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DIERX vs. SDGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIERX vs. SDGIX - 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 Global Fixed Income Fund (SDGIX). The values are adjusted to include any dividend payments, if applicable.

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DIERX vs. SDGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SDGIX
BNY Mellon Global Fixed Income Fund
-1.13%4.63%4.86%7.80%-9.34%-1.47%8.07%8.32%-0.79%4.35%

Returns By Period


DIERX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

SDGIX

1D
0.25%
1M
-2.48%
YTD
-1.13%
6M
-0.48%
1Y
2.18%
3Y*
4.44%
5Y*
1.30%
10Y*
2.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DIERX vs. SDGIX - Expense Ratio Comparison

DIERX has a 0.85% expense ratio, which is higher than SDGIX's 0.53% expense ratio.


Return for Risk

DIERX vs. SDGIX — Risk / Return Rank

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

DIERX

SDGIX
SDGIX Risk / Return Rank: 2828
Overall Rank
SDGIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SDGIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
SDGIX Omega Ratio Rank: 2020
Omega Ratio Rank
SDGIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SDGIX Martin Ratio Rank: 3434
Martin Ratio Rank
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. SDGIX - 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 Global Fixed Income Fund (SDGIX). 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.

DIERX vs. SDGIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DIERXSDGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

1.53

Correlation

The correlation between DIERX and SDGIX is 0.02, 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. SDGIX - Dividend Comparison

DIERX's dividend yield for the trailing twelve months is around 9.61%, more than SDGIX's 3.17% yield.


TTM20252024202320222021202020192018201720162015
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%
SDGIX
BNY Mellon Global Fixed Income Fund
3.17%3.53%3.55%1.82%4.51%5.64%2.45%0.49%4.02%2.75%0.59%2.83%

Drawdowns

DIERX vs. SDGIX - Drawdown Comparison


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Drawdown Indicators


DIERXSDGIXDifference

Max Drawdown

Largest peak-to-trough decline

-14.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

Max Drawdown (5Y)

Largest decline over 5 years

-14.53%

Max Drawdown (10Y)

Largest decline over 10 years

-14.53%

Current Drawdown

Current decline from peak

-2.48%

Average Drawdown

Average peak-to-trough decline

-1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

Volatility

DIERX vs. SDGIX - Volatility Comparison


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Volatility by Period


DIERXSDGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

Volatility (6M)

Calculated over the trailing 6-month period

1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.45%