MPITX vs. DAGVX
Compare and contrast key facts about BNY Mellon International Fund (MPITX) and BNY Mellon Dynamic Value Fund (DAGVX).
MPITX is managed by BNY Mellon. It was launched on Oct 2, 2000. DAGVX is managed by BNY Mellon. It was launched on Sep 29, 1995.
Performance
MPITX vs. DAGVX - Performance Comparison
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MPITX vs. DAGVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DAGVX BNY Mellon Dynamic Value Fund | 2.23% | 18.20% | 14.16% | 12.54% | 1.43% | 30.90% | 3.66% | 26.74% | -10.76% | 14.78% |
Returns By Period
In the year-to-date period, MPITX achieves a 3.29% return, which is significantly higher than DAGVX's 2.23% return. Over the past 10 years, MPITX has underperformed DAGVX with an annualized return of 8.05%, while DAGVX has yielded a comparatively higher 12.72% annualized return.
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%
DAGVX
- 1D
- 2.17%
- 1M
- -3.96%
- YTD
- 2.23%
- 6M
- 7.27%
- 1Y
- 18.00%
- 3Y*
- 15.62%
- 5Y*
- 12.42%
- 10Y*
- 12.72%
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MPITX vs. DAGVX - Expense Ratio Comparison
MPITX has a 1.03% expense ratio, which is higher than DAGVX's 0.93% expense ratio.
Return for Risk
MPITX vs. DAGVX — Risk / Return Rank
MPITX
DAGVX
MPITX vs. DAGVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Fund (MPITX) and BNY Mellon Dynamic Value Fund (DAGVX). 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.
| MPITX | DAGVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 1.06 | +0.60 |
Sortino ratioReturn per unit of downside risk | 2.10 | 1.52 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.23 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.06 | 1.54 | +0.52 |
Martin ratioReturn relative to average drawdown | 7.69 | 6.79 | +0.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MPITX | DAGVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 1.06 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.80 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.68 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.56 | -0.27 |
Correlation
The correlation between MPITX and DAGVX is 0.65, 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
MPITX vs. DAGVX - Dividend Comparison
MPITX's dividend yield for the trailing twelve months is around 2.33%, less than DAGVX's 6.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DAGVX BNY Mellon Dynamic Value Fund | 6.54% | 6.69% | 6.85% | 5.09% | 7.96% | 21.64% | 2.64% | 3.29% | 17.81% | 10.71% | 2.72% | 15.78% |
Drawdowns
MPITX vs. DAGVX - Drawdown Comparison
The maximum MPITX drawdown since its inception was -58.61%, which is greater than DAGVX's maximum drawdown of -55.04%. Use the drawdown chart below to compare losses from any high point for MPITX and DAGVX.
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Drawdown Indicators
| MPITX | DAGVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.61% | -55.04% | -3.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -12.23% | +0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -32.12% | -16.96% | -15.16% |
Max Drawdown (10Y)Largest decline over 10 years | -37.52% | -42.62% | +5.10% |
Current DrawdownCurrent decline from peak | -8.96% | -4.66% | -4.30% |
Average DrawdownAverage peak-to-trough decline | -12.50% | -7.69% | -4.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.77% | +0.27% |
Volatility
MPITX vs. DAGVX - Volatility Comparison
BNY Mellon International Fund (MPITX) has a higher volatility of 6.91% compared to BNY Mellon Dynamic Value Fund (DAGVX) at 4.71%. This indicates that MPITX's price experiences larger fluctuations and is considered to be riskier than DAGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MPITX | DAGVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 4.71% | +2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.62% | 9.12% | +1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.83% | 16.89% | -1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 15.58% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.91% | 18.82% | -1.91% |