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SNIEX vs. SDSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNIEX vs. SDSCX - Performance Comparison

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

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SNIEX vs. SDSCX - 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%
SDSCX
BNY Mellon Small/Mid Cap Growth Fund
-8.34%11.91%9.95%15.55%-33.20%-4.42%68.54%39.14%-1.46%26.74%

Returns By Period

In the year-to-date period, SNIEX achieves a -1.37% return, which is significantly higher than SDSCX's -8.34% return. Over the past 10 years, SNIEX has underperformed SDSCX with an annualized return of 6.13%, while SDSCX has yielded a comparatively higher 10.40% 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%

SDSCX

1D
-1.36%
1M
-13.86%
YTD
-8.34%
6M
-7.45%
1Y
12.80%
3Y*
7.18%
5Y*
-2.91%
10Y*
10.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNIEX vs. SDSCX - Expense Ratio Comparison

SNIEX has a 0.82% expense ratio, which is higher than SDSCX's 0.70% expense ratio.


Return for Risk

SNIEX vs. SDSCX — 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

SDSCX
SDSCX Risk / Return Rank: 1818
Overall Rank
SDSCX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SDSCX Sortino Ratio Rank: 2121
Sortino Ratio Rank
SDSCX Omega Ratio Rank: 1717
Omega Ratio Rank
SDSCX Calmar Ratio Rank: 1717
Calmar Ratio Rank
SDSCX Martin Ratio Rank: 1919
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. SDSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Equity Fund (SNIEX) and BNY Mellon Small/Mid Cap Growth Fund (SDSCX). 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.


SNIEXSDSCXDifference

Sharpe ratio

Return per unit of total volatility

1.48

0.50

+0.98

Sortino ratio

Return per unit of downside risk

1.93

0.89

+1.04

Omega ratio

Gain probability vs. loss probability

1.28

1.11

+0.17

Calmar ratio

Return relative to maximum drawdown

2.04

0.50

+1.54

Martin ratio

Return relative to average drawdown

7.68

1.96

+5.72

SNIEX vs. SDSCX - Sharpe Ratio Comparison

The current SNIEX Sharpe Ratio is 1.48, which is higher than the SDSCX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of SNIEX and SDSCX, 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


SNIEXSDSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

0.50

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

-0.12

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.43

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.00

+0.19

Correlation

The correlation between SNIEX and SDSCX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SNIEX vs. SDSCX - Dividend Comparison

SNIEX's dividend yield for the trailing twelve months is around 19.08%, less than SDSCX's 57.04% 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%
SDSCX
BNY Mellon Small/Mid Cap Growth Fund
57.04%52.29%0.43%0.00%0.00%9.19%7.93%0.00%8.72%9.16%2.21%6.57%

Drawdowns

SNIEX vs. SDSCX - Drawdown Comparison

The maximum SNIEX drawdown since its inception was -56.96%, smaller than the maximum SDSCX drawdown of -99.19%. Use the drawdown chart below to compare losses from any high point for SNIEX and SDSCX.


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Drawdown Indicators


SNIEXSDSCXDifference

Max Drawdown

Largest peak-to-trough decline

-56.96%

-99.19%

+42.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-19.60%

+8.38%

Max Drawdown (5Y)

Largest decline over 5 years

-35.87%

-45.77%

+9.90%

Max Drawdown (10Y)

Largest decline over 10 years

-36.74%

-48.25%

+11.51%

Current Drawdown

Current decline from peak

-10.79%

-89.05%

+78.26%

Average Drawdown

Average peak-to-trough decline

-15.58%

-75.09%

+59.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

4.97%

-1.99%

Volatility

SNIEX vs. SDSCX - Volatility Comparison

The current volatility for BNY Mellon International Equity Fund (SNIEX) is 6.62%, while BNY Mellon Small/Mid Cap Growth Fund (SDSCX) has a volatility of 7.72%. This indicates that SNIEX experiences smaller price fluctuations and is considered to be less risky than SDSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNIEXSDSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

7.72%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

10.76%

15.58%

-4.82%

Volatility (1Y)

Calculated over the trailing 1-year period

15.92%

24.39%

-8.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.37%

24.49%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.19%

24.12%

-1.93%