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SNIEX vs. DGLRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNIEX vs. DGLRX - Performance Comparison

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

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SNIEX vs. DGLRX - 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%
DGLRX
BNY Mellon Global Stock Fund
-7.30%8.59%17.14%21.48%-19.14%17.63%19.50%29.57%-1.69%24.22%

Returns By Period

In the year-to-date period, SNIEX achieves a -1.37% return, which is significantly higher than DGLRX's -7.30% return. Over the past 10 years, SNIEX has underperformed DGLRX with an annualized return of 6.13%, while DGLRX has yielded a comparatively higher 10.27% annualized return.


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%

DGLRX

1D
0.39%
1M
-9.05%
YTD
-7.30%
6M
-6.64%
1Y
4.14%
3Y*
9.00%
5Y*
6.33%
10Y*
10.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNIEX vs. DGLRX - Expense Ratio Comparison

SNIEX has a 0.82% expense ratio, which is lower than DGLRX's 0.89% expense ratio.


Return for Risk

SNIEX vs. DGLRX — 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

DGLRX
DGLRX Risk / Return Rank: 1111
Overall Rank
DGLRX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DGLRX Sortino Ratio Rank: 1111
Sortino Ratio Rank
DGLRX Omega Ratio Rank: 1010
Omega Ratio Rank
DGLRX Calmar Ratio Rank: 1010
Calmar Ratio Rank
DGLRX Martin Ratio Rank: 1111
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. DGLRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Equity Fund (SNIEX) and BNY Mellon Global Stock Fund (DGLRX). 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.


SNIEXDGLRXDifference

Sharpe ratio

Return per unit of total volatility

1.48

0.27

+1.21

Sortino ratio

Return per unit of downside risk

1.93

0.50

+1.42

Omega ratio

Gain probability vs. loss probability

1.28

1.06

+0.22

Calmar ratio

Return relative to maximum drawdown

2.04

0.23

+1.81

Martin ratio

Return relative to average drawdown

7.68

0.84

+6.84

SNIEX vs. DGLRX - Sharpe Ratio Comparison

The current SNIEX Sharpe Ratio is 1.48, which is higher than the DGLRX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of SNIEX and DGLRX, 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


SNIEXDGLRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

0.27

+1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.39

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.62

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.45

-0.25

Correlation

The correlation between SNIEX and DGLRX is 0.86, 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. DGLRX - Dividend Comparison

SNIEX's dividend yield for the trailing twelve months is around 19.08%, less than DGLRX's 33.46% 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%
DGLRX
BNY Mellon Global Stock Fund
33.46%30.57%17.41%17.89%11.97%8.65%5.71%5.00%7.11%8.01%3.83%6.46%

Drawdowns

SNIEX vs. DGLRX - Drawdown Comparison

The maximum SNIEX drawdown since its inception was -56.96%, which is greater than DGLRX's maximum drawdown of -43.83%. Use the drawdown chart below to compare losses from any high point for SNIEX and DGLRX.


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Drawdown Indicators


SNIEXDGLRXDifference

Max Drawdown

Largest peak-to-trough decline

-56.96%

-43.83%

-13.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-11.27%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-35.87%

-29.20%

-6.67%

Max Drawdown (10Y)

Largest decline over 10 years

-36.74%

-29.20%

-7.54%

Current Drawdown

Current decline from peak

-10.79%

-10.93%

+0.14%

Average Drawdown

Average peak-to-trough decline

-15.58%

-5.97%

-9.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

3.12%

-0.14%

Volatility

SNIEX vs. DGLRX - Volatility Comparison

BNY Mellon International Equity Fund (SNIEX) has a higher volatility of 6.62% compared to BNY Mellon Global Stock Fund (DGLRX) at 4.60%. This indicates that SNIEX's price experiences larger fluctuations and is considered to be riskier than DGLRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNIEXDGLRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

4.60%

+2.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.76%

9.36%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

15.92%

16.20%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.37%

16.49%

+9.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.19%

16.61%

+5.58%