DISRX vs. PPYPX

Last updated Jun 4, 2026

DISRX (BNY Mellon International Stock Fund) and PPYPX (PIMCO RAE International Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, DISRX returned 7.74%/yr vs 8.89%/yr for PPYPX. A 0.77 correlation means they provide meaningful diversification when combined. DISRX charges 0.92%/yr vs 0.60%/yr for PPYPX.

Performance

DISRX vs. PPYPX - Performance Comparison

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

Returns By Period

In the year-to-date period, DISRX achieves a 6.08% return, which is significantly lower than PPYPX's 13.80% return. Over the past 10 years, DISRX has underperformed PPYPX with an annualized return of 7.74%, while PPYPX has yielded a comparatively higher 8.89% annualized return.

DISRX

• 1D: 0.13%
• 1M: 5.17%
• YTD: 6.08%
• 6M: 7.23%
• 1Y: 7.37%
• 3Y*: 5.38%
• 5Y*: 2.15%
• 10Y*: 7.74%

PPYPX

• 1D: 0.10%
• 1M: 2.11%
• YTD: 13.80%
• 6M: 12.84%
• 1Y: 28.07%
• 3Y*: 18.03%
• 5Y*: 8.51%
• 10Y*: 8.89%

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

DISRX vs. PPYPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DISRX BNY Mellon International Stock Fund	6.08%	5.92%	1.62%	18.48%	-22.02%	11.18%	19.26%	27.86%	-7.65%	27.01%
PPYPX PIMCO RAE International Fund	13.80%	31.34%	-1.15%	18.13%	-8.73%	10.68%	2.05%	16.43%	-15.49%	24.89%

Correlation

The correlation between DISRX and PPYPX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (10Y) Calculated over the trailing 10-year period	0.77
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.77

The correlation between DISRX and PPYPX shifts across timeframes, from 0.67 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DISRX vs. PPYPX — Risk / Return Rank

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

DISRX

DISRX Risk / Return Rank: 6
DISRX Sharpe Ratio Rank: 6
DISRX Sortino Ratio Rank: 6
DISRX Omega Ratio Rank: 6
DISRX Calmar Ratio Rank: 6
DISRX Martin Ratio Rank: 6

PPYPX

PPYPX Risk / Return Rank: 58
PPYPX Sharpe Ratio Rank: 53
PPYPX Sortino Ratio Rank: 46
PPYPX Omega Ratio Rank: 49
PPYPX Calmar Ratio Rank: 80
PPYPX Martin Ratio Rank: 61

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. PPYPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Stock Fund (DISRX) and PIMCO RAE International Fund (PPYPX). 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	PPYPX	Difference
Sharpe ratio: Return per unit of total volatility	0.47	2.14	-1.67
Sortino ratio: Return per unit of downside risk	0.78	2.86	-2.08
Omega ratio: Gain probability vs. loss probability	1.09	1.38	-0.29
Calmar ratio: Return relative to maximum drawdown	0.56	3.64	-3.09
Martin ratio: Return relative to average drawdown	1.68	12.09	-10.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DISRX vs. PPYPX - Sharpe Ratio Comparison

The current DISRX Sharpe Ratio is 0.47, which is lower than the PPYPX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of DISRX and PPYPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DISRX	PPYPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.47	2.14	-1.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.13	0.44	-0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.47	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.47	-0.16

Drawdowns

DISRX vs. PPYPX - Drawdown Comparison

The maximum DISRX drawdown since its inception was -45.82%, which is greater than PPYPX's maximum drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for DISRX and PPYPX.

Drawdown Indicators

	DISRX	PPYPX	Difference
Max Drawdown Largest peak-to-trough decline	-45.82%	-42.48%	-3.34%
Max Drawdown (1Y) Largest decline over 1 year	-12.82%	-7.48%	-5.34%
Max Drawdown (3Y) Largest decline over 3 years	-19.16%	-14.00%	-5.16%
Max Drawdown (5Y) Largest decline over 5 years	-35.09%	-35.65%	+0.56%
Max Drawdown (10Y) Largest decline over 10 years	-35.09%	-42.48%	+7.39%
Current Drawdown Current decline from peak	0.00%	-1.46%	+1.46%
Average Drawdown Average peak-to-trough decline	-8.18%	-10.15%	+1.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.23%	2.25%	+1.98%

Volatility

DISRX vs. PPYPX - Volatility Comparison

BNY Mellon International Stock Fund (DISRX) has a higher volatility of 4.10% compared to PIMCO RAE International Fund (PPYPX) at 3.03%. This indicates that DISRX's price experiences larger fluctuations and is considered to be riskier than PPYPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DISRX	PPYPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.10%	3.03%	+1.07%
Volatility (6M) Calculated over the trailing 6-month period	11.84%	9.93%	+1.91%
Volatility (1Y) Calculated over the trailing 1-year period	15.09%	12.77%	+2.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.47%	19.54%	-3.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.90%	19.02%	-3.12%

DISRX vs. PPYPX - Expense Ratio Comparison

DISRX has a 0.92% expense ratio, which is higher than PPYPX's 0.60% expense ratio.

Dividends

DISRX vs. PPYPX - Dividend Comparison

DISRX's dividend yield for the trailing twelve months is around 9.66%, more than PPYPX's 6.84% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DISRX BNY Mellon International Stock Fund	9.66%	10.25%	6.09%	2.13%	2.56%	0.85%	3.08%	2.53%	1.71%	1.05%	1.23%	1.30%
PPYPX PIMCO RAE International Fund	6.84%	7.78%	6.57%	10.09%	7.20%	27.06%	2.23%	4.20%	5.96%	2.53%	2.41%	0.00%

Frequently Asked Questions

Can I hold both DISRX and PPYPX in my portfolio?

DISRX and PPYPX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DISRX or PPYPX?

DISRX has higher volatility (4.10%) compared to PPYPX (3.03%). In terms of maximum drawdown, DISRX dropped -45.82% vs PPYPX's -42.48%.

Which has better risk-adjusted returns?

PPYPX currently has the higher Sharpe Ratio (2.14 vs 0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.