IF and RETURN syntax error

GJ24 

Try this way:

S&M Select Title =
VAR _Max =
    FORMAT ( MAXX ( ALLSELECTED ( Dim_Dates ), Dim_Dates[Date] ), "MMM-YYYY" )
VAR _Min =
    FORMAT ( MINX ( ALLSELECTED ( Dim_Dates ), Dim_Dates[Date] ), "MMM-YYYY" )
VAR _Result =
    IF ( _Min = _Max, _Min, _Min & " to " & _Max )
RETURN
    _Result

GJ24 - Ok, should work if you add spaces to the final clause:

VAR _MMMYY = FORMAT(MAXX(ALLSELECTED(Dim_Dates),Dim_Dates[Date]),"MMM-YYYY")

VAR _Max = FORMAT(MAXX(ALLSELECTED(Dim_Dates),Dim_Dates[Date]),"MMM-YYYY")

VAR _Min = FORMAT(MINX(ALLSELECTED(Dim_Dates),Dim_Dates[Date]),"MMM-YYYY")
RETURN
IF(
    ISFILTERED(Dim_Dates[Month Short]) && ISFILTERED(Dim_Dates[Year])
    _MMMYY,
    _Min & "to" & _Max
)

If this does not, please send a screenshot with the error message. 

If this works for you please accept as the solution to help others with the same challenges.