- ISIN
- US09661L5003
- CUSIP
- 09661L500
- Issuer
- BNY Mellon
- Inception Date
- Jun 30, 1997
- Category
- Foreign Large Cap Equities
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
DIISX Performance Chart
BNY Mellon International Stock Index Fund (DIISX) is up 10.2% since the beginning of the year. DIISX is currently trading at $26 per share. Investors who bought $1,000 worth of DIISX shares 5 years ago would now be looking at an investment worth $1,436.
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Returns By Period
BNY Mellon International Stock Index Fund (DIISX) has returned 10.23% so far this year and 24.28% over the past 12 months. Over the last ten years, DIISX has returned 8.39% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
BNY Mellon International Stock Index Fund
- 1D
- 0.69%
- 1M
- 1.74%
- YTD
- 10.23%
- 6M
- 10.63%
- 1Y
- 24.28%
- 3Y*
- 13.28%
- 5Y*
- 7.50%
- 10Y*
- 8.39%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DIISX Monthly Returns History
Based on dividend-adjusted daily data since Jun 30, 1997, DIISX's average daily return is +0.03%, while the average monthly return is +0.51%. At this rate, an investment would double in approximately 11.4 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +14.2%, while the worst month was Oct 2008 at -21.1%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 6 months.
On a daily basis, DIISX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +12.7%, while the worst single day was Mar 12, 2020 at -11.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.99% | 5.03% | -8.70% | 6.04% | 2.47% | 0.77% | 10.23% | ||||||
| 2025 | 5.02% | 2.54% | -0.78% | 4.30% | 4.88% | 2.41% | -2.01% | 4.19% | 2.01% | 1.13% | 0.70% | 2.68% | 30.36% |
| 2024 | -0.47% | 2.79% | 3.07% | -3.08% | 5.07% | -2.14% | 2.84% | 3.44% | 0.42% | -5.36% | -0.30% | -5.24% | 0.36% |
| 2023 | 8.20% | -2.91% | 3.00% | 2.75% | -4.06% | 4.40% | 2.61% | -3.64% | -3.56% | -3.36% | 8.22% | 2.59% | 13.93% |
| 2022 | -4.07% | -2.69% | -0.37% | -6.51% | 1.83% | -8.92% | 5.17% | -5.91% | -9.46% | 5.84% | 13.70% | -1.74% | -14.57% |
| 2021 | -1.28% | 1.99% | 2.43% | 3.10% | 3.75% | -1.59% | 0.93% | 1.55% | -3.40% | 3.86% | -5.34% | 4.88% | 10.85% |
Benchmark Metrics
BNY Mellon International Stock Index Fund has an annualized alpha of 0.10%, beta of 0.69, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since June 30, 1997.
- This fund participated in 97.49% of S&P 500 Index downside but only 84.75% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.69 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.10%
- Beta
- 0.69
- R²
- 0.51
- Upside Capture
- 84.75%
- Downside Capture
- 97.49%
Expense Ratio
DIISX has an expense ratio of 0.60%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DIISX ranks 34 for risk / return — below 34% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for BNY Mellon International Stock Index Fund (DIISX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DIISX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 2.78 | -0.74 |
| Martin ratioReturn relative to average drawdown | 7.35 | 12.44 | -5.09 |
Dividends
Dividend History
BNY Mellon International Stock Index Fund provided a 4.16% dividend yield over the last twelve months, with an annual payout of $1.09 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.09 | $1.09 | $0.05 | $0.06 | $0.38 | $0.69 | $0.30 | $0.50 | $0.40 | $0.39 | $0.42 | $0.32 |
Dividend yield | 4.16% | 4.58% | 0.27% | 0.29% | 2.23% | 3.42% | 1.62% | 2.80% | 2.66% | 2.17% | 2.89% | 2.12% |
Monthly Dividends
The table displays the monthly dividend distributions for BNY Mellon International Stock Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.09 | $1.09 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.05 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.06 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.69 | $0.69 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the BNY Mellon International Stock Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the BNY Mellon International Stock Index Fund was 60.03%, occurring on Mar 9, 2009. Recovery took 1330 trading sessions.
The current BNY Mellon International Stock Index Fund drawdown is 0.04%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -60.03%Mar 2009 | 1y 4mo | 5y 3mo | 6y 7moNov 2007 - Jun 2014 |
2003 bear market2003 | -53.58%Mar 2003 | 3y 2mo | 2y 9mo | 5y 11moJan 2000 - Dec 2005 |
COVID crash2020 | -34.08%Mar 2020 | 2y 1mo | 8mo 6d | 2y 10moJan 2018 - Nov 2020 |
Bear market2022 | -29.46%Sep 2022 | 1y 18d | 1y 5mo | 2y 6moSep 2021 - Mar 2024 |
1998 bear market1998 | -24.24%Oct 1998 | 2mo 16d | 3mo 2d | 5mo 18dJul 1998 - Jan 1999 |
Drawdown Indicators
| DIISX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.03% | -56.78% | -3.25% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -9.10% | -2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -18.90% | +2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -29.46% | -25.43% | -4.03% |
Max Drawdown (10Y)Largest decline over 10 years | -34.08% | -33.92% | -0.16% |
Current DrawdownCurrent decline from peak | -0.04% | -1.80% | +1.76% |
Average DrawdownAverage peak-to-trough decline | -14.80% | -10.71% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.03% | +1.14% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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