DIERX vs. PZRIX

Last updated Apr 2, 2026

Compare and contrast key facts about BNY Mellon International Core Equity Fund (DIERX) and PIMCO RAE Global ex-US Fund (PZRIX).

DIERX is managed by Dreyfus. It was launched on Dec 8, 1988. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.

Performance

DIERX vs. PZRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon International Core Equity Fund (DIERX) and PIMCO RAE Global ex-US Fund (PZRIX). The values are adjusted to include any dividend payments, if applicable.

DIERX vs. PZRIX - 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%
PZRIX PIMCO RAE Global ex-US Fund	9.93%	34.05%	3.29%	19.31%	-9.11%	12.08%	1.74%	15.94%	-14.93%	26.00%

Returns By Period

DIERX

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

PZRIX

• 1D: 1.89%
• 1M: -4.32%
• YTD: 9.93%
• 6M: 17.91%
• 1Y: 37.11%
• 3Y*: 19.65%
• 5Y*: 10.81%
• 10Y*: 10.15%

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

DIERX vs. PZRIX - Expense Ratio Comparison

DIERX has a 0.85% expense ratio, which is higher than PZRIX's 0.00% expense ratio.

DIERX

BNY Mellon International Core Equity Fund

PZRIX

PIMCO RAE Global ex-US Fund

Return for Risk

DIERX vs. PZRIX — Risk / Return Rank

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

PZRIX

PZRIX Risk / Return Rank: 95
PZRIX Sharpe Ratio Rank: 97
PZRIX Sortino Ratio Rank: 96
PZRIX Omega Ratio Rank: 95
PZRIX Calmar Ratio Rank: 93
PZRIX Martin Ratio Rank: 95

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. PZRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Core Equity Fund (DIERX) and PIMCO RAE Global ex-US Fund (PZRIX). 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	PZRIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.67	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.69	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.59	—

Correlation

The correlation between DIERX and PZRIX is 0.88, 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. PZRIX - Dividend Comparison

DIERX's dividend yield for the trailing twelve months is around 9.61%, more than PZRIX's 5.96% 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%
PZRIX PIMCO RAE Global ex-US Fund	5.96%	6.56%	6.70%	9.19%	8.80%	11.99%	2.04%	6.32%	2.80%	4.13%	2.58%	0.00%

Drawdowns

Drawdown Indicators

	DIERX	PZRIX	Difference
Max Drawdown Largest peak-to-trough decline	—	-43.53%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-10.68%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-30.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-43.53%	—
Current Drawdown Current decline from peak	—	-5.20%	—
Average Drawdown Average peak-to-trough decline	—	-9.00%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.45%	—

Volatility

Volatility by Period

	DIERX	PZRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.45%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.92%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	14.17%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	15.85%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	17.02%	—