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MPITX vs. DBMYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MPITX vs. DBMYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon International Fund (MPITX) and BNY Mellon Small/Mid Cap Growth Fund Class Y (DBMYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MPITX achieves a 11.27% return, which is significantly lower than DBMYX's 12.06% return. Over the past 10 years, MPITX has underperformed DBMYX with an annualized return of 8.55%, while DBMYX has yielded a comparatively higher 12.33% annualized return.


MPITX

1D
0.73%
1M
2.28%
YTD
11.27%
6M
11.72%
1Y
25.04%
3Y*
14.89%
5Y*
7.93%
10Y*
8.55%

DBMYX

1D
3.12%
1M
6.40%
YTD
12.06%
6M
8.38%
1Y
22.79%
3Y*
13.14%
5Y*
0.53%
10Y*
12.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MPITX vs. DBMYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MPITX
BNY Mellon International Fund
11.27%31.06%1.61%17.01%-15.66%9.01%7.19%22.28%-16.66%27.96%
DBMYX
BNY Mellon Small/Mid Cap Growth Fund Class Y
12.06%11.94%10.09%15.63%-33.11%-4.44%68.62%39.27%-1.35%26.80%

Correlation

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

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Return for Risk

MPITX vs. DBMYX — Risk / Return Rank

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

MPITX
MPITX Risk / Return Rank: 3535
Overall Rank
MPITX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MPITX Sortino Ratio Rank: 3737
Sortino Ratio Rank
MPITX Omega Ratio Rank: 3636
Omega Ratio Rank
MPITX Calmar Ratio Rank: 3636
Calmar Ratio Rank
MPITX Martin Ratio Rank: 3232
Martin Ratio Rank

DBMYX
DBMYX Risk / Return Rank: 1515
Overall Rank
DBMYX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DBMYX Sortino Ratio Rank: 1818
Sortino Ratio Rank
DBMYX Omega Ratio Rank: 1515
Omega Ratio Rank
DBMYX Calmar Ratio Rank: 1313
Calmar Ratio Rank
DBMYX Martin Ratio Rank: 1414
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.

MPITX vs. DBMYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Fund (MPITX) and BNY Mellon Small/Mid Cap Growth Fund Class Y (DBMYX). 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.


MPITXDBMYXDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.30

1.19

+0.11

Calmar ratioReturn relative to maximum drawdown

2.14

1.17

+0.97

Martin ratioReturn relative to average drawdown

6.89

3.67

+3.23

MPITX vs. DBMYX - Sharpe Ratio Comparison

The current MPITX Sharpe Ratio is 1.60, which is higher than the DBMYX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of MPITX and DBMYX, 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

MPITX vs. DBMYX - Drawdown Comparison

The maximum MPITX drawdown since its inception was -58.61%, which is greater than DBMYX's maximum drawdown of -48.24%. Use the drawdown chart below to compare losses from any high point for MPITX and DBMYX.


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Drawdown Indicators


MPITXDBMYXDifference

Max Drawdown

Largest peak-to-trough decline

-58.61%

-48.24%

-10.37%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-19.58%

+8.23%

Max Drawdown (3Y)

Largest decline over 3 years

-14.92%

-25.20%

+10.28%

Max Drawdown (5Y)

Largest decline over 5 years

-31.06%

-45.79%

+14.73%

Max Drawdown (10Y)

Largest decline over 10 years

-37.52%

-48.24%

+10.72%

Current Drawdown

Current decline from peak

-1.93%

-9.71%

+7.78%

Average Drawdown

Average peak-to-trough decline

-12.43%

-15.18%

+2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

6.22%

-2.70%

Volatility

MPITX vs. DBMYX - Volatility Comparison

The current volatility for BNY Mellon International Fund (MPITX) is 4.96%, while BNY Mellon Small/Mid Cap Growth Fund Class Y (DBMYX) has a volatility of 7.60%. This indicates that MPITX experiences smaller price fluctuations and is considered to be less risky than DBMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MPITXDBMYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

7.60%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

12.70%

17.13%

-4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.16%

21.81%

-6.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.84%

24.63%

-8.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.97%

24.34%

-7.37%

MPITX vs. DBMYX - Expense Ratio Comparison

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


Dividends

MPITX vs. DBMYX - Dividend Comparison

MPITX's dividend yield for the trailing twelve months is around 2.17%, less than DBMYX's 45.68% yield.


PositionTTM20252024202320222021202020192018201720162015
DBMYX
BNY Mellon Small/Mid Cap Growth Fund Class Y
45.68%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


MPITX and DBMYX 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 (7.60%) compared to MPITX (4.96%). In terms of maximum drawdown, MPITX dropped -58.61% vs DBMYX's -48.24%.

MPITX currently has the higher Sharpe Ratio (1.60 vs 1.05), 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

Find the right allocation for MPITX and DBMYX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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