DRLIX vs. SNIEX
DRLIX (BNY Mellon Global Real Estate Securities Fund) and SNIEX (BNY Mellon International Equity Fund) are both mutual funds - DRLIX is a REIT fund managed by Dreyfus, while SNIEX is a Foreign Large Cap Equities fund managed by Dreyfus. Over the past 10 years, DRLIX returned 4.98%/yr vs 7.02%/yr for SNIEX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. DRLIX charges 1.05%/yr vs 0.82%/yr for SNIEX.
Performance
DRLIX vs. SNIEX - Performance Comparison
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Returns By Period
In the year-to-date period, DRLIX achieves a 15.14% return, which is significantly higher than SNIEX's 9.56% return. Over the past 10 years, DRLIX has underperformed SNIEX with an annualized return of 4.98%, while SNIEX has yielded a comparatively higher 7.02% annualized return.
DRLIX
- 1D
- -0.20%
- 1M
- 2.29%
- 6M
- 11.35%
- YTD
- 15.14%
- 1Y
- 20.26%
- 3Y*
- 10.50%
- 5Y*
- 2.97%
- 10Y*
- 4.98%
- ALL TIME*
- 4.09%
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 |
DRLIX vs. SNIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRLIX BNY Mellon Global Real Estate Securities Fund | 15.14% | 9.12% | 3.21% | 11.35% | -23.24% | 26.95% | -2.30% | 23.05% | -4.57% | 11.24% |
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 DRLIX and SNIEX is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007 | 0.68 |
The correlation between DRLIX and SNIEX shifts across timeframes, from 0.53 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DRLIX vs. SNIEX — Risk / Return Rank
DRLIX
SNIEX
DRLIX vs. SNIEX - 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 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.
| DRLIX | SNIEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.25 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 1.87 | -0.05 |
| Martin ratioReturn relative to average drawdown | 6.85 | 5.93 | +0.91 |
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Drawdowns
DRLIX vs. SNIEX - Drawdown Comparison
The maximum DRLIX drawdown since its inception was -68.86%, which is greater than SNIEX's maximum drawdown of -56.96%. Use the drawdown chart below to compare losses from any high point for DRLIX and SNIEX.
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Drawdown Indicators
| DRLIX | SNIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.86% | -56.96% | -11.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.13% | -11.22% | +1.09% |
Max Drawdown (3Y)Largest decline over 3 years | -17.55% | -35.87% | +18.32% |
Max Drawdown (5Y)Largest decline over 5 years | -31.86% | -35.87% | +4.01% |
Max Drawdown (10Y)Largest decline over 10 years | -41.82% | -36.74% | -5.08% |
Current DrawdownCurrent decline from peak | -0.61% | -0.91% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -14.24% | -15.39% | +1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 3.54% | -0.84% |
Volatility
DRLIX vs. SNIEX - Volatility Comparison
The current volatility for BNY Mellon Global Real Estate Securities Fund (DRLIX) is 3.20%, while BNY Mellon International Equity Fund (SNIEX) has a volatility of 5.08%. This indicates that DRLIX 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
| DRLIX | SNIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 5.08% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 9.69% | 13.20% | -3.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.96% | 15.69% | -3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.39% | 26.57% | -10.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 22.13% | -4.52% |
DRLIX vs. SNIEX - Expense Ratio Comparison
DRLIX has a 1.05% expense ratio, which is higher than SNIEX's 0.82% expense ratio.
Dividends
DRLIX vs. SNIEX - Dividend Comparison
DRLIX's dividend yield for the trailing twelve months is around 2.70%, less than SNIEX's 17.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRLIX BNY Mellon Global Real Estate Securities Fund | 2.70% | 3.11% | 2.08% | 1.70% | 7.68% | 8.25% | 1.47% | 11.17% | 4.63% | 4.72% | 5.73% | 5.40% |
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
DRLIX and SNIEX have a correlation of 0.53, 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 DRLIX (3.20%). In terms of maximum drawdown, DRLIX dropped -68.86% vs SNIEX's -56.96%.
DRLIX currently has the higher Sharpe Ratio (1.55 vs 1.34), 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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