SDSCX vs. DIERX

Last updated Apr 1, 2026

Compare and contrast key facts about BNY Mellon Small/Mid Cap Growth Fund (SDSCX) and BNY Mellon International Core Equity Fund (DIERX).

SDSCX is managed by Dreyfus. It was launched on Jan 4, 1988. DIERX is managed by Dreyfus. It was launched on Dec 8, 1988.

Performance

SDSCX vs. DIERX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Small/Mid Cap Growth Fund (SDSCX) and BNY Mellon International Core Equity Fund (DIERX). The values are adjusted to include any dividend payments, if applicable.

SDSCX vs. DIERX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SDSCX BNY Mellon Small/Mid Cap Growth Fund	-8.34%	11.91%	9.95%	15.55%	-33.20%	-4.42%	68.54%	39.14%	-1.46%	26.74%
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

SDSCX

• 1D: -1.36%
• 1M: -13.86%
• YTD: -8.34%
• 6M: -7.45%
• 1Y: 12.80%
• 3Y*: 7.18%
• 5Y*: -2.91%
• 10Y*: 10.40%

DIERX

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

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

SDSCX vs. DIERX - Expense Ratio Comparison

SDSCX has a 0.70% expense ratio, which is lower than DIERX's 0.85% expense ratio.

DIERX

BNY Mellon International Core Equity Fund

SDSCX

BNY Mellon Small/Mid Cap Growth Fund

Return for Risk

SDSCX vs. DIERX — Risk / Return Rank

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

SDSCX

SDSCX Risk / Return Rank: 18
SDSCX Sharpe Ratio Rank: 18
SDSCX Sortino Ratio Rank: 21
SDSCX Omega Ratio Rank: 17
SDSCX Calmar Ratio Rank: 17
SDSCX Martin Ratio Rank: 19

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.

SDSCX vs. DIERX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Small/Mid Cap Growth Fund (SDSCX) 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.

	SDSCX	DIERX	Difference
Sharpe ratio Return per unit of total volatility	0.50	—	—
Sortino ratio Return per unit of downside risk	0.89	—	—
Omega ratio Gain probability vs. loss probability	1.11	—	—
Calmar ratio Return relative to maximum drawdown	0.50	—	—
Martin ratio Return relative to average drawdown	1.96	—	—
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

	SDSCX	DIERX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.50	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.12	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	—	—

Correlation

The correlation between SDSCX and DIERX is 0.61, 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

SDSCX vs. DIERX - Dividend Comparison

SDSCX's dividend yield for the trailing twelve months is around 57.04%, more than DIERX's 9.61% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SDSCX BNY Mellon Small/Mid Cap Growth Fund	57.04%	52.29%	0.43%	0.00%	0.00%	9.19%	7.93%	0.00%	8.72%	9.16%	2.21%	6.57%
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

	SDSCX	DIERX	Difference
Max Drawdown Largest peak-to-trough decline	-99.19%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-19.60%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-45.77%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-48.25%	—	—
Current Drawdown Current decline from peak	-89.05%	—	—
Average Drawdown Average peak-to-trough decline	-75.09%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.97%	—	—

Volatility

Volatility by Period

	SDSCX	DIERX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.72%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.58%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	24.39%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.49%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.12%	—	—