MPITX vs. FSOSX
MPITX (BNY Mellon International Fund) and FSOSX (Fidelity Series Overseas Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, MPITX returned 7.90%/yr vs 5.79%/yr for FSOSX. Their correlation of 0.89 means they have usually moved in the same direction. MPITX charges 1.03%/yr vs 0.01%/yr for FSOSX.
Performance
MPITX vs. FSOSX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MPITX achieves a 10.98% return, which is significantly higher than FSOSX's 5.96% return.
MPITX
- 1D
- -0.83%
- 1M
- -0.31%
- 6M
- 3.11%
- YTD
- 10.98%
- 1Y
- 23.46%
- 3Y*
- 14.54%
- 5Y*
- 7.90%
- 10Y*
- 8.46%
- ALL TIME*
- 5.69%
FSOSX
- 1D
- 0.06%
- 1M
- -1.37%
- 6M
- 1.35%
- YTD
- 5.96%
- 1Y
- 10.72%
- 3Y*
- 12.52%
- 5Y*
- 5.79%
- 10Y*
- —
- ALL TIME*
- 9.50%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MPITX vs. FSOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MPITX BNY Mellon International Fund | 10.98% | 31.06% | 1.61% | 17.01% | -15.66% | 9.01% | 7.19% | 7.44% |
FSOSX Fidelity Series Overseas Fund | 5.96% | 21.29% | 5.87% | 21.49% | -23.25% | 19.59% | 16.36% | 7.78% |
Correlation
The correlation between MPITX and FSOSX is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2019 | 0.89 |
The correlation between MPITX and FSOSX has been stable across timeframes, ranging from 0.85 to 0.89 - 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
MPITX vs. FSOSX — Risk / Return Rank
MPITX
FSOSX
MPITX vs. FSOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Fund (MPITX) and Fidelity Series Overseas Fund (FSOSX). 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 | FSOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.11 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 0.78 | +1.26 |
| Martin ratioReturn relative to average drawdown | 6.42 | 2.66 | +3.76 |
Loading charts...
Drawdowns
MPITX vs. FSOSX - Drawdown Comparison
The maximum MPITX drawdown since its inception was -58.61%, which is greater than FSOSX's maximum drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for MPITX and FSOSX.
Loading charts...
Drawdown Indicators
| MPITX | FSOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.61% | -35.36% | -23.25% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -12.39% | +1.04% |
Max Drawdown (3Y)Largest decline over 3 years | -14.92% | -14.07% | -0.85% |
Max Drawdown (5Y)Largest decline over 5 years | -31.06% | -35.36% | +4.30% |
Max Drawdown (10Y)Largest decline over 10 years | -37.52% | — | — |
Current DrawdownCurrent decline from peak | -2.19% | -3.48% | +1.29% |
Average DrawdownAverage peak-to-trough decline | -12.39% | -7.67% | -4.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 3.64% | -0.03% |
Volatility
MPITX vs. FSOSX - Volatility Comparison
The current volatility for BNY Mellon International Fund (MPITX) is 5.07%, while Fidelity Series Overseas Fund (FSOSX) has a volatility of 6.03%. This indicates that MPITX experiences smaller price fluctuations and is considered to be less risky than FSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MPITX | FSOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 6.03% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 13.34% | 16.57% | -3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.58% | 18.58% | -3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.92% | 18.05% | -2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.67% | 19.15% | -2.48% |
MPITX vs. FSOSX - Expense Ratio Comparison
MPITX has a 1.03% expense ratio, which is higher than FSOSX's 0.01% expense ratio.
Dividends
MPITX vs. FSOSX - Dividend Comparison
MPITX's dividend yield for the trailing twelve months is around 2.17%, less than FSOSX's 8.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSOSX Fidelity Series Overseas Fund | 8.63% | 9.15% | 2.25% | 1.63% | 1.80% | 2.92% | 1.12% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
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 FSOSX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSOSX has higher volatility (6.03%) compared to MPITX (5.07%). In terms of maximum drawdown, MPITX dropped -58.61% vs FSOSX's -35.36%.
MPITX currently has the higher Sharpe Ratio (1.49 vs 0.52), 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 MPITX and FSOSX
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