DISRX vs. DIERX

Last updated Apr 1, 2026

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

DISRX is managed by Dreyfus. It was launched on Dec 28, 2006. DIERX is managed by Dreyfus. It was launched on Dec 8, 1988.

Performance

DISRX vs. DIERX - Performance Comparison

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

DISRX vs. DIERX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
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%

Returns By Period

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%

DIERX

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

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

DISRX vs. DIERX - Expense Ratio Comparison

DISRX has a 0.92% expense ratio, which is higher than DIERX's 0.85% expense ratio.

DISRX

BNY Mellon International Stock Fund

DIERX

BNY Mellon International Core Equity Fund

Return for Risk

DISRX vs. DIERX — Risk / Return Rank

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

DISRX

DISRX Risk / Return Rank: 4
DISRX Sharpe Ratio Rank: 4
DISRX Sortino Ratio Rank: 4
DISRX Omega Ratio Rank: 4
DISRX Calmar Ratio Rank: 5
DISRX Martin Ratio Rank: 4

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. DIERX - Risk-Adjusted Trends Comparison

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

	DISRX	DIERX	Difference
Sharpe ratio Return per unit of total volatility	-0.06	—	—
Sortino ratio Return per unit of downside risk	0.02	—	—
Omega ratio Gain probability vs. loss probability	1.00	—	—
Calmar ratio Return relative to maximum drawdown	-0.13	—	—
Martin ratio Return relative to average drawdown	-0.42	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DISRX	DIERX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.06	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	—	—

Correlation

The correlation between DISRX and DIERX is 0.90, 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. DIERX - Dividend Comparison

DISRX's dividend yield for the trailing twelve months is around 11.02%, more than DIERX's 9.61% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
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%

Drawdowns

Drawdown Indicators

	DISRX	DIERX	Difference
Max Drawdown Largest peak-to-trough decline	-45.82%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-12.82%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-35.09%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.09%	—	—
Current Drawdown Current decline from peak	-12.13%	—	—
Average Drawdown Average peak-to-trough decline	-8.22%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.98%	—	—

Volatility

Volatility by Period

	DISRX	DIERX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.78%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.65%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.88%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.27%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.79%	—	—