When using the date function - i.e. MONTH - with a fiscal year things become more complicated. The date functions ignore the fiscal year settings, so Jan will always be 1, Feb 2, etc. To get around this you would make use of the DATEADD to align the fiscal year to the calendar year. For example of your fiscal year started in April, which is month 4, to convert this to month 1 you would -3 months in the dateadd function.
Hope that helps.