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DQEIX vs. DISRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DQEIX vs. DISRX - Performance Comparison

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

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DQEIX vs. DISRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DQEIX
BNY Mellon Global Equity Income Fund
1.02%24.64%6.54%9.70%-3.72%14.32%5.62%25.80%-5.61%18.18%
DISRX
BNY Mellon International Stock Fund
-4.71%5.92%1.62%18.48%-22.02%11.18%19.26%27.86%-7.65%27.01%

Returns By Period

In the year-to-date period, DQEIX achieves a 1.02% return, which is significantly higher than DISRX's -4.71% return. Over the past 10 years, DQEIX has outperformed DISRX with an annualized return of 9.43%, while DISRX has yielded a comparatively lower 7.08% annualized return.


DQEIX

1D
0.00%
1M
-8.29%
YTD
1.02%
6M
5.72%
1Y
16.39%
3Y*
12.04%
5Y*
9.27%
10Y*
9.43%

DISRX

1D
2.46%
1M
-7.37%
YTD
-4.71%
6M
-5.10%
1Y
2.28%
3Y*
2.63%
5Y*
1.00%
10Y*
7.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DQEIX vs. DISRX - Expense Ratio Comparison

Both DQEIX and DISRX have an expense ratio of 0.92%.


Return for Risk

DQEIX vs. DISRX — Risk / Return Rank

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

DQEIX
DQEIX Risk / Return Rank: 6161
Overall Rank
DQEIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DQEIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
DQEIX Omega Ratio Rank: 6565
Omega Ratio Rank
DQEIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
DQEIX Martin Ratio Rank: 5656
Martin Ratio Rank

DISRX
DISRX Risk / Return Rank: 77
Overall Rank
DISRX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DISRX Sortino Ratio Rank: 77
Sortino Ratio Rank
DISRX Omega Ratio Rank: 66
Omega Ratio Rank
DISRX Calmar Ratio Rank: 66
Calmar Ratio Rank
DISRX Martin Ratio Rank: 66
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.

DQEIX vs. DISRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Equity Income Fund (DQEIX) and BNY Mellon International Stock Fund (DISRX). 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.


DQEIXDISRXDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.19

+0.99

Sortino ratio

Return per unit of downside risk

1.60

0.37

+1.23

Omega ratio

Gain probability vs. loss probability

1.24

1.05

+0.20

Calmar ratio

Return relative to maximum drawdown

1.32

0.11

+1.21

Martin ratio

Return relative to average drawdown

5.46

0.36

+5.10

DQEIX vs. DISRX - Sharpe Ratio Comparison

The current DQEIX Sharpe Ratio is 1.18, which is higher than the DISRX Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of DQEIX and DISRX, 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


DQEIXDISRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.19

+0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.06

+0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.45

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.28

+0.15

Correlation

The correlation between DQEIX and DISRX is 0.82, 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

DQEIX vs. DISRX - Dividend Comparison

DQEIX's dividend yield for the trailing twelve months is around 12.95%, more than DISRX's 10.76% yield.


TTM20252024202320222021202020192018201720162015
DQEIX
BNY Mellon Global Equity Income Fund
12.95%13.55%12.56%7.65%14.39%12.69%1.97%3.41%10.50%5.32%5.83%6.94%
DISRX
BNY Mellon International Stock Fund
10.76%10.25%6.09%2.13%2.56%0.85%3.08%2.53%1.71%1.05%1.23%1.30%

Drawdowns

DQEIX vs. DISRX - Drawdown Comparison

The maximum DQEIX drawdown since its inception was -52.75%, which is greater than DISRX's maximum drawdown of -45.82%. Use the drawdown chart below to compare losses from any high point for DQEIX and DISRX.


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Drawdown Indicators


DQEIXDISRXDifference

Max Drawdown

Largest peak-to-trough decline

-52.75%

-45.82%

-6.93%

Max Drawdown (1Y)

Largest decline over 1 year

-11.41%

-12.82%

+1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-18.65%

-35.09%

+16.44%

Max Drawdown (10Y)

Largest decline over 10 years

-32.69%

-35.09%

+2.40%

Current Drawdown

Current decline from peak

-9.39%

-9.97%

+0.58%

Average Drawdown

Average peak-to-trough decline

-7.24%

-8.22%

+0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

4.00%

-1.23%

Volatility

DQEIX vs. DISRX - Volatility Comparison

The current volatility for BNY Mellon Global Equity Income Fund (DQEIX) is 4.51%, while BNY Mellon International Stock Fund (DISRX) has a volatility of 6.18%. This indicates that DQEIX experiences smaller price fluctuations and is considered to be less risky than DISRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DQEIXDISRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

6.18%

-1.67%

Volatility (6M)

Calculated over the trailing 6-month period

7.69%

10.92%

-3.23%

Volatility (1Y)

Calculated over the trailing 1-year period

13.75%

16.04%

-2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.78%

16.30%

-3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.58%

15.80%

-1.22%