PortfoliosLab logoPortfoliosLab logo
SNIEX vs. DFLYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNIEX vs. DFLYX - Performance Comparison

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

Loading graphics...

SNIEX vs. DFLYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNIEX
BNY Mellon International Equity Fund
0.77%39.57%-7.97%13.97%-19.01%7.69%13.91%20.39%-17.20%28.69%
DFLYX
BNY Mellon Floating Rate Income Fund
-0.42%4.84%9.77%13.29%-1.15%4.84%2.66%7.15%-0.58%3.48%

Returns By Period

In the year-to-date period, SNIEX achieves a 0.77% return, which is significantly higher than DFLYX's -0.42% return. Over the past 10 years, SNIEX has outperformed DFLYX with an annualized return of 6.35%, while DFLYX has yielded a comparatively lower 4.95% annualized return.


SNIEX

1D
2.17%
1M
-6.40%
YTD
0.77%
6M
3.54%
1Y
27.44%
3Y*
11.72%
5Y*
4.16%
10Y*
6.35%

DFLYX

1D
0.09%
1M
0.66%
YTD
-0.42%
6M
0.36%
1Y
4.46%
3Y*
8.00%
5Y*
5.77%
10Y*
4.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SNIEX vs. DFLYX - Expense Ratio Comparison

SNIEX has a 0.82% expense ratio, which is higher than DFLYX's 0.73% expense ratio.


Return for Risk

SNIEX vs. DFLYX — Risk / Return Rank

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

SNIEX
SNIEX Risk / Return Rank: 8383
Overall Rank
SNIEX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SNIEX Sortino Ratio Rank: 8282
Sortino Ratio Rank
SNIEX Omega Ratio Rank: 8181
Omega Ratio Rank
SNIEX Calmar Ratio Rank: 8585
Calmar Ratio Rank
SNIEX Martin Ratio Rank: 8181
Martin Ratio Rank

DFLYX
DFLYX Risk / Return Rank: 9090
Overall Rank
DFLYX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DFLYX Sortino Ratio Rank: 9696
Sortino Ratio Rank
DFLYX Omega Ratio Rank: 9797
Omega Ratio Rank
DFLYX Calmar Ratio Rank: 8787
Calmar Ratio Rank
DFLYX Martin Ratio Rank: 7878
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. DFLYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Equity Fund (SNIEX) and BNY Mellon Floating Rate Income Fund (DFLYX). 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.


SNIEXDFLYXDifference

Sharpe ratio

Return per unit of total volatility

1.76

2.25

-0.49

Sortino ratio

Return per unit of downside risk

2.26

3.36

-1.09

Omega ratio

Gain probability vs. loss probability

1.33

1.61

-0.28

Calmar ratio

Return relative to maximum drawdown

2.32

2.41

-0.09

Martin ratio

Return relative to average drawdown

8.79

8.31

+0.48

SNIEX vs. DFLYX - Sharpe Ratio Comparison

The current SNIEX Sharpe Ratio is 1.76, which is comparable to the DFLYX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of SNIEX and DFLYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SNIEXDFLYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

2.25

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

3.03

-2.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

1.63

-1.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

1.48

-1.28

Correlation

The correlation between SNIEX and DFLYX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SNIEX vs. DFLYX - Dividend Comparison

SNIEX's dividend yield for the trailing twelve months is around 18.67%, more than DFLYX's 7.54% yield.


TTM20252024202320222021202020192018201720162015
SNIEX
BNY Mellon International Equity Fund
18.67%18.82%38.06%7.05%3.67%3.35%1.51%2.55%2.26%1.34%1.40%1.13%
DFLYX
BNY Mellon Floating Rate Income Fund
7.54%7.50%8.78%8.78%5.49%4.22%4.66%5.54%5.19%3.77%4.14%4.65%

Drawdowns

SNIEX vs. DFLYX - Drawdown Comparison

The maximum SNIEX drawdown since its inception was -56.96%, which is greater than DFLYX's maximum drawdown of -18.83%. Use the drawdown chart below to compare losses from any high point for SNIEX and DFLYX.


Loading graphics...

Drawdown Indicators


SNIEXDFLYXDifference

Max Drawdown

Largest peak-to-trough decline

-56.96%

-18.83%

-38.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-1.71%

-9.51%

Max Drawdown (5Y)

Largest decline over 5 years

-35.87%

-6.28%

-29.59%

Max Drawdown (10Y)

Largest decline over 10 years

-36.74%

-18.83%

-17.91%

Current Drawdown

Current decline from peak

-8.86%

-0.97%

-7.89%

Average Drawdown

Average peak-to-trough decline

-15.58%

-0.80%

-14.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

0.51%

+2.46%

Volatility

SNIEX vs. DFLYX - Volatility Comparison

BNY Mellon International Equity Fund (SNIEX) has a higher volatility of 6.84% compared to BNY Mellon Floating Rate Income Fund (DFLYX) at 0.59%. This indicates that SNIEX's price experiences larger fluctuations and is considered to be riskier than DFLYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SNIEXDFLYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.84%

0.59%

+6.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.95%

1.06%

+9.89%

Volatility (1Y)

Calculated over the trailing 1-year period

16.02%

1.99%

+14.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.39%

1.91%

+24.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.20%

3.05%

+19.15%