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DBMYX vs. MPITX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, DBMYX achieves a 12.61% return, which is significantly higher than MPITX's 11.21% return. Over the past 10 years, DBMYX has outperformed MPITX with an annualized return of 12.64%, while MPITX has yielded a comparatively lower 9.20% annualized return.


DBMYX

1D
0.49%
1M
6.92%
YTD
12.61%
6M
9.01%
1Y
21.76%
3Y*
14.36%
5Y*
0.18%
10Y*
12.64%

MPITX

1D
-0.05%
1M
2.23%
YTD
11.21%
6M
11.08%
1Y
24.73%
3Y*
16.04%
5Y*
7.76%
10Y*
9.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBMYX vs. MPITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBMYX
BNY Mellon Small/Mid Cap Growth Fund Class Y
12.61%11.94%10.09%15.63%-33.11%-4.44%68.62%39.27%-1.35%26.80%
MPITX
BNY Mellon International Fund
11.21%31.06%1.61%17.01%-15.66%9.01%7.19%22.28%-16.66%27.96%

Correlation

The correlation between DBMYX and MPITX is 0.61, 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

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2014

0.59

The correlation between DBMYX and MPITX has been stable across timeframes, ranging from 0.57 to 0.62 - a consistent structural relationship.

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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: 1616
Overall Rank
DBMYX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DBMYX Sortino Ratio Rank: 1919
Sortino Ratio Rank
DBMYX Omega Ratio Rank: 1616
Omega Ratio Rank
DBMYX Calmar Ratio Rank: 1414
Calmar Ratio Rank
DBMYX Martin Ratio Rank: 1515
Martin Ratio Rank

MPITX
MPITX Risk / Return Rank: 3737
Overall Rank
MPITX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MPITX Sortino Ratio Rank: 3939
Sortino Ratio Rank
MPITX Omega Ratio Rank: 3939
Omega Ratio Rank
MPITX Calmar Ratio Rank: 3838
Calmar Ratio Rank
MPITX Martin Ratio Rank: 3333
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.

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.


DBMYXMPITXDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.19

1.31

-0.12

Calmar ratioReturn relative to maximum drawdown

1.20

2.21

-1.01

Martin ratioReturn relative to average drawdown

3.77

7.12

-3.35

DBMYX vs. MPITX - Sharpe Ratio Comparison

The current DBMYX Sharpe Ratio is 1.08, which is lower than the MPITX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of DBMYX and MPITX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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 (3Y)

Largest decline over 3 years

-25.20%

-14.92%

-10.28%

Max Drawdown (5Y)

Largest decline over 5 years

-45.79%

-31.06%

-14.73%

Max Drawdown (10Y)

Largest decline over 10 years

-48.24%

-37.52%

-10.72%

Current Drawdown

Current decline from peak

-9.26%

-1.99%

-7.27%

Average Drawdown

Average peak-to-trough decline

-15.18%

-12.43%

-2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.22%

3.52%

+2.70%

Volatility

DBMYX vs. MPITX - Volatility Comparison

BNY Mellon Small/Mid Cap Growth Fund Class Y (DBMYX) has a higher volatility of 7.01% compared to BNY Mellon International Fund (MPITX) at 4.81%. 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

7.01%

4.81%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

17.08%

12.67%

+4.41%

Volatility (1Y)

Calculated over the trailing 1-year period

21.86%

15.17%

+6.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.63%

15.84%

+8.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.35%

16.94%

+7.41%

DBMYX vs. MPITX - Expense Ratio Comparison

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


Dividends

DBMYX vs. MPITX - Dividend Comparison

DBMYX's dividend yield for the trailing twelve months is around 45.45%, more than MPITX's 2.17% yield.


PositionTTM20252024202320222021202020192018201720162015
DBMYX
BNY Mellon Small/Mid Cap Growth Fund Class Y
45.45%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
2.17%2.41%3.35%3.81%4.62%1.61%2.19%2.52%2.24%1.50%2.05%1.40%

Frequently Asked Questions


DBMYX and MPITX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBMYX has higher volatility (7.01%) compared to MPITX (4.81%). In terms of maximum drawdown, DBMYX dropped -48.24% vs MPITX's -58.61%.

MPITX currently has the higher Sharpe Ratio (1.66 vs 1.08), 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.

Portfolio Optimizer

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