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

Performance

SNIEX vs. FINVX - Performance Comparison

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

Loading graphics...

SNIEX vs. FINVX - 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%
FINVX
Fidelity Series International Value Fund
-1.35%45.75%6.20%20.35%-7.21%16.39%4.87%19.85%-16.40%20.41%

Returns By Period

The year-to-date returns for both investments are quite close, with SNIEX having a -1.37% return and FINVX slightly higher at -1.35%. Over the past 10 years, SNIEX has underperformed FINVX with an annualized return of 6.13%, while FINVX has yielded a comparatively higher 10.07% 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%

FINVX

1D
0.85%
1M
-9.20%
YTD
-1.35%
6M
4.58%
1Y
26.12%
3Y*
20.18%
5Y*
13.04%
10Y*
10.07%
*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. FINVX - Expense Ratio Comparison

SNIEX has a 0.82% expense ratio, which is higher than FINVX's 0.01% expense ratio.


Return for Risk

SNIEX vs. FINVX — 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

FINVX
FINVX Risk / Return Rank: 7979
Overall Rank
FINVX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FINVX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FINVX Omega Ratio Rank: 7676
Omega Ratio Rank
FINVX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FINVX Martin Ratio Rank: 8181
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. FINVX - Risk-Adjusted Trends Comparison

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


SNIEXFINVXDifference

Sharpe ratio

Return per unit of total volatility

1.48

1.42

+0.06

Sortino ratio

Return per unit of downside risk

1.93

1.92

+0.01

Omega ratio

Gain probability vs. loss probability

1.28

1.29

0.00

Calmar ratio

Return relative to maximum drawdown

2.04

1.90

+0.14

Martin ratio

Return relative to average drawdown

7.68

7.92

-0.24

SNIEX vs. FINVX - Sharpe Ratio Comparison

The current SNIEX Sharpe Ratio is 1.48, which is comparable to the FINVX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of SNIEX and FINVX, 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


SNIEXFINVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.42

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.79

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.56

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.35

-0.15

Correlation

The correlation between SNIEX and FINVX is 0.89, 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. FINVX - Dividend Comparison

SNIEX's dividend yield for the trailing twelve months is around 19.08%, more than FINVX's 11.35% 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%
FINVX
Fidelity Series International Value Fund
11.35%11.20%4.14%3.29%3.33%5.01%2.83%4.05%4.05%3.14%2.62%2.14%

Drawdowns

SNIEX vs. FINVX - Drawdown Comparison

The maximum SNIEX drawdown since its inception was -56.96%, which is greater than FINVX's maximum drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for SNIEX and FINVX.


Loading graphics...

Drawdown Indicators


SNIEXFINVXDifference

Max Drawdown

Largest peak-to-trough decline

-56.96%

-42.48%

-14.48%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-11.66%

+0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-35.87%

-27.13%

-8.74%

Max Drawdown (10Y)

Largest decline over 10 years

-36.74%

-42.48%

+5.74%

Current Drawdown

Current decline from peak

-10.79%

-9.26%

-1.53%

Average Drawdown

Average peak-to-trough decline

-15.58%

-9.11%

-6.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.94%

+0.04%

Volatility

SNIEX vs. FINVX - Volatility Comparison

The current volatility for BNY Mellon International Equity Fund (SNIEX) is 6.62%, while Fidelity Series International Value Fund (FINVX) has a volatility of 7.10%. This indicates that SNIEX experiences smaller price fluctuations and is considered to be less risky than FINVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SNIEXFINVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

7.10%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.76%

10.68%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.92%

17.52%

-1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.37%

16.58%

+9.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.19%

17.99%

+4.20%