MPITX vs. ARTIX
MPITX (BNY Mellon International Fund) and ARTIX (Artisan International Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, MPITX returned 8.99%/yr vs 10.54%/yr for ARTIX. Their correlation of 0.88 suggests significant overlap in exposure. MPITX charges 1.03%/yr vs 1.19%/yr for ARTIX.
Performance
MPITX vs. ARTIX - Performance Comparison
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Returns By Period
In the year-to-date period, MPITX achieves a 9.13% return, which is significantly lower than ARTIX's 13.80% return. Over the past 10 years, MPITX has underperformed ARTIX with an annualized return of 8.99%, while ARTIX has yielded a comparatively higher 10.54% annualized return.
MPITX
- 1D
- -1.87%
- 1M
- 0.32%
- YTD
- 9.13%
- 6M
- 9.13%
- 1Y
- 20.72%
- 3Y*
- 15.32%
- 5Y*
- 7.22%
- 10Y*
- 8.99%
ARTIX
- 1D
- -1.68%
- 1M
- -1.11%
- YTD
- 13.80%
- 6M
- 13.87%
- 1Y
- 22.89%
- 3Y*
- 22.21%
- 5Y*
- 9.83%
- 10Y*
- 10.54%
MPITX vs. ARTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPITX BNY Mellon International Fund | 9.13% | 31.06% | 1.61% | 17.01% | -15.66% | 9.01% | 7.19% | 22.28% | -16.66% | 27.96% |
ARTIX Artisan International Fund | 13.80% | 36.21% | 10.59% | 14.27% | -19.54% | 8.87% | 7.58% | 29.16% | -11.03% | 31.03% |
Correlation
The correlation between MPITX and ARTIX is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2000 | 0.88 |
The correlation between MPITX and ARTIX shifts across timeframes, from 0.72 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MPITX vs. ARTIX — Risk / Return Rank
MPITX
ARTIX
MPITX vs. ARTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Fund (MPITX) and Artisan International Fund (ARTIX). 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.
| MPITX | ARTIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.29 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 2.43 | -0.45 |
| Martin ratioReturn relative to average drawdown | 6.37 | 7.90 | -1.53 |
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Drawdowns
MPITX vs. ARTIX - Drawdown Comparison
The maximum MPITX drawdown since its inception was -58.61%, roughly equal to the maximum ARTIX drawdown of -61.18%. Use the drawdown chart below to compare losses from any high point for MPITX and ARTIX.
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Drawdown Indicators
| MPITX | ARTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.61% | -61.18% | +2.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -9.78% | -1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -14.92% | -13.39% | -1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -31.06% | -33.88% | +2.82% |
Max Drawdown (10Y)Largest decline over 10 years | -37.52% | -33.88% | -3.64% |
Current DrawdownCurrent decline from peak | -3.82% | -5.00% | +1.18% |
Average DrawdownAverage peak-to-trough decline | -12.43% | -16.07% | +3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 2.99% | +0.54% |
Volatility
MPITX vs. ARTIX - Volatility Comparison
BNY Mellon International Fund (MPITX) and Artisan International Fund (ARTIX) have volatilities of 5.22% and 5.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MPITX | ARTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 5.18% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 12.82% | 12.76% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.26% | 15.19% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.86% | 15.98% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 16.16% | +0.55% |
MPITX vs. ARTIX - Expense Ratio Comparison
MPITX has a 1.03% expense ratio, which is lower than ARTIX's 1.19% expense ratio.
Dividends
MPITX vs. ARTIX - Dividend Comparison
MPITX's dividend yield for the trailing twelve months is around 2.21%, less than ARTIX's 19.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTIX Artisan International Fund | 19.79% | 22.52% | 10.24% | 1.79% | 2.54% | 23.35% | 3.23% | 5.24% | 9.73% | 0.67% | 1.17% | 0.45% |
MPITX BNY Mellon International Fund | 2.21% | 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
MPITX and ARTIX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPITX has higher volatility (5.22%) compared to ARTIX (5.18%). In terms of maximum drawdown, MPITX dropped -58.61% vs ARTIX's -61.18%.
ARTIX currently has the higher Sharpe Ratio (1.56 vs 1.47), 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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