SDSCX vs. VMVAX

In the year-to-date period, SDSCX achieves a -1.01% return, which is significantly lower than VMVAX's -0.19% return. Over the past 10 years, SDSCX has outperformed VMVAX with an annualized return of 10.05%, while VMVAX has yielded a comparatively lower 8.06% annualized return.

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SDSCX has a 0.70% expense ratio, which is higher than VMVAX's 0.07% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Small/Mid Cap Growth Fund (SDSCX) and Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX). 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.

The current SDSCX Sharpe Ratio is 0.43, which is comparable to the VMVAX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of SDSCX and VMVAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SDSCX's dividend yield for the trailing twelve months is around 0.22%, less than VMVAX's 2.33% yield.

The maximum SDSCX drawdown since its inception was -94.10%, which is greater than VMVAX's maximum drawdown of -43.07%. Use the drawdown chart below to compare losses from any high point for SDSCX and VMVAX.

BNY Mellon Small/Mid Cap Growth Fund (SDSCX) has a higher volatility of 6.48% compared to Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) at 4.54%. This indicates that SDSCX's price experiences larger fluctuations and is considered to be riskier than VMVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.