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DISRX vs. DGLRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DISRX vs. DGLRX - Performance Comparison

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

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DISRX vs. DGLRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DISRX
BNY Mellon International Stock Fund
-6.99%5.92%1.62%18.48%-22.02%11.18%19.26%27.86%-7.65%27.01%
DGLRX
BNY Mellon Global Stock Fund
-7.30%8.59%17.14%21.48%-19.14%17.63%19.50%29.57%-1.69%24.22%

Returns By Period

The year-to-date returns for both stocks are quite close, with DISRX having a -6.99% return and DGLRX slightly lower at -7.30%. Over the past 10 years, DISRX has underperformed DGLRX with an annualized return of 6.82%, while DGLRX has yielded a comparatively higher 10.27% annualized return.


DISRX

1D
0.79%
1M
-11.79%
YTD
-6.99%
6M
-6.33%
1Y
0.59%
3Y*
1.80%
5Y*
0.87%
10Y*
6.82%

DGLRX

1D
0.39%
1M
-9.05%
YTD
-7.30%
6M
-6.64%
1Y
4.14%
3Y*
9.00%
5Y*
6.33%
10Y*
10.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DISRX vs. DGLRX - Expense Ratio Comparison

DISRX has a 0.92% expense ratio, which is higher than DGLRX's 0.89% expense ratio.


Return for Risk

DISRX vs. DGLRX — Risk / Return Rank

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

DISRX
DISRX Risk / Return Rank: 44
Overall Rank
DISRX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
DISRX Sortino Ratio Rank: 44
Sortino Ratio Rank
DISRX Omega Ratio Rank: 44
Omega Ratio Rank
DISRX Calmar Ratio Rank: 55
Calmar Ratio Rank
DISRX Martin Ratio Rank: 44
Martin Ratio Rank

DGLRX
DGLRX Risk / Return Rank: 1111
Overall Rank
DGLRX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DGLRX Sortino Ratio Rank: 1111
Sortino Ratio Rank
DGLRX Omega Ratio Rank: 1010
Omega Ratio Rank
DGLRX Calmar Ratio Rank: 1010
Calmar Ratio Rank
DGLRX Martin Ratio Rank: 1111
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.

DISRX vs. DGLRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Stock Fund (DISRX) and BNY Mellon Global Stock Fund (DGLRX). 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.


DISRXDGLRXDifference

Sharpe ratio

Return per unit of total volatility

-0.06

0.27

-0.33

Sortino ratio

Return per unit of downside risk

0.02

0.50

-0.48

Omega ratio

Gain probability vs. loss probability

1.00

1.06

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.13

0.23

-0.36

Martin ratio

Return relative to average drawdown

-0.42

0.84

-1.26

DISRX vs. DGLRX - Sharpe Ratio Comparison

The current DISRX Sharpe Ratio is -0.06, which is lower than the DGLRX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of DISRX and DGLRX, 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


DISRXDGLRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

0.27

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.39

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.62

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.45

-0.18

Correlation

The correlation between DISRX and DGLRX is 0.91, 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

DISRX vs. DGLRX - Dividend Comparison

DISRX's dividend yield for the trailing twelve months is around 11.02%, less than DGLRX's 33.46% yield.


TTM20252024202320222021202020192018201720162015
DISRX
BNY Mellon International Stock Fund
11.02%10.25%6.09%2.13%2.56%0.85%3.08%2.53%1.71%1.05%1.23%1.30%
DGLRX
BNY Mellon Global Stock Fund
33.46%30.57%17.41%17.89%11.97%8.65%5.71%5.00%7.11%8.01%3.83%6.46%

Drawdowns

DISRX vs. DGLRX - Drawdown Comparison

The maximum DISRX drawdown since its inception was -45.82%, roughly equal to the maximum DGLRX drawdown of -43.83%. Use the drawdown chart below to compare losses from any high point for DISRX and DGLRX.


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Drawdown Indicators


DISRXDGLRXDifference

Max Drawdown

Largest peak-to-trough decline

-45.82%

-43.83%

-1.99%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

-11.27%

-1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-35.09%

-29.20%

-5.89%

Max Drawdown (10Y)

Largest decline over 10 years

-35.09%

-29.20%

-5.89%

Current Drawdown

Current decline from peak

-12.13%

-10.93%

-1.20%

Average Drawdown

Average peak-to-trough decline

-8.22%

-5.97%

-2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

3.12%

+0.86%

Volatility

DISRX vs. DGLRX - Volatility Comparison

BNY Mellon International Stock Fund (DISRX) has a higher volatility of 5.78% compared to BNY Mellon Global Stock Fund (DGLRX) at 4.60%. This indicates that DISRX's price experiences larger fluctuations and is considered to be riskier than DGLRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DISRXDGLRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

4.60%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.65%

9.36%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

15.88%

16.20%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.27%

16.49%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

16.61%

-0.82%