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MPITX vs. FHLFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MPITX vs. FHLFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon International Fund (MPITX) and Fidelity Series International Index Fund (FHLFX). The values are adjusted to include any dividend payments, if applicable.

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MPITX vs. FHLFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MPITX
BNY Mellon International Fund
1.10%31.06%1.61%17.01%-15.66%9.01%7.19%22.28%-13.67%
FHLFX
Fidelity Series International Index Fund
-1.92%31.96%3.67%18.16%-14.17%11.23%8.09%21.66%-10.70%

Returns By Period

In the year-to-date period, MPITX achieves a 1.10% return, which is significantly higher than FHLFX's -1.92% return.


MPITX

1D
0.52%
1M
-10.90%
YTD
1.10%
6M
6.27%
1Y
23.13%
3Y*
12.86%
5Y*
6.90%
10Y*
7.81%

FHLFX

1D
0.47%
1M
-10.83%
YTD
-1.92%
6M
2.52%
1Y
19.92%
3Y*
13.48%
5Y*
7.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MPITX vs. FHLFX - Expense Ratio Comparison

MPITX has a 1.03% expense ratio, which is higher than FHLFX's 0.01% expense ratio.


Return for Risk

MPITX vs. FHLFX — Risk / Return Rank

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

MPITX
MPITX Risk / Return Rank: 6969
Overall Rank
MPITX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
MPITX Sortino Ratio Rank: 6868
Sortino Ratio Rank
MPITX Omega Ratio Rank: 6868
Omega Ratio Rank
MPITX Calmar Ratio Rank: 6969
Calmar Ratio Rank
MPITX Martin Ratio Rank: 6767
Martin Ratio Rank

FHLFX
FHLFX Risk / Return Rank: 6161
Overall Rank
FHLFX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FHLFX Sortino Ratio Rank: 6060
Sortino Ratio Rank
FHLFX Omega Ratio Rank: 5858
Omega Ratio Rank
FHLFX Calmar Ratio Rank: 6767
Calmar Ratio Rank
FHLFX Martin Ratio Rank: 6262
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. FHLFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Fund (MPITX) and Fidelity Series International Index Fund (FHLFX). 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.


MPITXFHLFXDifference

Sharpe ratio

Return per unit of total volatility

1.33

1.11

+0.21

Sortino ratio

Return per unit of downside risk

1.72

1.56

+0.16

Omega ratio

Gain probability vs. loss probability

1.26

1.23

+0.03

Calmar ratio

Return relative to maximum drawdown

1.60

1.54

+0.06

Martin ratio

Return relative to average drawdown

6.42

5.91

+0.51

MPITX vs. FHLFX - Sharpe Ratio Comparison

The current MPITX Sharpe Ratio is 1.33, which is comparable to the FHLFX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of MPITX and FHLFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MPITXFHLFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.11

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.50

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.45

-0.16

Correlation

The correlation between MPITX and FHLFX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MPITX vs. FHLFX - Dividend Comparison

MPITX's dividend yield for the trailing twelve months is around 2.38%, less than FHLFX's 3.53% yield.


TTM20252024202320222021202020192018201720162015
MPITX
BNY Mellon International Fund
2.38%2.41%3.35%3.81%4.62%1.61%2.19%2.52%2.24%1.50%2.05%1.40%
FHLFX
Fidelity Series International Index Fund
3.53%3.46%2.98%2.86%2.60%2.47%1.92%1.95%0.62%0.00%0.00%0.00%

Drawdowns

MPITX vs. FHLFX - Drawdown Comparison

The maximum MPITX drawdown since its inception was -58.61%, which is greater than FHLFX's maximum drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for MPITX and FHLFX.


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Drawdown Indicators


MPITXFHLFXDifference

Max Drawdown

Largest peak-to-trough decline

-58.61%

-33.58%

-25.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-11.37%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-32.12%

-29.36%

-2.76%

Max Drawdown (10Y)

Largest decline over 10 years

-37.52%

Current Drawdown

Current decline from peak

-10.90%

-10.83%

-0.07%

Average Drawdown

Average peak-to-trough decline

-12.50%

-6.18%

-6.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

2.96%

+0.14%

Volatility

MPITX vs. FHLFX - Volatility Comparison

BNY Mellon International Fund (MPITX) and Fidelity Series International Index Fund (FHLFX) have volatilities of 6.73% and 7.01%, 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


MPITXFHLFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.73%

7.01%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.41%

10.62%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

15.72%

16.84%

-1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.50%

15.77%

-0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

17.61%

-0.71%