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BNY Mellon International Fund (MPITX) Sharpe Ratio: 1.60

Mutual Fund · Currency in USD · Last updated Jun 23, 2026

To pursue its goal, the fund normally invests at least 65% of its total assets in equity securities of foreign issuers. Foreign issuers are companies organized under the laws of a foreign country, whose principal trading market is in a foreign country or with a majority of their assets or business outside the United States. It may invest in companies of any size. The fund will limit its investments in any single company to no more than 5% of the fund's assets at the time of purchase.

MPITX's Sharpe Ratio of 1.60 indicates that for each unit of volatility, it generates 1.60 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

MPITX Sharpe Ratio Rank

MPITX Sharpe Ratio Rank: 35.536
Below Average

MPITX ranks above 35.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

MPITX Sharpe Ratio Market Positioning

The chart shows MPITX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.33 or lower
  • Yellow zone (middle 50%): 1.33 to 2.32
  • Green zone (top 25%): 2.32 or higher
  • Top 1%: 4.33+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares BNY Mellon International Fund's Sharpe Ratio with other mutual funds in the Foreign Large Cap Equities category across multiple time periods, showing how MPITX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SWRLXTouchstone International Equity Fund3.45
TIVFXAmerican Beacon Tocqueville International Value Fund3.33
DCINXDunham International Stock Fund3.09
THOIXThornburg Global Opportunities Fund3.09
EISIXCarillon ClariVest International Stock Fund2.99
SAHMXSA International Value Fund2.97
SIDNXHartford Schroders International Multi-Cap Value Fund2.94
GTMIXGMO Tax-Managed International Equities Fund2.94
DFWVXDFA World ex U.S. Value Portfolio Fund2.93
SFNNXSchwab Fundamental International Equity Index Fund2.81
MPITXBNY Mellon International Fund1.60

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows MPITX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when MPITX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does MPITX fit in your portfolio?

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