DRLIX vs. DIERX

Last updated Apr 1, 2026

Compare and contrast key facts about BNY Mellon Global Real Estate Securities Fund (DRLIX) and BNY Mellon International Core Equity Fund (DIERX).

DRLIX is managed by Dreyfus. It was launched on Dec 28, 2006. DIERX is managed by Dreyfus. It was launched on Dec 8, 1988.

Performance

DRLIX vs. DIERX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Global Real Estate Securities Fund (DRLIX) and BNY Mellon International Core Equity Fund (DIERX). The values are adjusted to include any dividend payments, if applicable.

DRLIX vs. DIERX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DRLIX BNY Mellon Global Real Estate Securities Fund	0.47%	9.12%	3.21%	11.35%	-23.24%	26.95%	-2.30%	23.05%	-4.57%	11.24%
DIERX BNY Mellon International Core Equity Fund	11.90%	30.99%	-2.17%	17.06%	-15.40%	9.49%	7.54%	22.48%	-16.54%	28.35%

Returns By Period

DRLIX

• 1D: 0.47%
• 1M: -9.70%
• YTD: 0.47%
• 6M: -0.05%
• 1Y: 8.28%
• 3Y*: 7.57%
• 5Y*: 3.06%
• 10Y*: 4.55%

DIERX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DRLIX vs. DIERX - Expense Ratio Comparison

DRLIX has a 1.05% expense ratio, which is higher than DIERX's 0.85% expense ratio.

DRLIX

BNY Mellon Global Real Estate Securities Fund

DIERX

BNY Mellon International Core Equity Fund

Return for Risk

DRLIX vs. DIERX — Risk / Return Rank

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

DRLIX

DRLIX Risk / Return Rank: 25
DRLIX Sharpe Ratio Rank: 25
DRLIX Sortino Ratio Rank: 23
DRLIX Omega Ratio Rank: 22
DRLIX Calmar Ratio Rank: 27
DRLIX Martin Ratio Rank: 28

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.

DRLIX vs. DIERX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Real Estate Securities Fund (DRLIX) and BNY Mellon International Core Equity Fund (DIERX). 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.

	DRLIX	DIERX	Difference
Sharpe ratio Return per unit of total volatility	0.62	—	—
Sortino ratio Return per unit of downside risk	0.92	—	—
Omega ratio Gain probability vs. loss probability	1.13	—	—
Calmar ratio Return relative to maximum drawdown	0.79	—	—
Martin ratio Return relative to average drawdown	3.04	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DRLIX	DIERX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.26	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	—	—

Correlation

The correlation between DRLIX and DIERX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DRLIX vs. DIERX - Dividend Comparison

DRLIX's dividend yield for the trailing twelve months is around 3.09%, less than DIERX's 9.61% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DRLIX BNY Mellon Global Real Estate Securities Fund	3.09%	3.11%	2.08%	1.70%	7.68%	8.25%	1.47%	11.17%	4.63%	4.72%	5.73%	5.40%
DIERX BNY Mellon International Core Equity Fund	9.61%	8.07%	0.00%	3.46%	3.85%	11.97%	2.28%	2.74%	2.29%	1.64%	1.81%	1.05%

Drawdowns

Drawdown Indicators

	DRLIX	DIERX	Difference
Max Drawdown Largest peak-to-trough decline	-68.86%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-10.46%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-31.86%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.82%	—	—
Current Drawdown Current decline from peak	-9.70%	—	—
Average Drawdown Average peak-to-trough decline	-14.46%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.72%	—	—

Volatility

Volatility by Period

	DRLIX	DIERX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.27%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.00%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.79%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.31%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.60%	—	—