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SNIEX vs. EPDPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNIEX vs. EPDPX - Performance Comparison

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

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SNIEX vs. EPDPX - 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%
EPDPX
EuroPac International Dividend Income Fund Class A
5.90%61.93%0.72%7.46%1.27%7.78%8.83%13.05%-11.02%15.53%

Returns By Period

In the year-to-date period, SNIEX achieves a -1.37% return, which is significantly lower than EPDPX's 5.90% return. Over the past 10 years, SNIEX has underperformed EPDPX with an annualized return of 6.13%, while EPDPX has yielded a comparatively higher 9.56% 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%

EPDPX

1D
0.14%
1M
-9.40%
YTD
5.90%
6M
16.78%
1Y
44.80%
3Y*
20.57%
5Y*
14.44%
10Y*
9.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNIEX vs. EPDPX - Expense Ratio Comparison

SNIEX has a 0.82% expense ratio, which is lower than EPDPX's 1.52% expense ratio.


Return for Risk

SNIEX vs. EPDPX — 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

EPDPX
EPDPX Risk / Return Rank: 9797
Overall Rank
EPDPX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
EPDPX Sortino Ratio Rank: 9696
Sortino Ratio Rank
EPDPX Omega Ratio Rank: 9595
Omega Ratio Rank
EPDPX Calmar Ratio Rank: 9797
Calmar Ratio Rank
EPDPX Martin Ratio Rank: 9797
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. EPDPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Equity Fund (SNIEX) and EuroPac International Dividend Income Fund Class A (EPDPX). 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.


SNIEXEPDPXDifference

Sharpe ratio

Return per unit of total volatility

1.48

2.78

-1.30

Sortino ratio

Return per unit of downside risk

1.93

3.30

-1.37

Omega ratio

Gain probability vs. loss probability

1.28

1.53

-0.25

Calmar ratio

Return relative to maximum drawdown

2.04

4.04

-2.00

Martin ratio

Return relative to average drawdown

7.68

16.67

-8.99

SNIEX vs. EPDPX - Sharpe Ratio Comparison

The current SNIEX Sharpe Ratio is 1.48, which is lower than the EPDPX Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of SNIEX and EPDPX, 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


SNIEXEPDPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

2.78

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

1.03

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.65

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.44

-0.24

Correlation

The correlation between SNIEX and EPDPX is 0.72, 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. EPDPX - Dividend Comparison

SNIEX's dividend yield for the trailing twelve months is around 19.08%, more than EPDPX's 5.83% 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%
EPDPX
EuroPac International Dividend Income Fund Class A
5.83%6.55%3.82%3.08%2.56%2.07%1.70%2.43%2.66%2.69%2.24%3.58%

Drawdowns

SNIEX vs. EPDPX - Drawdown Comparison

The maximum SNIEX drawdown since its inception was -56.96%, which is greater than EPDPX's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for SNIEX and EPDPX.


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Drawdown Indicators


SNIEXEPDPXDifference

Max Drawdown

Largest peak-to-trough decline

-56.96%

-39.21%

-17.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-10.96%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-35.87%

-21.06%

-14.81%

Max Drawdown (10Y)

Largest decline over 10 years

-36.74%

-33.34%

-3.40%

Current Drawdown

Current decline from peak

-10.79%

-9.40%

-1.39%

Average Drawdown

Average peak-to-trough decline

-15.58%

-11.30%

-4.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.66%

+0.32%

Volatility

SNIEX vs. EPDPX - Volatility Comparison

BNY Mellon International Equity Fund (SNIEX) and EuroPac International Dividend Income Fund Class A (EPDPX) have volatilities of 6.62% and 6.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNIEXEPDPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

6.49%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.76%

11.41%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

15.92%

16.13%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.37%

14.03%

+12.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.19%

14.86%

+7.33%