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SDSCX vs. SNIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

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

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SDSCX vs. SNIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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, SDSCX achieves a -8.34% return, which is significantly lower than SNIEX's -1.37% return. Over the past 10 years, SDSCX has outperformed SNIEX with an annualized return of 10.40%, while SNIEX has yielded a comparatively lower 6.13% annualized return.


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%

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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SDSCX vs. SNIEX - Expense Ratio Comparison

SDSCX has a 0.70% expense ratio, which is lower than SNIEX's 0.82% expense ratio.


Return for Risk

SDSCX vs. SNIEX — Risk / Return Rank

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

SDSCX
SDSCX Risk / Return Rank: 1818
Overall Rank
SDSCX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SDSCX Sortino Ratio Rank: 2121
Sortino Ratio Rank
SDSCX Omega Ratio Rank: 1717
Omega Ratio Rank
SDSCX Calmar Ratio Rank: 1717
Calmar Ratio Rank
SDSCX Martin Ratio Rank: 1919
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.

SDSCX vs. SNIEX - 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 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.


SDSCXSNIEXDifference

Sharpe ratio

Return per unit of total volatility

0.50

1.48

-0.98

Sortino ratio

Return per unit of downside risk

0.89

1.93

-1.04

Omega ratio

Gain probability vs. loss probability

1.11

1.28

-0.17

Calmar ratio

Return relative to maximum drawdown

0.50

2.04

-1.54

Martin ratio

Return relative to average drawdown

1.96

7.68

-5.72

SDSCX vs. SNIEX - Sharpe Ratio Comparison

The current SDSCX Sharpe Ratio is 0.50, which is lower than the SNIEX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of SDSCX 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


SDSCXSNIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

1.48

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.15

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.28

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.20

-0.19

Correlation

The correlation between SDSCX and SNIEX is 0.64, 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. SNIEX - Dividend Comparison

SDSCX's dividend yield for the trailing twelve months is around 57.04%, more than SNIEX's 19.08% yield.


TTM20252024202320222021202020192018201720162015
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%
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

SDSCX vs. SNIEX - Drawdown Comparison

The maximum SDSCX drawdown since its inception was -99.19%, which is greater than SNIEX's maximum drawdown of -56.96%. Use the drawdown chart below to compare losses from any high point for SDSCX and SNIEX.


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Drawdown Indicators


SDSCXSNIEXDifference

Max Drawdown

Largest peak-to-trough decline

-99.19%

-56.96%

-42.23%

Max Drawdown (1Y)

Largest decline over 1 year

-19.60%

-11.22%

-8.38%

Max Drawdown (5Y)

Largest decline over 5 years

-45.77%

-35.87%

-9.90%

Max Drawdown (10Y)

Largest decline over 10 years

-48.25%

-36.74%

-11.51%

Current Drawdown

Current decline from peak

-89.05%

-10.79%

-78.26%

Average Drawdown

Average peak-to-trough decline

-75.09%

-15.58%

-59.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.97%

2.98%

+1.99%

Volatility

SDSCX vs. SNIEX - Volatility Comparison

BNY Mellon Small/Mid Cap Growth Fund (SDSCX) has a higher volatility of 7.72% compared to BNY Mellon International Equity Fund (SNIEX) at 6.62%. This indicates that SDSCX's price experiences larger fluctuations and is considered to be riskier 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


SDSCXSNIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.72%

6.62%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

15.58%

10.76%

+4.82%

Volatility (1Y)

Calculated over the trailing 1-year period

24.39%

15.92%

+8.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.49%

26.37%

-1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.12%

22.19%

+1.93%