PortfoliosLab logoPortfoliosLab logo
DIISX vs. DNLDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIISX vs. DNLDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon International Stock Index Fund (DIISX) and BNY Mellon Active MidCap Fund (DNLDX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DIISX vs. DNLDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIISX
BNY Mellon International Stock Index Fund
0.67%30.36%0.36%13.93%-14.57%10.85%7.52%21.48%-13.92%24.46%
DNLDX
BNY Mellon Active MidCap Fund
0.70%9.79%22.27%16.99%-14.34%26.49%9.29%16.82%-14.46%16.64%

Returns By Period

The year-to-date returns for both investments are quite close, with DIISX having a 0.67% return and DNLDX slightly higher at 0.70%. Over the past 10 years, DIISX has underperformed DNLDX with an annualized return of 7.67%, while DNLDX has yielded a comparatively higher 8.93% annualized return.


DIISX

1D
2.30%
1M
-6.65%
YTD
0.67%
6M
4.66%
1Y
21.81%
3Y*
11.52%
5Y*
6.36%
10Y*
7.67%

DNLDX

1D
2.38%
1M
-4.60%
YTD
0.70%
6M
1.74%
1Y
16.32%
3Y*
14.80%
5Y*
9.10%
10Y*
8.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DIISX vs. DNLDX - Expense Ratio Comparison

DIISX has a 0.60% expense ratio, which is lower than DNLDX's 1.00% expense ratio.


Return for Risk

DIISX vs. DNLDX — Risk / Return Rank

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

DIISX
DIISX Risk / Return Rank: 6969
Overall Rank
DIISX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DIISX Sortino Ratio Rank: 6969
Sortino Ratio Rank
DIISX Omega Ratio Rank: 6868
Omega Ratio Rank
DIISX Calmar Ratio Rank: 6969
Calmar Ratio Rank
DIISX Martin Ratio Rank: 6565
Martin Ratio Rank

DNLDX
DNLDX Risk / Return Rank: 4646
Overall Rank
DNLDX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
DNLDX Sortino Ratio Rank: 4343
Sortino Ratio Rank
DNLDX Omega Ratio Rank: 4040
Omega Ratio Rank
DNLDX Calmar Ratio Rank: 4848
Calmar Ratio Rank
DNLDX Martin Ratio Rank: 6262
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.

DIISX vs. DNLDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Stock Index Fund (DIISX) and BNY Mellon Active MidCap Fund (DNLDX). 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.


DIISXDNLDXDifference

Sharpe ratio

Return per unit of total volatility

1.43

0.89

+0.53

Sortino ratio

Return per unit of downside risk

1.87

1.38

+0.50

Omega ratio

Gain probability vs. loss probability

1.28

1.19

+0.08

Calmar ratio

Return relative to maximum drawdown

1.80

1.30

+0.50

Martin ratio

Return relative to average drawdown

6.89

6.31

+0.58

DIISX vs. DNLDX - Sharpe Ratio Comparison

The current DIISX Sharpe Ratio is 1.43, which is higher than the DNLDX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of DIISX and DNLDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DIISXDNLDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

0.89

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.49

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.46

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.54

-0.29

Correlation

The correlation between DIISX and DNLDX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DIISX vs. DNLDX - Dividend Comparison

DIISX's dividend yield for the trailing twelve months is around 4.55%, less than DNLDX's 14.92% yield.


TTM20252024202320222021202020192018201720162015
DIISX
BNY Mellon International Stock Index Fund
4.55%4.58%0.27%0.29%2.23%3.42%1.62%2.80%2.66%2.17%2.89%2.12%
DNLDX
BNY Mellon Active MidCap Fund
14.92%14.15%15.24%1.69%8.82%17.74%2.77%2.65%11.14%11.32%1.00%3.12%

Drawdowns

DIISX vs. DNLDX - Drawdown Comparison

The maximum DIISX drawdown since its inception was -60.03%, smaller than the maximum DNLDX drawdown of -63.69%. Use the drawdown chart below to compare losses from any high point for DIISX and DNLDX.


Loading graphics...

Drawdown Indicators


DIISXDNLDXDifference

Max Drawdown

Largest peak-to-trough decline

-60.03%

-63.69%

+3.66%

Max Drawdown (1Y)

Largest decline over 1 year

-11.62%

-13.37%

+1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-29.46%

-23.42%

-6.04%

Max Drawdown (10Y)

Largest decline over 10 years

-34.08%

-42.23%

+8.15%

Current Drawdown

Current decline from peak

-8.70%

-5.09%

-3.61%

Average Drawdown

Average peak-to-trough decline

-14.89%

-9.67%

-5.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.76%

+0.27%

Volatility

DIISX vs. DNLDX - Volatility Comparison

BNY Mellon International Stock Index Fund (DIISX) has a higher volatility of 7.16% compared to BNY Mellon Active MidCap Fund (DNLDX) at 5.17%. This indicates that DIISX's price experiences larger fluctuations and is considered to be riskier than DNLDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DIISXDNLDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

5.17%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

10.63%

10.08%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

16.16%

18.99%

-2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.83%

18.51%

-2.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

19.50%

-2.95%