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DRLIX vs. SNIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

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

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DRLIX vs. SNIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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, DRLIX achieves a 0.47% return, which is significantly higher than SNIEX's -1.37% return. Over the past 10 years, DRLIX has underperformed SNIEX with an annualized return of 4.55%, while SNIEX has yielded a comparatively higher 6.13% annualized return.


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%

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)

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DRLIX vs. SNIEX - Expense Ratio Comparison

DRLIX has a 1.05% expense ratio, which is higher than SNIEX's 0.82% expense ratio.


Return for Risk

DRLIX vs. SNIEX — Risk / Return Rank

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

DRLIX
DRLIX Risk / Return Rank: 2525
Overall Rank
DRLIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
DRLIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
DRLIX Omega Ratio Rank: 2222
Omega Ratio Rank
DRLIX Calmar Ratio Rank: 2727
Calmar Ratio Rank
DRLIX Martin Ratio Rank: 2828
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.

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.


DRLIXSNIEXDifference

Sharpe ratio

Return per unit of total volatility

0.62

1.48

-0.86

Sortino ratio

Return per unit of downside risk

0.92

1.93

-1.00

Omega ratio

Gain probability vs. loss probability

1.13

1.28

-0.15

Calmar ratio

Return relative to maximum drawdown

0.79

2.04

-1.25

Martin ratio

Return relative to average drawdown

3.04

7.68

-4.64

DRLIX vs. SNIEX - Sharpe Ratio Comparison

The current DRLIX Sharpe Ratio is 0.62, which is lower than the SNIEX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of DRLIX 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.


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Sharpe Ratios by Period


DRLIXSNIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.48

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.15

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.28

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.20

-0.04

Correlation

The correlation between DRLIX and SNIEX 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. SNIEX - Dividend Comparison

DRLIX's dividend yield for the trailing twelve months is around 3.09%, less than SNIEX's 19.08% yield.


TTM20252024202320222021202020192018201720162015
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%
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

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


DRLIXSNIEXDifference

Max Drawdown

Largest peak-to-trough decline

-68.86%

-56.96%

-11.90%

Max Drawdown (1Y)

Largest decline over 1 year

-10.46%

-11.22%

+0.76%

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 Drawdown

Current decline from peak

-9.70%

-10.79%

+1.09%

Average Drawdown

Average peak-to-trough decline

-14.46%

-15.58%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

2.98%

-0.26%

Volatility

DRLIX vs. SNIEX - Volatility Comparison

The current volatility for BNY Mellon Global Real Estate Securities Fund (DRLIX) is 4.27%, while BNY Mellon International Equity Fund (SNIEX) has a volatility of 6.62%. 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


DRLIXSNIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

6.62%

-2.35%

Volatility (6M)

Calculated over the trailing 6-month period

8.00%

10.76%

-2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

13.79%

15.92%

-2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.31%

26.37%

-10.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.60%

22.19%

-4.59%