DTGRX vs. MPITX
DTGRX (BNY Mellon Technology Growth Fund) and MPITX (BNY Mellon International Fund) are both mutual funds - DTGRX is a Technology Equities fund managed by BNY Mellon, while MPITX is a Foreign Large Cap Equities fund managed by BNY Mellon. Over the past 10 years, DTGRX returned 23.10%/yr vs 8.15%/yr for MPITX. A 0.55 correlation means they provide meaningful diversification when combined. DTGRX charges 1.16%/yr vs 1.03%/yr for MPITX.
Performance
DTGRX vs. MPITX - Performance Comparison
Loading charts...
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%
DTGRX vs. MPITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DTGRX vs. MPITX — Risk / Return Rank
DTGRX
MPITX
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.
| DTGRX | MPITX | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DTGRX | MPITX | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| DTGRX | MPITX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -3.56% | +3.56% |
Average DrawdownAverage peak-to-trough decline | -38.75% | -12.45% | -26.30% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| DTGRX | MPITX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for DTGRX and MPITX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer