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DISRX vs. DQIRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DISRX vs. DQIRX - Performance Comparison

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

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DISRX vs. DQIRX - 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%
DQIRX
BNY Mellon Equity Income Fund
-1.97%19.01%26.93%19.21%-9.35%29.13%4.81%24.98%-3.60%17.40%

Returns By Period

In the year-to-date period, DISRX achieves a -6.99% return, which is significantly lower than DQIRX's -1.97% return. Over the past 10 years, DISRX has underperformed DQIRX with an annualized return of 6.82%, while DQIRX has yielded a comparatively higher 12.89% 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%

DQIRX

1D
-0.34%
1M
-5.48%
YTD
-1.97%
6M
0.92%
1Y
20.72%
3Y*
19.18%
5Y*
13.80%
10Y*
12.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DISRX vs. DQIRX - Expense Ratio Comparison

DISRX has a 0.92% expense ratio, which is higher than DQIRX's 0.78% expense ratio.


Return for Risk

DISRX vs. DQIRX — 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

DQIRX
DQIRX Risk / Return Rank: 7575
Overall Rank
DQIRX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
DQIRX Sortino Ratio Rank: 7373
Sortino Ratio Rank
DQIRX Omega Ratio Rank: 7777
Omega Ratio Rank
DQIRX Calmar Ratio Rank: 7070
Calmar Ratio Rank
DQIRX Martin Ratio Rank: 8181
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. DQIRX - Risk-Adjusted Trends Comparison

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


DISRXDQIRXDifference

Sharpe ratio

Return per unit of total volatility

-0.06

1.26

-1.32

Sortino ratio

Return per unit of downside risk

0.02

1.79

-1.77

Omega ratio

Gain probability vs. loss probability

1.00

1.29

-0.29

Calmar ratio

Return relative to maximum drawdown

-0.13

1.58

-1.71

Martin ratio

Return relative to average drawdown

-0.42

8.06

-8.47

DISRX vs. DQIRX - Sharpe Ratio Comparison

The current DISRX Sharpe Ratio is -0.06, which is lower than the DQIRX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of DISRX and DQIRX, 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


DISRXDQIRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

1.26

-1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.87

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.74

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.54

-0.27

Correlation

The correlation between DISRX and DQIRX is 0.68, 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

DISRX vs. DQIRX - Dividend Comparison

DISRX's dividend yield for the trailing twelve months is around 11.02%, more than DQIRX's 3.29% 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%
DQIRX
BNY Mellon Equity Income Fund
3.29%3.12%7.05%4.56%6.54%2.61%3.42%2.50%5.29%8.45%4.04%8.22%

Drawdowns

DISRX vs. DQIRX - Drawdown Comparison

The maximum DISRX drawdown since its inception was -45.82%, smaller than the maximum DQIRX drawdown of -50.77%. Use the drawdown chart below to compare losses from any high point for DISRX and DQIRX.


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Drawdown Indicators


DISRXDQIRXDifference

Max Drawdown

Largest peak-to-trough decline

-45.82%

-50.77%

+4.95%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

-12.32%

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-35.09%

-20.34%

-14.75%

Max Drawdown (10Y)

Largest decline over 10 years

-35.09%

-36.82%

+1.73%

Current Drawdown

Current decline from peak

-12.13%

-6.79%

-5.34%

Average Drawdown

Average peak-to-trough decline

-8.22%

-6.99%

-1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

2.42%

+1.56%

Volatility

DISRX vs. DQIRX - Volatility Comparison

BNY Mellon International Stock Fund (DISRX) has a higher volatility of 5.78% compared to BNY Mellon Equity Income Fund (DQIRX) at 3.56%. This indicates that DISRX's price experiences larger fluctuations and is considered to be riskier than DQIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DISRXDQIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

3.56%

+2.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.65%

8.52%

+2.13%

Volatility (1Y)

Calculated over the trailing 1-year period

15.88%

17.22%

-1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.27%

15.86%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

17.37%

-1.58%