DIERX vs. SNIEX

Last updated Apr 1, 2026

Compare and contrast key facts about BNY Mellon International Core Equity Fund (DIERX) and BNY Mellon International Equity Fund (SNIEX).

DIERX is managed by Dreyfus. It was launched on Dec 8, 1988. SNIEX is managed by Dreyfus. It was launched on Dec 21, 2005.

Performance

DIERX vs. SNIEX - 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 International Equity Fund (SNIEX). The values are adjusted to include any dividend payments, if applicable.

DIERX vs. SNIEX - 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%
SNIEX BNY Mellon International Equity Fund	-1.37%	39.57%	-7.97%	13.97%	-19.01%	7.69%	13.91%	20.39%	-17.20%	28.69%

Returns By Period

DIERX

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

SNIEX

• 1D: 0.48%
• 1M: -10.51%
• YTD: -1.37%
• 6M: 1.87%
• 1Y: 25.29%
• 3Y*: 10.93%
• 5Y*: 4.01%
• 10Y*: 6.13%

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

DIERX vs. SNIEX - Expense Ratio Comparison

DIERX has a 0.85% expense ratio, which is higher than SNIEX's 0.82% expense ratio.

DIERX

BNY Mellon International Core Equity Fund

SNIEX

BNY Mellon International Equity Fund

Return for Risk

DIERX vs. SNIEX — Risk / Return Rank

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

SNIEX

SNIEX Risk / Return Rank: 79
SNIEX Sharpe Ratio Rank: 80
SNIEX Sortino Ratio Rank: 77
SNIEX Omega Ratio Rank: 74
SNIEX Calmar Ratio Rank: 83
SNIEX Martin Ratio Rank: 79

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. SNIEX - 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 International Equity Fund (SNIEX). 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	SNIEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.48	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.15	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.28	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.20	—

Correlation

The correlation between DIERX and SNIEX is 0.94, 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. SNIEX - Dividend Comparison

DIERX's dividend yield for the trailing twelve months is around 9.61%, less than SNIEX's 19.08% 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%
SNIEX BNY Mellon International Equity Fund	19.08%	18.82%	38.06%	7.05%	3.67%	3.35%	1.51%	2.55%	2.26%	1.34%	1.40%	1.13%

Drawdowns

Drawdown Indicators

	DIERX	SNIEX	Difference
Max Drawdown Largest peak-to-trough decline	—	-56.96%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-11.22%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.87%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.74%	—
Current Drawdown Current decline from peak	—	-10.79%	—
Average Drawdown Average peak-to-trough decline	—	-15.58%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.98%	—

Volatility

Volatility by Period

	DIERX	SNIEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.62%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.76%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	15.92%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	26.37%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	22.19%	—