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DIISX vs. DRGVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIISX vs. DRGVX - 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 Dynamic Value Fund Class I (DRGVX). The values are adjusted to include any dividend payments, if applicable.

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DIISX vs. DRGVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIISX
BNY Mellon International Stock Index Fund
-1.59%30.36%0.36%13.93%-14.57%10.85%7.52%21.48%-13.92%24.46%
DRGVX
BNY Mellon Dynamic Value Fund Class I
0.14%18.48%14.26%12.83%1.51%31.14%3.94%27.04%-10.52%15.06%

Returns By Period

In the year-to-date period, DIISX achieves a -1.59% return, which is significantly lower than DRGVX's 0.14% return. Over the past 10 years, DIISX has underperformed DRGVX with an annualized return of 7.42%, while DRGVX has yielded a comparatively higher 12.72% annualized return.


DIISX

1D
0.69%
1M
-10.76%
YTD
-1.59%
6M
2.91%
1Y
20.06%
3Y*
10.67%
5Y*
6.14%
10Y*
7.42%

DRGVX

1D
-0.28%
1M
-6.15%
YTD
0.14%
6M
5.03%
1Y
15.53%
3Y*
15.03%
5Y*
12.41%
10Y*
12.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DIISX vs. DRGVX - Expense Ratio Comparison

DIISX has a 0.60% expense ratio, which is lower than DRGVX's 0.68% expense ratio.


Return for Risk

DIISX vs. DRGVX — Risk / Return Rank

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

DIISX
DIISX Risk / Return Rank: 5959
Overall Rank
DIISX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
DIISX Sortino Ratio Rank: 5858
Sortino Ratio Rank
DIISX Omega Ratio Rank: 5656
Omega Ratio Rank
DIISX Calmar Ratio Rank: 6060
Calmar Ratio Rank
DIISX Martin Ratio Rank: 5959
Martin Ratio Rank

DRGVX
DRGVX Risk / Return Rank: 5353
Overall Rank
DRGVX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DRGVX Sortino Ratio Rank: 5252
Sortino Ratio Rank
DRGVX Omega Ratio Rank: 5555
Omega Ratio Rank
DRGVX Calmar Ratio Rank: 4949
Calmar Ratio Rank
DRGVX Martin Ratio Rank: 5656
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. DRGVX - 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 Dynamic Value Fund Class I (DRGVX). 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.


DIISXDRGVXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.99

+0.15

Sortino ratio

Return per unit of downside risk

1.53

1.43

+0.09

Omega ratio

Gain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratio

Return relative to maximum drawdown

1.40

1.21

+0.19

Martin ratio

Return relative to average drawdown

5.64

5.39

+0.25

DIISX vs. DRGVX - Sharpe Ratio Comparison

The current DIISX Sharpe Ratio is 1.14, which is comparable to the DRGVX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of DIISX and DRGVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DIISXDRGVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.99

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.80

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.68

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.60

-0.36

Correlation

The correlation between DIISX and DRGVX is 0.69, 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. DRGVX - Dividend Comparison

DIISX's dividend yield for the trailing twelve months is around 4.66%, less than DRGVX's 6.87% yield.


TTM20252024202320222021202020192018201720162015
DIISX
BNY Mellon International Stock Index Fund
4.66%4.58%0.27%0.29%2.23%3.42%1.62%2.80%2.66%2.17%2.89%2.12%
DRGVX
BNY Mellon Dynamic Value Fund Class I
6.87%6.88%6.87%5.31%7.99%21.73%2.85%3.52%17.87%10.95%2.89%16.07%

Drawdowns

DIISX vs. DRGVX - Drawdown Comparison

The maximum DIISX drawdown since its inception was -60.03%, which is greater than DRGVX's maximum drawdown of -42.60%. Use the drawdown chart below to compare losses from any high point for DIISX and DRGVX.


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Drawdown Indicators


DIISXDRGVXDifference

Max Drawdown

Largest peak-to-trough decline

-60.03%

-42.60%

-17.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.62%

-12.22%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-29.46%

-17.01%

-12.45%

Max Drawdown (10Y)

Largest decline over 10 years

-34.08%

-42.60%

+8.52%

Current Drawdown

Current decline from peak

-10.76%

-6.65%

-4.11%

Average Drawdown

Average peak-to-trough decline

-14.89%

-4.39%

-10.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.74%

+0.29%

Volatility

DIISX vs. DRGVX - Volatility Comparison

BNY Mellon International Stock Index Fund (DIISX) has a higher volatility of 6.85% compared to BNY Mellon Dynamic Value Fund Class I (DRGVX) at 4.03%. This indicates that DIISX's price experiences larger fluctuations and is considered to be riskier than DRGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIISXDRGVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

4.03%

+2.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

8.88%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

16.78%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.80%

15.57%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

18.81%

-2.27%