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DTGRX vs. MPITX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DTGRX vs. MPITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Technology Growth Fund (DTGRX) 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, DTGRX achieves a 33.37% return, which is significantly higher than MPITX's 9.42% return. Over the past 10 years, DTGRX has outperformed MPITX with an annualized return of 23.10%, while MPITX has yielded a comparatively lower 8.15% annualized return.


DTGRX

1D
2.55%
1M
20.06%
YTD
33.37%
6M
33.66%
1Y
64.06%
3Y*
38.30%
5Y*
16.03%
10Y*
23.10%

MPITX

1D
0.53%
1M
2.60%
YTD
9.42%
6M
11.51%
1Y
22.65%
3Y*
15.30%
5Y*
7.10%
10Y*
8.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTGRX vs. MPITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DTGRX
BNY Mellon Technology Growth Fund
33.37%27.20%30.78%59.98%-46.44%12.62%69.80%52.82%-1.47%42.50%
MPITX
BNY Mellon International Fund
9.42%31.06%1.61%17.01%-15.66%9.01%7.19%22.28%-16.66%27.96%

Correlation

The correlation between DTGRX and MPITX is 0.54, 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

0.54

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

0.50

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

0.58

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

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2000

0.55

The correlation between DTGRX and MPITX has been stable across timeframes, ranging from 0.50 to 0.58 - a consistent structural relationship.

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Return for Risk

DTGRX vs. MPITX — Risk / Return Rank

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

DTGRX
DTGRX Risk / Return Rank: 7979
Overall Rank
DTGRX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DTGRX Sortino Ratio Rank: 7676
Sortino Ratio Rank
DTGRX Omega Ratio Rank: 7373
Omega Ratio Rank
DTGRX Calmar Ratio Rank: 8282
Calmar Ratio Rank
DTGRX Martin Ratio Rank: 7272
Martin Ratio Rank

MPITX
MPITX Risk / Return Rank: 3030
Overall Rank
MPITX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MPITX Sortino Ratio Rank: 3131
Sortino Ratio Rank
MPITX Omega Ratio Rank: 3131
Omega Ratio Rank
MPITX Calmar Ratio Rank: 2929
Calmar Ratio Rank
MPITX Martin Ratio Rank: 2828
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.

DTGRX vs. MPITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Technology Growth Fund (DTGRX) 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.


DTGRXMPITXDifference
Sharpe ratioReturn per unit of total volatility

+1.44

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.48

1.29

+0.19

Calmar ratioReturn relative to maximum drawdown

3.80

2.01

+1.79

Martin ratioReturn relative to average drawdown

13.73

6.67

+7.06

DTGRX vs. MPITX - Sharpe Ratio Comparison

The current DTGRX Sharpe Ratio is 3.00, which is higher than the MPITX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of DTGRX 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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Sharpe Ratios by Period


DTGRXMPITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.00

1.56

+1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.45

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.48

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.31

+0.14

Drawdowns

DTGRX vs. MPITX - Drawdown Comparison

The maximum DTGRX drawdown since its inception was -83.23%, which is greater than MPITX's maximum drawdown of -58.61%. Use the drawdown chart below to compare losses from any high point for DTGRX and MPITX.


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Drawdown Indicators


DTGRXMPITXDifference

Max Drawdown

Largest peak-to-trough decline

-83.23%

-58.61%

-24.62%

Max Drawdown (1Y)

Largest decline over 1 year

-17.27%

-11.35%

-5.92%

Max Drawdown (3Y)

Largest decline over 3 years

-28.31%

-14.92%

-13.39%

Max Drawdown (5Y)

Largest decline over 5 years

-52.92%

-32.12%

-20.80%

Max Drawdown (10Y)

Largest decline over 10 years

-52.92%

-37.52%

-15.40%

Current Drawdown

Current decline from peak

0.00%

-3.56%

+3.56%

Average Drawdown

Average peak-to-trough decline

-38.75%

-12.45%

-26.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.76%

3.41%

+1.35%

Volatility

DTGRX vs. MPITX - Volatility Comparison

BNY Mellon Technology Growth Fund (DTGRX) has a higher volatility of 7.27% compared to BNY Mellon International Fund (MPITX) at 4.49%. This indicates that DTGRX'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


DTGRXMPITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

4.49%

+2.78%

Volatility (6M)

Calculated over the trailing 6-month period

17.27%

12.04%

+5.23%

Volatility (1Y)

Calculated over the trailing 1-year period

21.82%

14.60%

+7.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.64%

15.75%

+12.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.99%

16.98%

+11.01%

DTGRX vs. MPITX - Expense Ratio Comparison

DTGRX has a 1.16% expense ratio, which is higher than MPITX's 1.03% expense ratio.


Dividends

DTGRX vs. MPITX - Dividend Comparison

DTGRX's dividend yield for the trailing twelve months is around 9.03%, more than MPITX's 2.20% yield.


PositionTTM20252024202320222021202020192018201720162015
DTGRX
BNY Mellon Technology Growth Fund
9.03%12.04%8.98%0.00%0.00%21.32%5.76%34.25%30.17%9.91%10.19%6.52%
MPITX
BNY Mellon International Fund
2.20%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


DTGRX and MPITX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DTGRX has higher volatility (7.27%) compared to MPITX (4.49%). In terms of maximum drawdown, DTGRX dropped -83.23% vs MPITX's -58.61%.

DTGRX currently has the higher Sharpe Ratio (3.00 vs 1.56), 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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