3Y*: 11.89%
• 5Y*: -0.11%
• 10Y*: 11.45%

VLEQX

• 1D: -0.61%
• 1M: -0.17%
• YTD: 3.71%
• 6M: 3.98%
• 1Y: 3.15%
• 3Y*: 3.25%
• 5Y*: -2.58%
• 10Y*: 3.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SDSCX vs. VLEQX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SDSCX BNY Mellon Small/Mid Cap Growth Fund	4.82%	11.91%	9.95%	15.55%	-33.20%	-4.42%	68.54%	39.14%	-1.46%	26.74%
VLEQX Villere Equity Fund	3.71%	0.26%	1.50%	11.37%	-24.50%	5.80%	14.77%	24.50%	-6.98%	7.34%

Correlation

The correlation between SDSCX and VLEQX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.80
Correlation (All Time) Calculated using the full available price history since Jan 3, 2014	0.81

The correlation between SDSCX and VLEQX shifts across timeframes, from 0.71 (1 year) to 0.83 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

SDSCX vs. VLEQX — Risk / Return Rank

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

SDSCX

SDSCX Risk / Return Rank: 10
SDSCX Sharpe Ratio Rank: 10
SDSCX Sortino Ratio Rank: 11
SDSCX Omega Ratio Rank: 10
SDSCX Calmar Ratio Rank: 9
SDSCX Martin Ratio Rank: 10

VLEQX

VLEQX Risk / Return Rank: 5
VLEQX Sharpe Ratio Rank: 5
VLEQX Sortino Ratio Rank: 5
VLEQX Omega Ratio Rank: 5
VLEQX Calmar Ratio Rank: 5
VLEQX Martin Ratio Rank: 5

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. VLEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Small/Mid Cap Growth Fund (SDSCX) and Villere Equity Fund (VLEQX). 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.

	SDSCX	VLEQX	Difference
Sharpe ratio: Return per unit of total volatility	0.80	0.30	+0.50
Sortino ratio: Return per unit of downside risk	1.29	0.50	+0.79
Omega ratio: Gain probability vs. loss probability	1.15	1.06	+0.09
Calmar ratio: Return relative to maximum drawdown	0.85	0.41	+0.44
Martin ratio: Return relative to average drawdown	2.75	1.12	+1.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SDSCX vs. VLEQX - Sharpe Ratio Comparison

The current SDSCX Sharpe Ratio is 0.80, which is higher than the VLEQX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of SDSCX and VLEQX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SDSCX	VLEQX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.80	0.30	+0.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.00	-0.14	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	0.18	+0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	0.10	-0.09

Drawdowns

SDSCX vs. VLEQX - Drawdown Comparison

The maximum SDSCX drawdown since its inception was -98.89%, which is greater than VLEQX's maximum drawdown of -35.60%. Use the drawdown chart below to compare losses from any high point for SDSCX and VLEQX.

Drawdown Indicators

	SDSCX	VLEQX	Difference
Max Drawdown Largest peak-to-trough decline	-98.89%	-35.60%	-63.29%
Max Drawdown (1Y) Largest decline over 1 year	-19.60%	-8.09%	-11.51%
Max Drawdown (3Y) Largest decline over 3 years	-25.23%	-19.24%	-5.99%
Max Drawdown (5Y) Largest decline over 5 years	-45.77%	-33.46%	-12.31%
Max Drawdown (10Y) Largest decline over 10 years	-48.25%	-35.60%	-12.65%
Current Drawdown Current decline from peak	-82.88%	-16.23%	-66.65%
Average Drawdown Average peak-to-trough decline	-73.83%	-12.46%	-61.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.08%	2.97%	+3.11%

Volatility

SDSCX vs. VLEQX - Volatility Comparison

BNY Mellon Small/Mid Cap Growth Fund (SDSCX) has a higher volatility of 6.29% compared to Villere Equity Fund (VLEQX) at 2.07%. This indicates that SDSCX's price experiences larger fluctuations and is considered to be riskier than VLEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDSCX	VLEQX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.29%	2.07%	+4.22%
Volatility (6M) Calculated over the trailing 6-month period	16.27%	7.82%	+8.45%
Volatility (1Y) Calculated over the trailing 1-year period	21.03%	11.31%	+9.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.50%	19.15%	+5.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.27%	19.20%	+5.07%

SDSCX vs. VLEQX - Expense Ratio Comparison

SDSCX has a 0.70% expense ratio, which is lower than VLEQX's 1.22% expense ratio.

Dividends

SDSCX vs. VLEQX - Dividend Comparison

SDSCX's dividend yield for the trailing twelve months is around 49.88%, more than VLEQX's 0.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SDSCX BNY Mellon Small/Mid Cap Growth Fund	49.88%	52.29%	0.43%	0.00%	0.00%	9.19%	7.93%	0.00%	8.72%	9.16%	2.21%	6.57%
VLEQX Villere Equity Fund	0.52%	0.54%	0.40%	4.64%	2.88%	8.24%	0.73%	0.17%	0.34%	0.00%	0.11%	1.76%

Frequently Asked Questions

Can I hold both SDSCX and VLEQX in my portfolio?

SDSCX and VLEQX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SDSCX or VLEQX?

SDSCX has higher volatility (6.29%) compared to VLEQX (2.07%). In terms of maximum drawdown, SDSCX dropped -98.89% vs VLEQX's -35.60%.

Which has better risk-adjusted returns?

SDSCX currently has the higher Sharpe Ratio (0.80 vs 0.30), 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.