STSVX vs. DISRX

Last updated Jun 25, 2026

STSVX (BNY Mellon Small Cap Value Fund) and DISRX (BNY Mellon International Stock Fund) are both mutual funds - STSVX is a Small Cap Blend Equities fund managed by Dreyfus, while DISRX is a Foreign Large Cap Equities fund managed by Dreyfus. Over the past 10 years, STSVX returned 10.25%/yr vs 7.88%/yr for DISRX. A 0.60 correlation means they provide meaningful diversification when combined. STSVX charges 1.03%/yr vs 0.92%/yr for DISRX.

Performance

STSVX vs. DISRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Small Cap Value Fund (STSVX) and BNY Mellon International Stock Fund (DISRX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STSVX achieves a 20.95% return, which is significantly higher than DISRX's 2.88% return. Over the past 10 years, STSVX has outperformed DISRX with an annualized return of 10.25%, while DISRX has yielded a comparatively lower 7.88% annualized return.

STSVX

• 1D: -0.34%
• 1M: 4.07%
• YTD: 20.95%
• 6M: 18.88%
• 1Y: 29.67%
• 3Y*: 14.44%
• 5Y*: 6.15%
• 10Y*: 10.25%

DISRX

• 1D: -1.57%
• 1M: -1.75%
• YTD: 2.88%
• 6M: 2.69%
• 1Y: 3.44%
• 3Y*: 4.72%
• 5Y*: 1.27%
• 10Y*: 7.88%

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

STSVX vs. DISRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STSVX BNY Mellon Small Cap Value Fund	20.95%	8.27%	5.04%	6.86%	-9.05%	24.73%	4.21%	24.54%	-8.69%	10.60%
DISRX BNY Mellon International Stock Fund	2.88%	5.92%	1.62%	18.48%	-22.02%	11.18%	19.26%	27.86%	-7.65%	27.01%

Correlation

The correlation between STSVX and DISRX is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (5Y) Calculated over the trailing 5-year period	0.62
Correlation (10Y) Calculated over the trailing 10-year period	0.56
Correlation (All Time) Calculated using the full available price history since Dec 29, 2006	0.60

The correlation between STSVX and DISRX has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.

Return for Risk

STSVX vs. DISRX — Risk / Return Rank

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

STSVX

STSVX Risk / Return Rank: 58
STSVX Sharpe Ratio Rank: 52
STSVX Sortino Ratio Rank: 53
STSVX Omega Ratio Rank: 45
STSVX Calmar Ratio Rank: 81
STSVX Martin Ratio Rank: 60

DISRX

DISRX Risk / Return Rank: 5
DISRX Sharpe Ratio Rank: 5
DISRX Sortino Ratio Rank: 5
DISRX Omega Ratio Rank: 5
DISRX Calmar Ratio Rank: 6
DISRX Martin Ratio Rank: 6

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.

STSVX vs. DISRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Small Cap Value Fund (STSVX) and BNY Mellon International Stock Fund (DISRX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	STSVX	DISRX	Difference
Sharpe ratio: Return per unit of total volatility	1.81	0.31	+1.50
Sortino ratio: Return per unit of downside risk	2.58	0.55	+2.04
Omega ratio: Gain probability vs. loss probability	1.31	1.06	+0.25
Calmar ratio: Return relative to maximum drawdown	3.30	0.37	+2.92
Martin ratio: Return relative to average drawdown	10.34	1.13	+9.22

STSVX vs. DISRX - Sharpe Ratio Comparison

The current STSVX Sharpe Ratio is 1.81, which is higher than the DISRX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of STSVX and DISRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STSVX vs. DISRX - Drawdown Comparison

The maximum STSVX drawdown since its inception was -58.05%, which is greater than DISRX's maximum drawdown of -45.82%. Use the drawdown chart below to compare losses from any high point for STSVX and DISRX.

Drawdown Indicators

	STSVX	DISRX	Difference
Max Drawdown Largest peak-to-trough decline	-58.05%	-45.82%	-12.23%
Max Drawdown (1Y) Largest decline over 1 year	-9.45%	-12.82%	+3.37%
Max Drawdown (3Y) Largest decline over 3 years	-27.50%	-19.16%	-8.34%
Max Drawdown (5Y) Largest decline over 5 years	-27.50%	-35.09%	+7.59%
Max Drawdown (10Y) Largest decline over 10 years	-43.41%	-35.09%	-8.32%
Current Drawdown Current decline from peak	-0.34%	-3.10%	+2.76%
Average Drawdown Average peak-to-trough decline	-8.84%	-8.16%	-0.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	4.22%	-1.21%

Volatility

STSVX vs. DISRX - Volatility Comparison

BNY Mellon Small Cap Value Fund (STSVX) and BNY Mellon International Stock Fund (DISRX) have volatilities of 5.18% and 5.19%, 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.

Volatility by Period

	STSVX	DISRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.18%	5.19%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	12.18%	12.62%	-0.44%
Volatility (1Y) Calculated over the trailing 1-year period	17.28%	15.62%	+1.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.71%	16.60%	+4.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.70%	15.79%	+6.91%

STSVX vs. DISRX - Expense Ratio Comparison

STSVX has a 1.03% expense ratio, which is higher than DISRX's 0.92% expense ratio.

Dividends

STSVX vs. DISRX - Dividend Comparison

STSVX's dividend yield for the trailing twelve months is around 31.50%, more than DISRX's 9.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DISRX BNY Mellon International Stock Fund	9.96%	10.25%	6.09%	2.13%	2.56%	0.85%	3.08%	2.53%	1.71%	1.05%	1.23%	1.30%
STSVX BNY Mellon Small Cap Value Fund	31.50%	38.10%	13.68%	4.85%	9.08%	12.78%	0.77%	8.24%	16.03%	18.50%	8.41%	9.68%

Frequently Asked Questions

Can I hold both STSVX and DISRX in my portfolio?

STSVX and DISRX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STSVX or DISRX?

DISRX has higher volatility (5.19%) compared to STSVX (5.18%). In terms of maximum drawdown, STSVX dropped -58.05% vs DISRX's -45.82%.

Which has better risk-adjusted returns?

STSVX currently has the higher Sharpe Ratio (1.80 vs 0.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.