PortfoliosLab logoPortfoliosLab logo
DISRX vs. SNIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DISRX vs. SNIEX - 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 Equity Fund (SNIEX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DISRX vs. SNIEX - 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%
SNIEX
BNY Mellon International Equity Fund
-1.37%39.57%-7.97%13.97%-19.01%7.69%13.91%20.39%-17.20%28.69%

Returns By Period

In the year-to-date period, DISRX achieves a -6.99% return, which is significantly lower than SNIEX's -1.37% return. Over the past 10 years, DISRX has outperformed SNIEX with an annualized return of 6.82%, while SNIEX has yielded a comparatively lower 6.13% 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%

SNIEX

1D
0.48%
1M
-10.51%
YTD
-1.37%
6M
1.87%
1Y
25.29%
3Y*
10.93%
5Y*
4.01%
10Y*
6.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DISRX vs. SNIEX - Expense Ratio Comparison

DISRX has a 0.92% expense ratio, which is higher than SNIEX's 0.82% expense ratio.


Return for Risk

DISRX vs. SNIEX — 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

SNIEX
SNIEX Risk / Return Rank: 7979
Overall Rank
SNIEX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SNIEX Sortino Ratio Rank: 7777
Sortino Ratio Rank
SNIEX Omega Ratio Rank: 7474
Omega Ratio Rank
SNIEX Calmar Ratio Rank: 8383
Calmar Ratio Rank
SNIEX Martin Ratio Rank: 7979
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. 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.


DISRXSNIEXDifference

Sharpe ratio

Return per unit of total volatility

-0.06

1.48

-1.54

Sortino ratio

Return per unit of downside risk

0.02

1.93

-1.91

Omega ratio

Gain probability vs. loss probability

1.00

1.28

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.13

2.04

-2.17

Martin ratio

Return relative to average drawdown

-0.42

7.68

-8.10

DISRX vs. SNIEX - Sharpe Ratio Comparison

The current DISRX Sharpe Ratio is -0.06, which is lower than the SNIEX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of DISRX and SNIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DISRXSNIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

1.48

-1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.15

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.28

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.20

+0.08

Correlation

The correlation between DISRX and SNIEX is 0.91, 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. SNIEX - Dividend Comparison

DISRX's dividend yield for the trailing twelve months is around 11.02%, less than SNIEX's 19.08% 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%
SNIEX
BNY Mellon International Equity Fund
19.08%18.82%38.06%7.05%3.67%3.35%1.51%2.55%2.26%1.34%1.40%1.13%

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.


Loading graphics...

Drawdown Indicators


DISRXSNIEXDifference

Max Drawdown

Largest 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 (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 Drawdown

Current decline from peak

-12.13%

-10.79%

-1.34%

Average Drawdown

Average peak-to-trough decline

-8.22%

-15.58%

+7.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

2.98%

+1.00%

Volatility

DISRX vs. SNIEX - Volatility Comparison

The current volatility for BNY Mellon International Stock Fund (DISRX) is 5.78%, while BNY Mellon International Equity Fund (SNIEX) has a volatility of 6.62%. 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.


Loading graphics...

Volatility by Period


DISRXSNIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

6.62%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

10.65%

10.76%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

15.88%

15.92%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.27%

26.37%

-10.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

22.19%

-6.40%