DIERX vs. GSIMX

Last updated Apr 1, 2026

Compare and contrast key facts about BNY Mellon International Core Equity Fund (DIERX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX).

DIERX is managed by Dreyfus. It was launched on Dec 8, 1988. GSIMX is managed by Goldman Sachs. It was launched on Dec 15, 2016.

Performance

DIERX vs. GSIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon International Core Equity Fund (DIERX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). The values are adjusted to include any dividend payments, if applicable.

DIERX vs. GSIMX - 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%	27.84%
GSIMX Goldman Sachs GQG Partners International Opportunities Fund	3.78%	20.85%	9.66%	22.10%	-11.06%	12.50%	15.77%	27.64%	-6.04%	29.92%

Returns By Period

DIERX

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

GSIMX

• 1D: 0.60%
• 1M: -6.12%
• YTD: 3.78%
• 6M: 7.89%
• 1Y: 15.89%
• 3Y*: 17.37%
• 5Y*: 10.41%
• 10Y*: —

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

DIERX vs. GSIMX - Expense Ratio Comparison

DIERX has a 0.85% expense ratio, which is higher than GSIMX's 0.76% expense ratio.

DIERX

BNY Mellon International Core Equity Fund

GSIMX

Goldman Sachs GQG Partners International Opportunities Fund

Return for Risk

DIERX vs. GSIMX — Risk / Return Rank

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

GSIMX

GSIMX Risk / Return Rank: 74
GSIMX Sharpe Ratio Rank: 73
GSIMX Sortino Ratio Rank: 69
GSIMX Omega Ratio Rank: 73
GSIMX Calmar Ratio Rank: 78
GSIMX Martin Ratio Rank: 77

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. GSIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Core Equity Fund (DIERX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). 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	GSIMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.28	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.81	—

Correlation

The correlation between DIERX and GSIMX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

DIERX vs. GSIMX - Dividend Comparison

DIERX's dividend yield for the trailing twelve months is around 9.61%, more than GSIMX's 4.93% 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%
GSIMX Goldman Sachs GQG Partners International Opportunities Fund	4.93%	5.12%	11.18%	2.36%	4.89%	2.23%	0.18%	0.65%	0.53%	0.16%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	DIERX	GSIMX	Difference
Max Drawdown Largest peak-to-trough decline	—	-28.84%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.75%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.37%	—
Current Drawdown Current decline from peak	—	-6.12%	—
Average Drawdown Average peak-to-trough decline	—	-4.85%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.15%	—

Volatility

Volatility by Period

	DIERX	GSIMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.78%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.35%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	12.47%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	14.42%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	15.77%	—