DISRX vs. PZRIX
Compare and contrast key facts about BNY Mellon International Stock Fund (DISRX) and PIMCO RAE Global ex-US Fund (PZRIX).
DISRX is managed by Dreyfus. It was launched on Dec 28, 2006. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
DISRX vs. PZRIX - Performance Comparison
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DISRX vs. PZRIX - 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% |
PZRIX PIMCO RAE Global ex-US Fund | 7.89% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
Returns By Period
In the year-to-date period, DISRX achieves a -6.99% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, DISRX has underperformed PZRIX with an annualized return of 6.82%, while PZRIX has yielded a comparatively higher 9.95% 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%
PZRIX
- 1D
- 0.41%
- 1M
- -6.89%
- YTD
- 7.89%
- 6M
- 16.45%
- 1Y
- 34.85%
- 3Y*
- 18.91%
- 5Y*
- 10.55%
- 10Y*
- 9.95%
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DISRX vs. PZRIX - Expense Ratio Comparison
DISRX has a 0.92% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
DISRX vs. PZRIX — Risk / Return Rank
DISRX
PZRIX
DISRX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Stock Fund (DISRX) and PIMCO RAE Global ex-US Fund (PZRIX). 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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.06 | 2.41 | -2.48 |
Sortino ratioReturn per unit of downside risk | 0.02 | 3.09 | -3.07 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.47 | -0.46 |
Calmar ratioReturn relative to maximum drawdown | -0.13 | 2.70 | -2.83 |
Martin ratioReturn relative to average drawdown | -0.42 | 12.87 | -13.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DISRX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.06 | 2.41 | -2.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.67 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.59 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.58 | -0.31 |
Correlation
The correlation between DISRX and PZRIX is 0.78, 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. PZRIX - Dividend Comparison
DISRX's dividend yield for the trailing twelve months is around 11.02%, more than PZRIX's 6.08% 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% |
PZRIX PIMCO RAE Global ex-US Fund | 6.08% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
Drawdowns
DISRX vs. PZRIX - Drawdown Comparison
The maximum DISRX drawdown since its inception was -45.82%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for DISRX and PZRIX.
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Drawdown Indicators
| DISRX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.82% | -43.53% | -2.29% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -10.68% | -2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -35.09% | -30.85% | -4.24% |
Max Drawdown (10Y)Largest decline over 10 years | -35.09% | -43.53% | +8.44% |
Current DrawdownCurrent decline from peak | -12.13% | -6.96% | -5.17% |
Average DrawdownAverage peak-to-trough decline | -8.22% | -9.00% | +0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 2.53% | +1.45% |
Volatility
DISRX vs. PZRIX - Volatility Comparison
BNY Mellon International Stock Fund (DISRX) has a higher volatility of 5.78% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that DISRX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DISRX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.78% | 5.02% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 8.77% | +1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.88% | 14.09% | +1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.27% | 15.83% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.79% | 17.01% | -1.22% |