SNIEX vs. DIERX

Last updated Apr 1, 2026

Compare and contrast key facts about BNY Mellon International Equity Fund (SNIEX) and BNY Mellon International Core Equity Fund (DIERX).

SNIEX is managed by Dreyfus. It was launched on Dec 21, 2005. DIERX is managed by Dreyfus. It was launched on Dec 8, 1988.

Performance

SNIEX vs. DIERX - Performance Comparison

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

SNIEX vs. DIERX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
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

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%

DIERX

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

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

SNIEX vs. DIERX - Expense Ratio Comparison

SNIEX has a 0.82% expense ratio, which is lower than DIERX's 0.85% expense ratio.

DIERX

BNY Mellon International Core Equity Fund

SNIEX

BNY Mellon International Equity Fund

Return for Risk

SNIEX vs. DIERX — Risk / Return Rank

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

SNIEX

SNIEX Risk / Return Rank: 79
SNIEX Sharpe Ratio Rank: 80
SNIEX Sortino Ratio Rank: 77
SNIEX Omega Ratio Rank: 74
SNIEX Calmar Ratio Rank: 83
SNIEX Martin Ratio Rank: 79

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. DIERX - Risk-Adjusted Trends Comparison

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

	SNIEX	DIERX	Difference
Sharpe ratio Return per unit of total volatility	1.48	—	—
Sortino ratio Return per unit of downside risk	1.93	—	—
Omega ratio Gain probability vs. loss probability	1.28	—	—
Calmar ratio Return relative to maximum drawdown	2.04	—	—
Martin ratio Return relative to average drawdown	7.68	—	—
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

	SNIEX	DIERX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.48	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	—	—

Correlation

The correlation between SNIEX and DIERX is 0.94, 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. DIERX - Dividend Comparison

SNIEX's dividend yield for the trailing twelve months is around 19.08%, more than DIERX's 9.61% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
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

	SNIEX	DIERX	Difference
Max Drawdown Largest peak-to-trough decline	-56.96%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-11.22%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-35.87%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.74%	—	—
Current Drawdown Current decline from peak	-10.79%	—	—
Average Drawdown Average peak-to-trough decline	-15.58%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	—	—

Volatility

Volatility by Period

	SNIEX	DIERX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.62%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.76%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.92%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.37%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.19%	—	—