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SNIEX vs. ANDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNIEX vs. ANDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon International Equity Fund (SNIEX) and AQR International Defensive Style Fund (ANDIX). The values are adjusted to include any dividend payments, if applicable.

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SNIEX vs. ANDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
ANDIX
AQR International Defensive Style Fund
-0.25%21.41%2.83%12.06%-14.26%7.59%8.43%18.39%-10.35%22.86%

Returns By Period

In the year-to-date period, SNIEX achieves a -1.37% return, which is significantly lower than ANDIX's -0.25% return. Both investments have delivered pretty close results over the past 10 years, with SNIEX having a 6.13% annualized return and ANDIX not far ahead at 6.30%.


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%

ANDIX

1D
0.50%
1M
-8.31%
YTD
-0.25%
6M
2.13%
1Y
13.15%
3Y*
9.32%
5Y*
4.98%
10Y*
6.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNIEX vs. ANDIX - Expense Ratio Comparison

SNIEX has a 0.82% expense ratio, which is higher than ANDIX's 0.55% expense ratio.


Return for Risk

SNIEX vs. ANDIX — Risk / Return Rank

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

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

ANDIX
ANDIX Risk / Return Rank: 5353
Overall Rank
ANDIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ANDIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
ANDIX Omega Ratio Rank: 4747
Omega Ratio Rank
ANDIX Calmar Ratio Rank: 6161
Calmar Ratio Rank
ANDIX Martin Ratio Rank: 5454
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.

SNIEX vs. ANDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Equity Fund (SNIEX) and AQR International Defensive Style Fund (ANDIX). 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.


SNIEXANDIXDifference

Sharpe ratio

Return per unit of total volatility

1.48

0.99

+0.49

Sortino ratio

Return per unit of downside risk

1.93

1.40

+0.53

Omega ratio

Gain probability vs. loss probability

1.28

1.20

+0.08

Calmar ratio

Return relative to maximum drawdown

2.04

1.42

+0.61

Martin ratio

Return relative to average drawdown

7.68

5.30

+2.38

SNIEX vs. ANDIX - Sharpe Ratio Comparison

The current SNIEX Sharpe Ratio is 1.48, which is higher than the ANDIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SNIEX and ANDIX, 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


SNIEXANDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

0.99

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.39

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.47

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.49

-0.29

Correlation

The correlation between SNIEX and ANDIX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SNIEX vs. ANDIX - Dividend Comparison

SNIEX's dividend yield for the trailing twelve months is around 19.08%, more than ANDIX's 4.76% yield.


TTM20252024202320222021202020192018201720162015
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%
ANDIX
AQR International Defensive Style Fund
4.76%4.74%2.29%3.02%2.00%2.53%1.73%2.51%2.40%3.30%1.47%2.09%

Drawdowns

SNIEX vs. ANDIX - Drawdown Comparison

The maximum SNIEX drawdown since its inception was -56.96%, which is greater than ANDIX's maximum drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for SNIEX and ANDIX.


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Drawdown Indicators


SNIEXANDIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.96%

-27.59%

-29.37%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-8.76%

-2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-35.87%

-27.59%

-8.28%

Max Drawdown (10Y)

Largest decline over 10 years

-36.74%

-27.59%

-9.15%

Current Drawdown

Current decline from peak

-10.79%

-8.31%

-2.48%

Average Drawdown

Average peak-to-trough decline

-15.58%

-5.33%

-10.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.35%

+0.63%

Volatility

SNIEX vs. ANDIX - Volatility Comparison

BNY Mellon International Equity Fund (SNIEX) has a higher volatility of 6.62% compared to AQR International Defensive Style Fund (ANDIX) at 5.12%. This indicates that SNIEX's price experiences larger fluctuations and is considered to be riskier than ANDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNIEXANDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

5.12%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

10.76%

8.12%

+2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

15.92%

12.93%

+2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.37%

12.75%

+13.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.19%

13.44%

+8.75%