MPITX vs. SAHMX
MPITX (BNY Mellon International Fund) and SAHMX (SA International Value Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, MPITX returned 8.99%/yr vs 11.39%/yr for SAHMX. Their correlation of 0.84 suggests significant overlap in exposure. MPITX charges 1.03%/yr vs 1.11%/yr for SAHMX.
Performance
MPITX vs. SAHMX - Performance Comparison
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Returns By Period
In the year-to-date period, MPITX achieves a 9.13% return, which is significantly lower than SAHMX's 9.95% return. Over the past 10 years, MPITX has underperformed SAHMX with an annualized return of 8.99%, while SAHMX has yielded a comparatively higher 11.39% annualized return.
MPITX
- 1D
- -1.87%
- 1M
- 0.32%
- YTD
- 9.13%
- 6M
- 9.13%
- 1Y
- 20.72%
- 3Y*
- 15.32%
- 5Y*
- 7.22%
- 10Y*
- 8.99%
SAHMX
- 1D
- -1.08%
- 1M
- -1.18%
- YTD
- 9.95%
- 6M
- 9.95%
- 1Y
- 31.16%
- 3Y*
- 22.07%
- 5Y*
- 13.37%
- 10Y*
- 11.39%
MPITX vs. SAHMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPITX BNY Mellon International Fund | 9.13% | 31.06% | 1.61% | 17.01% | -15.66% | 9.01% | 7.19% | 22.28% | -16.66% | 27.96% |
SAHMX SA International Value Fund | 9.95% | 44.08% | 5.44% | 16.49% | -3.70% | 17.59% | -2.48% | 14.61% | -17.95% | 25.06% |
Correlation
The correlation between MPITX and SAHMX is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2000 | 0.84 |
The correlation between MPITX and SAHMX shifts across timeframes, from 0.73 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MPITX vs. SAHMX — Risk / Return Rank
MPITX
SAHMX
MPITX vs. SAHMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Fund (MPITX) and SA International Value Fund (SAHMX). 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 | SAHMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.53 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 4.16 | -2.18 |
| Martin ratioReturn relative to average drawdown | 6.37 | 13.89 | -7.52 |
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Drawdowns
MPITX vs. SAHMX - Drawdown Comparison
The maximum MPITX drawdown since its inception was -58.61%, smaller than the maximum SAHMX drawdown of -66.58%. Use the drawdown chart below to compare losses from any high point for MPITX and SAHMX.
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Drawdown Indicators
| MPITX | SAHMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.61% | -66.58% | +7.97% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -8.72% | -2.63% |
Max Drawdown (3Y)Largest decline over 3 years | -14.92% | -14.85% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -31.06% | -25.10% | -5.96% |
Max Drawdown (10Y)Largest decline over 10 years | -37.52% | -48.63% | +11.11% |
Current DrawdownCurrent decline from peak | -3.82% | -2.48% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -12.43% | -16.14% | +3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 2.51% | +1.02% |
Volatility
MPITX vs. SAHMX - Volatility Comparison
BNY Mellon International Fund (MPITX) has a higher volatility of 5.22% compared to SA International Value Fund (SAHMX) at 2.92%. This indicates that MPITX's price experiences larger fluctuations and is considered to be riskier than SAHMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MPITX | SAHMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 2.92% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 12.82% | 9.48% | +3.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.26% | 12.36% | +2.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.86% | 15.48% | +0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 16.16% | +0.55% |
MPITX vs. SAHMX - Expense Ratio Comparison
MPITX has a 1.03% expense ratio, which is lower than SAHMX's 1.11% expense ratio.
Dividends
MPITX vs. SAHMX - Dividend Comparison
MPITX's dividend yield for the trailing twelve months is around 2.21%, less than SAHMX's 4.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPITX BNY Mellon International Fund | 2.21% | 2.41% | 3.35% | 3.81% | 4.62% | 1.61% | 2.19% | 2.52% | 2.24% | 1.50% | 2.05% | 1.40% |
SAHMX SA International Value Fund | 4.87% | 5.35% | 3.57% | 3.46% | 4.06% | 3.05% | 2.09% | 3.66% | 1.93% | 2.46% | 2.89% | 1.91% |
Frequently Asked Questions
MPITX and SAHMX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPITX has higher volatility (5.22%) compared to SAHMX (2.92%). In terms of maximum drawdown, MPITX dropped -58.61% vs SAHMX's -66.58%.
SAHMX currently has the higher Sharpe Ratio (2.94 vs 1.47), 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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