STSVX vs. SNIEX
STSVX (BNY Mellon Small Cap Value Fund) and SNIEX (BNY Mellon International Equity Fund) are both mutual funds - STSVX is a Small Cap Blend Equities fund managed by Dreyfus, while SNIEX is a Foreign Large Cap Equities fund managed by Dreyfus. Over the past 10 years, STSVX returned 9.53%/yr vs 7.02%/yr for SNIEX. Their 0.64 correlation means they have sometimes moved together and sometimes differently. STSVX charges 1.03%/yr vs 0.82%/yr for SNIEX.
Performance
STSVX vs. SNIEX - Performance Comparison
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Returns By Period
In the year-to-date period, STSVX achieves a 20.74% return, which is significantly higher than SNIEX's 9.56% return. Over the past 10 years, STSVX has outperformed SNIEX with an annualized return of 9.53%, while SNIEX has yielded a comparatively lower 7.02% annualized return.
STSVX
- 1D
- 0.52%
- 1M
- -2.36%
- 6M
- 13.18%
- YTD
- 20.74%
- 1Y
- 29.09%
- 3Y*
- 11.17%
- 5Y*
- 7.24%
- 10Y*
- 9.53%
- ALL TIME*
- 10.04%
SNIEX
- 1D
- 2.96%
- 1M
- 0.71%
- 6M
- 3.25%
- YTD
- 9.56%
- 1Y
- 22.35%
- 3Y*
- 12.34%
- 5Y*
- 5.59%
- 10Y*
- 7.02%
- ALL TIME*
- 4.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
STSVX vs. SNIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STSVX BNY Mellon Small Cap Value Fund | 20.74% | 8.27% | 5.04% | 6.86% | -9.05% | 24.73% | 4.21% | 24.54% | -8.69% | 10.60% |
SNIEX BNY Mellon International Equity Fund | 9.56% | 39.57% | -7.97% | 13.97% | -19.01% | 7.69% | 13.91% | 20.39% | -17.20% | 28.69% |
Correlation
The correlation between STSVX and SNIEX is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2006 | 0.64 |
The correlation between STSVX and SNIEX has been stable across timeframes, ranging from 0.60 to 0.64 - a consistent structural relationship.
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Return for Risk
STSVX vs. SNIEX — Risk / Return Rank
STSVX
SNIEX
STSVX vs. SNIEX - 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 Equity Fund (SNIEX). 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 | SNIEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 1.87 | +0.77 |
| Martin ratioReturn relative to average drawdown | 8.34 | 5.93 | +2.40 |
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Drawdowns
STSVX vs. SNIEX - Drawdown Comparison
The maximum STSVX drawdown since its inception was -58.05%, roughly equal to the maximum SNIEX drawdown of -56.96%. Use the drawdown chart below to compare losses from any high point for STSVX and SNIEX.
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Drawdown Indicators
| STSVX | SNIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.05% | -56.96% | -1.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.45% | -11.22% | +1.77% |
Max Drawdown (3Y)Largest decline over 3 years | -27.50% | -35.87% | +8.37% |
Max Drawdown (5Y)Largest decline over 5 years | -27.50% | -35.87% | +8.37% |
Max Drawdown (10Y)Largest decline over 10 years | -43.41% | -36.74% | -6.67% |
Current DrawdownCurrent decline from peak | -3.18% | -0.91% | -2.27% |
Average DrawdownAverage peak-to-trough decline | -8.81% | -15.39% | +6.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 3.54% | -0.54% |
Volatility
STSVX vs. SNIEX - Volatility Comparison
The current volatility for BNY Mellon Small Cap Value Fund (STSVX) is 3.44%, while BNY Mellon International Equity Fund (SNIEX) has a volatility of 5.08%. This indicates that STSVX experiences smaller price fluctuations and is considered to be less risky than SNIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STSVX | SNIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 5.08% | -1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 13.20% | -1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.07% | 15.69% | +1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.51% | 26.57% | -6.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.66% | 22.13% | +0.53% |
STSVX vs. SNIEX - Expense Ratio Comparison
STSVX has a 1.03% expense ratio, which is higher than SNIEX's 0.82% expense ratio.
Dividends
STSVX vs. SNIEX - Dividend Comparison
STSVX's dividend yield for the trailing twelve months is around 31.56%, more than SNIEX's 17.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNIEX BNY Mellon International Equity Fund | 17.18% | 18.82% | 38.06% | 7.05% | 3.67% | 3.35% | 1.51% | 2.55% | 2.26% | 1.34% | 1.40% | 1.13% |
STSVX BNY Mellon Small Cap Value Fund | 31.56% | 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
STSVX and SNIEX 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.
SNIEX has higher volatility (5.08%) compared to STSVX (3.44%). In terms of maximum drawdown, STSVX dropped -58.05% vs SNIEX's -56.96%.
STSVX currently has the higher Sharpe Ratio (1.46 vs 1.34), 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.
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