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DBMYX vs. MPITX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBMYX vs. MPITX - Performance Comparison

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

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DBMYX vs. MPITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBMYX
BNY Mellon Small/Mid Cap Growth Fund Class Y
-4.63%11.94%10.09%15.63%-33.11%-4.44%68.62%39.27%-1.35%26.80%
MPITX
BNY Mellon International Fund
3.29%31.06%1.61%17.01%-15.66%9.01%7.19%22.28%-16.66%27.96%

Returns By Period

In the year-to-date period, DBMYX achieves a -4.63% return, which is significantly lower than MPITX's 3.29% return. Over the past 10 years, DBMYX has outperformed MPITX with an annualized return of 10.93%, while MPITX has yielded a comparatively lower 8.05% annualized return.


DBMYX

1D
4.00%
1M
-10.19%
YTD
-4.63%
6M
-4.41%
1Y
16.53%
3Y*
8.68%
5Y*
-2.45%
10Y*
10.93%

MPITX

1D
2.17%
1M
-6.63%
YTD
3.29%
6M
8.26%
1Y
25.37%
3Y*
13.67%
5Y*
7.13%
10Y*
8.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBMYX vs. MPITX - Expense Ratio Comparison

DBMYX has a 0.63% expense ratio, which is lower than MPITX's 1.03% expense ratio.


Return for Risk

DBMYX vs. MPITX — Risk / Return Rank

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

DBMYX
DBMYX Risk / Return Rank: 2727
Overall Rank
DBMYX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DBMYX Sortino Ratio Rank: 3131
Sortino Ratio Rank
DBMYX Omega Ratio Rank: 2424
Omega Ratio Rank
DBMYX Calmar Ratio Rank: 2626
Calmar Ratio Rank
DBMYX Martin Ratio Rank: 2828
Martin Ratio Rank

MPITX
MPITX Risk / Return Rank: 7777
Overall Rank
MPITX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
MPITX Sortino Ratio Rank: 7777
Sortino Ratio Rank
MPITX Omega Ratio Rank: 7878
Omega Ratio Rank
MPITX Calmar Ratio Rank: 7777
Calmar Ratio Rank
MPITX Martin Ratio Rank: 7070
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.

DBMYX vs. MPITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Small/Mid Cap Growth Fund Class Y (DBMYX) and BNY Mellon International Fund (MPITX). 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.


DBMYXMPITXDifference

Sharpe ratio

Return per unit of total volatility

0.71

1.65

-0.94

Sortino ratio

Return per unit of downside risk

1.18

2.10

-0.92

Omega ratio

Gain probability vs. loss probability

1.15

1.32

-0.17

Calmar ratio

Return relative to maximum drawdown

0.85

2.06

-1.21

Martin ratio

Return relative to average drawdown

3.29

7.69

-4.40

DBMYX vs. MPITX - Sharpe Ratio Comparison

The current DBMYX Sharpe Ratio is 0.71, which is lower than the MPITX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of DBMYX and MPITX, 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


DBMYXMPITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

1.65

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.46

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.48

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.29

+0.10

Correlation

The correlation between DBMYX and MPITX is 0.59, 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

DBMYX vs. MPITX - Dividend Comparison

DBMYX's dividend yield for the trailing twelve months is around 53.67%, more than MPITX's 2.33% yield.


TTM20252024202320222021202020192018201720162015
DBMYX
BNY Mellon Small/Mid Cap Growth Fund Class Y
53.67%51.19%0.43%0.00%0.00%8.97%7.86%0.00%8.66%9.12%2.20%6.55%
MPITX
BNY Mellon International Fund
2.33%2.41%3.35%3.81%4.62%1.61%2.19%2.52%2.24%1.50%2.05%1.40%

Drawdowns

DBMYX vs. MPITX - Drawdown Comparison

The maximum DBMYX drawdown since its inception was -48.24%, smaller than the maximum MPITX drawdown of -58.61%. Use the drawdown chart below to compare losses from any high point for DBMYX and MPITX.


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Drawdown Indicators


DBMYXMPITXDifference

Max Drawdown

Largest peak-to-trough decline

-48.24%

-58.61%

+10.37%

Max Drawdown (1Y)

Largest decline over 1 year

-19.58%

-11.35%

-8.23%

Max Drawdown (5Y)

Largest decline over 5 years

-45.79%

-32.12%

-13.67%

Max Drawdown (10Y)

Largest decline over 10 years

-48.24%

-37.52%

-10.72%

Current Drawdown

Current decline from peak

-23.16%

-8.96%

-14.20%

Average Drawdown

Average peak-to-trough decline

-15.18%

-12.50%

-2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.07%

3.04%

+2.03%

Volatility

DBMYX vs. MPITX - Volatility Comparison

BNY Mellon Small/Mid Cap Growth Fund Class Y (DBMYX) has a higher volatility of 9.05% compared to BNY Mellon International Fund (MPITX) at 6.91%. This indicates that DBMYX's price experiences larger fluctuations and is considered to be riskier than MPITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBMYXMPITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

6.91%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

16.13%

10.62%

+5.51%

Volatility (1Y)

Calculated over the trailing 1-year period

24.69%

15.83%

+8.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.54%

15.53%

+9.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.16%

16.91%

+7.25%