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DIISX vs. VIGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DIISX and VIGIX is 0.57, 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.


-0.50.00.51.00.6

Performance

DIISX vs. VIGIX - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
1.95%
14.18%
DIISX
VIGIX

Key characteristics

Sharpe Ratio

DIISX:

0.82

VIGIX:

1.58

Sortino Ratio

DIISX:

1.21

VIGIX:

2.11

Omega Ratio

DIISX:

1.15

VIGIX:

1.29

Calmar Ratio

DIISX:

0.96

VIGIX:

2.18

Martin Ratio

DIISX:

2.23

VIGIX:

8.27

Ulcer Index

DIISX:

4.72%

VIGIX:

3.42%

Daily Std Dev

DIISX:

12.78%

VIGIX:

17.84%

Max Drawdown

DIISX:

-60.67%

VIGIX:

-57.17%

Current Drawdown

DIISX:

-2.34%

VIGIX:

-0.51%

Returns By Period

In the year-to-date period, DIISX achieves a 8.10% return, which is significantly higher than VIGIX's 3.65% return. Over the past 10 years, DIISX has underperformed VIGIX with an annualized return of 5.00%, while VIGIX has yielded a comparatively higher 15.66% annualized return.


DIISX

YTD

8.10%

1M

4.76%

6M

1.95%

1Y

10.33%

5Y*

6.31%

10Y*

5.00%

VIGIX

YTD

3.65%

1M

1.67%

6M

14.18%

1Y

29.99%

5Y*

17.43%

10Y*

15.66%

*Annualized

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. VIGIX - Expense Ratio Comparison

DIISX has a 0.60% expense ratio, which is higher than VIGIX's 0.04% expense ratio.


DIISX
BNY Mellon International Stock Index Fund
Expense ratio chart for DIISX: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for VIGIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

DIISX vs. VIGIX — Risk-Adjusted Performance Rank

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

DIISX
The Risk-Adjusted Performance Rank of DIISX is 4444
Overall Rank
The Sharpe Ratio Rank of DIISX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of DIISX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of DIISX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of DIISX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of DIISX is 3434
Martin Ratio Rank

VIGIX
The Risk-Adjusted Performance Rank of VIGIX is 8080
Overall Rank
The Sharpe Ratio Rank of VIGIX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGIX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VIGIX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VIGIX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VIGIX is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DIISX vs. VIGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Stock Index Fund (DIISX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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.


Sharpe ratio
The chart of Sharpe ratio for DIISX, currently valued at 0.82, compared to the broader market-1.000.001.002.003.004.000.821.58
The chart of Sortino ratio for DIISX, currently valued at 1.21, compared to the broader market0.002.004.006.008.0010.0012.001.212.11
The chart of Omega ratio for DIISX, currently valued at 1.15, compared to the broader market1.002.003.004.001.151.29
The chart of Calmar ratio for DIISX, currently valued at 0.96, compared to the broader market0.005.0010.0015.0020.000.962.18
The chart of Martin ratio for DIISX, currently valued at 2.23, compared to the broader market0.0020.0040.0060.0080.002.238.27
DIISX
VIGIX

The current DIISX Sharpe Ratio is 0.82, which is lower than the VIGIX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of DIISX and VIGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.82
1.58
DIISX
VIGIX

Dividends

DIISX vs. VIGIX - Dividend Comparison

DIISX's dividend yield for the trailing twelve months is around 2.91%, more than VIGIX's 0.45% yield.


TTM20242023202220212020201920182017201620152014
DIISX
BNY Mellon International Stock Index Fund
2.91%3.15%3.16%2.23%3.42%1.62%2.80%2.66%2.17%2.89%2.13%2.80%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.45%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%

Drawdowns

DIISX vs. VIGIX - Drawdown Comparison

The maximum DIISX drawdown since its inception was -60.67%, which is greater than VIGIX's maximum drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for DIISX and VIGIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.34%
-0.51%
DIISX
VIGIX

Volatility

DIISX vs. VIGIX - Volatility Comparison

The current volatility for BNY Mellon International Stock Index Fund (DIISX) is 3.53%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 4.88%. This indicates that DIISX experiences smaller price fluctuations and is considered to be less risky than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.53%
4.88%
DIISX
VIGIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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