DIERX vs. DFLYX

Last updated Apr 2, 2026

Compare and contrast key facts about BNY Mellon International Core Equity Fund (DIERX) and BNY Mellon Floating Rate Income Fund (DFLYX).

DIERX is managed by Dreyfus. It was launched on Dec 8, 1988. DFLYX is managed by Dreyfus. It was launched on Sep 26, 2013.

Performance

DIERX vs. DFLYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon International Core Equity Fund (DIERX) and BNY Mellon Floating Rate Income Fund (DFLYX). The values are adjusted to include any dividend payments, if applicable.

DIERX vs. DFLYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DIERX BNY Mellon International Core Equity Fund	11.90%	30.99%	-2.17%	17.06%	-15.40%	9.49%	7.54%	22.48%	-16.54%	28.35%
DFLYX BNY Mellon Floating Rate Income Fund	-0.42%	4.84%	9.77%	13.29%	-1.15%	4.84%	2.66%	7.15%	-0.58%	3.48%

Returns By Period

DIERX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DFLYX

• 1D: 0.09%
• 1M: 0.66%
• YTD: -0.42%
• 6M: 0.36%
• 1Y: 4.46%
• 3Y*: 8.00%
• 5Y*: 5.77%
• 10Y*: 4.95%

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

DIERX vs. DFLYX - Expense Ratio Comparison

DIERX has a 0.85% expense ratio, which is higher than DFLYX's 0.73% expense ratio.

DIERX

BNY Mellon International Core Equity Fund

DFLYX

BNY Mellon Floating Rate Income Fund

Return for Risk

DIERX vs. DFLYX — Risk / Return Rank

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

DFLYX

DFLYX Risk / Return Rank: 90
DFLYX Sharpe Ratio Rank: 94
DFLYX Sortino Ratio Rank: 96
DFLYX Omega Ratio Rank: 97
DFLYX Calmar Ratio Rank: 87
DFLYX Martin Ratio Rank: 78

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.

DIERX vs. DFLYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Core Equity Fund (DIERX) and BNY Mellon Floating Rate Income Fund (DFLYX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	DIERX	DFLYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.25	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	3.03	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	1.48	—

Correlation

The correlation between DIERX and DFLYX is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

DIERX vs. DFLYX - Dividend Comparison

DIERX's dividend yield for the trailing twelve months is around 9.61%, more than DFLYX's 7.54% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIERX BNY Mellon International Core Equity Fund	9.61%	8.07%	0.00%	3.46%	3.85%	11.97%	2.28%	2.74%	2.29%	1.64%	1.81%	1.05%
DFLYX BNY Mellon Floating Rate Income Fund	7.54%	7.50%	8.78%	8.78%	5.49%	4.22%	4.66%	5.54%	5.19%	3.77%	4.14%	4.65%

Drawdowns

Drawdown Indicators

	DIERX	DFLYX	Difference
Max Drawdown Largest peak-to-trough decline	—	-18.83%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-1.71%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-6.28%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-18.83%	—
Current Drawdown Current decline from peak	—	-0.97%	—
Average Drawdown Average peak-to-trough decline	—	-0.80%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.51%	—

Volatility

Volatility by Period

	DIERX	DFLYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.59%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.06%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	1.99%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	1.91%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	3.05%	—