DISRX vs. SNIEX
DISRX (BNY Mellon International Stock Fund) and SNIEX (BNY Mellon International Equity Fund) are both Foreign Large Cap Equities funds from Dreyfus. Over the past 10 years, DISRX returned 7.27%/yr vs 7.02%/yr for SNIEX. Their correlation of 0.91 means they have usually moved in the same direction. DISRX charges 0.92%/yr vs 0.82%/yr for SNIEX.
Performance
DISRX vs. SNIEX - Performance Comparison
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Returns By Period
In the year-to-date period, DISRX achieves a 6.12% return, which is significantly lower than SNIEX's 9.56% return. Both investments have delivered pretty close results over the past 10 years, with DISRX having a 7.27% annualized return and SNIEX not far behind at 7.02%.
DISRX
- 1D
- 2.16%
- 1M
- 0.48%
- 6M
- 3.34%
- YTD
- 6.12%
- 1Y
- 10.85%
- 3Y*
- 5.34%
- 5Y*
- 1.52%
- 10Y*
- 7.27%
- ALL TIME*
- 5.40%
SNIEX
- 1D
- 2.96%
- 1M
- 0.71%
- 6M
- 3.25%
- YTD
- 9.56%
- 1Y
- 22.35%
- 3Y*
- 12.34%
- 5Y*
- 5.59%
- 10Y*
- 7.02%
- ALL TIME*
- 4.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DISRX vs. SNIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DISRX BNY Mellon International Stock Fund | 6.12% | 5.92% | 1.62% | 18.48% | -22.02% | 11.18% | 19.26% | 27.86% | -7.65% | 27.01% |
SNIEX BNY Mellon International Equity Fund | 9.56% | 39.57% | -7.97% | 13.97% | -19.01% | 7.69% | 13.91% | 20.39% | -17.20% | 28.69% |
Correlation
The correlation between DISRX and SNIEX is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2006 | 0.91 |
The correlation between DISRX and SNIEX has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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Return for Risk
DISRX vs. SNIEX — Risk / Return Rank
DISRX
SNIEX
DISRX vs. SNIEX - 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 Equity Fund (SNIEX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DISRX | SNIEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.25 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.66 | 1.87 | -1.21 |
| Martin ratioReturn relative to average drawdown | 2.21 | 5.93 | -3.72 |
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Drawdowns
DISRX vs. SNIEX - Drawdown Comparison
The maximum DISRX drawdown since its inception was -45.82%, smaller than the maximum SNIEX drawdown of -56.96%. Use the drawdown chart below to compare losses from any high point for DISRX and SNIEX.
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Drawdown Indicators
| DISRX | SNIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.82% | -56.96% | +11.14% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -11.22% | -1.60% |
Max Drawdown (3Y)Largest decline over 3 years | -19.16% | -35.87% | +16.71% |
Max Drawdown (5Y)Largest decline over 5 years | -35.09% | -35.87% | +0.78% |
Max Drawdown (10Y)Largest decline over 10 years | -35.09% | -36.74% | +1.65% |
Current DrawdownCurrent decline from peak | -0.34% | -0.91% | +0.57% |
Average DrawdownAverage peak-to-trough decline | -8.13% | -15.39% | +7.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 3.54% | +0.28% |
Volatility
DISRX vs. SNIEX - Volatility Comparison
The current volatility for BNY Mellon International Stock Fund (DISRX) is 4.14%, while BNY Mellon International Equity Fund (SNIEX) has a volatility of 5.08%. This indicates that DISRX experiences smaller price fluctuations and is considered to be less risky than SNIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DISRX | SNIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.14% | 5.08% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 12.68% | 13.20% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 15.69% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 26.57% | -9.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.77% | 22.13% | -6.36% |
DISRX vs. SNIEX - Expense Ratio Comparison
DISRX has a 0.92% expense ratio, which is higher than SNIEX's 0.82% expense ratio.
Dividends
DISRX vs. SNIEX - Dividend Comparison
DISRX's dividend yield for the trailing twelve months is around 9.66%, less than SNIEX's 17.18% 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% |
SNIEX BNY Mellon International Equity Fund | 17.18% | 18.82% | 38.06% | 7.05% | 3.67% | 3.35% | 1.51% | 2.55% | 2.26% | 1.34% | 1.40% | 1.13% |
Frequently Asked Questions
DISRX and SNIEX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNIEX has higher volatility (5.08%) compared to DISRX (4.14%). In terms of maximum drawdown, DISRX dropped -45.82% vs SNIEX's -56.96%.
SNIEX currently has the higher Sharpe Ratio (1.34 vs 0.54), 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.
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