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DISRX vs. TIVFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DISRX vs. TIVFX - Performance Comparison

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

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DISRX vs. TIVFX - 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%
TIVFX
American Beacon Tocqueville International Value Fund
10.36%36.15%3.73%15.43%-20.57%7.53%12.61%19.38%-19.87%24.18%

Returns By Period

In the year-to-date period, DISRX achieves a -6.99% return, which is significantly lower than TIVFX's 10.36% return. Over the past 10 years, DISRX has underperformed TIVFX with an annualized return of 6.82%, while TIVFX has yielded a comparatively higher 7.91% 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%

TIVFX

1D
-0.23%
1M
-11.69%
YTD
10.36%
6M
14.86%
1Y
58.24%
3Y*
18.41%
5Y*
8.01%
10Y*
7.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DISRX vs. TIVFX - Expense Ratio Comparison

DISRX has a 0.92% expense ratio, which is lower than TIVFX's 1.20% expense ratio.


Return for Risk

DISRX vs. TIVFX — 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

TIVFX
TIVFX Risk / Return Rank: 9696
Overall Rank
TIVFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TIVFX Sortino Ratio Rank: 9696
Sortino Ratio Rank
TIVFX Omega Ratio Rank: 9595
Omega Ratio Rank
TIVFX Calmar Ratio Rank: 9797
Calmar Ratio Rank
TIVFX Martin Ratio Rank: 9797
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. TIVFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Stock Fund (DISRX) and American Beacon Tocqueville International Value Fund (TIVFX). 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.


DISRXTIVFXDifference

Sharpe ratio

Return per unit of total volatility

-0.06

2.87

-2.93

Sortino ratio

Return per unit of downside risk

0.02

3.32

-3.30

Omega ratio

Gain probability vs. loss probability

1.00

1.51

-0.51

Calmar ratio

Return relative to maximum drawdown

-0.13

4.00

-4.13

Martin ratio

Return relative to average drawdown

-0.42

16.63

-17.05

DISRX vs. TIVFX - Sharpe Ratio Comparison

The current DISRX Sharpe Ratio is -0.06, which is lower than the TIVFX Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of DISRX and TIVFX, 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


DISRXTIVFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

2.87

-2.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.44

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.46

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.37

-0.10

Correlation

The correlation between DISRX and TIVFX is 0.84, 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. TIVFX - Dividend Comparison

DISRX's dividend yield for the trailing twelve months is around 11.02%, more than TIVFX's 7.99% 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%
TIVFX
American Beacon Tocqueville International Value Fund
7.99%8.82%10.23%1.66%1.39%3.65%0.34%1.69%1.37%1.28%1.57%3.01%

Drawdowns

DISRX vs. TIVFX - Drawdown Comparison

The maximum DISRX drawdown since its inception was -45.82%, smaller than the maximum TIVFX drawdown of -54.21%. Use the drawdown chart below to compare losses from any high point for DISRX and TIVFX.


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Drawdown Indicators


DISRXTIVFXDifference

Max Drawdown

Largest peak-to-trough decline

-45.82%

-54.21%

+8.39%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

-13.21%

+0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-35.09%

-36.31%

+1.22%

Max Drawdown (10Y)

Largest decline over 10 years

-35.09%

-41.51%

+6.42%

Current Drawdown

Current decline from peak

-12.13%

-11.69%

-0.44%

Average Drawdown

Average peak-to-trough decline

-8.22%

-13.45%

+5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

3.22%

+0.76%

Volatility

DISRX vs. TIVFX - Volatility Comparison

The current volatility for BNY Mellon International Stock Fund (DISRX) is 5.78%, while American Beacon Tocqueville International Value Fund (TIVFX) has a volatility of 7.61%. This indicates that DISRX experiences smaller price fluctuations and is considered to be less risky than TIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DISRXTIVFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

7.61%

-1.83%

Volatility (6M)

Calculated over the trailing 6-month period

10.65%

14.01%

-3.36%

Volatility (1Y)

Calculated over the trailing 1-year period

15.88%

19.67%

-3.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.27%

18.20%

-1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

17.39%

-1.60%