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MPITX vs. PZRIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MPITX vs. PZRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon International Fund (MPITX) and PIMCO RAE Global ex-US Fund (PZRIX). 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 9.42% return, which is significantly lower than PZRIX's 15.07% return. Over the past 10 years, MPITX has underperformed PZRIX with an annualized return of 8.15%, while PZRIX has yielded a comparatively higher 10.31% annualized return.


MPITX

1D
0.53%
1M
2.60%
YTD
9.42%
6M
11.51%
1Y
22.65%
3Y*
15.30%
5Y*
7.10%
10Y*
8.15%

PZRIX

1D
0.31%
1M
2.37%
YTD
15.07%
6M
17.95%
1Y
34.46%
3Y*
21.22%
5Y*
10.30%
10Y*
10.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MPITX vs. PZRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MPITX
BNY Mellon International Fund
9.42%31.06%1.61%17.01%-15.66%9.01%7.19%22.28%-16.66%27.96%
PZRIX
PIMCO RAE Global ex-US Fund
15.07%34.05%3.29%19.31%-9.11%12.08%1.74%15.94%-14.93%26.00%

Correlation

The correlation between MPITX and PZRIX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.88

The correlation between MPITX and PZRIX has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.

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Return for Risk

MPITX vs. PZRIX — Risk / Return Rank

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

MPITX
MPITX Risk / Return Rank: 3030
Overall Rank
MPITX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MPITX Sortino Ratio Rank: 3131
Sortino Ratio Rank
MPITX Omega Ratio Rank: 3131
Omega Ratio Rank
MPITX Calmar Ratio Rank: 2929
Calmar Ratio Rank
MPITX Martin Ratio Rank: 2828
Martin Ratio Rank

PZRIX
PZRIX Risk / Return Rank: 8484
Overall Rank
PZRIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PZRIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
PZRIX Omega Ratio Rank: 8181
Omega Ratio Rank
PZRIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
PZRIX Martin Ratio Rank: 8080
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. PZRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Fund (MPITX) and PIMCO RAE Global ex-US Fund (PZRIX). 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.


MPITXPZRIXDifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

1.29

1.53

-0.24

Calmar ratioReturn relative to maximum drawdown

2.01

4.17

-2.16

Martin ratioReturn relative to average drawdown

6.67

15.05

-8.38

MPITX vs. PZRIX - Sharpe Ratio Comparison

The current MPITX Sharpe Ratio is 1.56, which is lower than the PZRIX Sharpe Ratio of 2.96. The chart below compares the historical Sharpe Ratios of MPITX and PZRIX, 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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Sharpe Ratios by Period


MPITXPZRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

2.96

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.66

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.61

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.61

-0.31

Drawdowns

MPITX vs. PZRIX - Drawdown Comparison

The maximum MPITX drawdown since its inception was -58.61%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for MPITX and PZRIX.


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Drawdown Indicators


MPITXPZRIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.61%

-43.53%

-15.08%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-8.18%

-3.17%

Max Drawdown (3Y)

Largest decline over 3 years

-14.92%

-13.81%

-1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-32.12%

-30.85%

-1.27%

Max Drawdown (10Y)

Largest decline over 10 years

-37.52%

-43.53%

+6.01%

Current Drawdown

Current decline from peak

-3.56%

-0.76%

-2.80%

Average Drawdown

Average peak-to-trough decline

-12.45%

-8.89%

-3.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

2.26%

+1.15%

Volatility

MPITX vs. PZRIX - Volatility Comparison

BNY Mellon International Fund (MPITX) has a higher volatility of 4.49% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 3.09%. This indicates that MPITX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MPITXPZRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

3.09%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

12.04%

8.89%

+3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

14.60%

11.54%

+3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.75%

15.78%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

16.94%

+0.04%

MPITX vs. PZRIX - Expense Ratio Comparison

MPITX has a 1.03% expense ratio, which is higher than PZRIX's 0.00% expense ratio.


Dividends

MPITX vs. PZRIX - Dividend Comparison

MPITX's dividend yield for the trailing twelve months is around 2.20%, less than PZRIX's 5.70% yield.


PositionTTM20252024202320222021202020192018201720162015
MPITX
BNY Mellon International Fund
2.20%2.41%3.35%3.81%4.62%1.61%2.19%2.52%2.24%1.50%2.05%1.40%
PZRIX
PIMCO RAE Global ex-US Fund
5.70%6.56%6.70%9.19%8.80%11.99%2.04%6.32%2.80%4.13%2.58%0.00%

Frequently Asked Questions


MPITX and PZRIX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MPITX has higher volatility (4.49%) compared to PZRIX (3.09%). In terms of maximum drawdown, MPITX dropped -58.61% vs PZRIX's -43.53%.

PZRIX currently has the higher Sharpe Ratio (2.96 vs 1.56), 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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