PortfoliosLab logoPortfoliosLab logo
ISIN
US05587N6792
CUSIP
05587N679
Inception Date
Sep 29, 1995
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

DAGVX Performance Chart

BNY Mellon Dynamic Value Fund (DAGVX) is up 13.7% since the beginning of the year. DAGVX is currently trading at $55 per share. Investors who bought $1,000 worth of DAGVX shares 5 years ago would now be looking at an investment worth $1,848.


Loading charts...

S&P 500 Index

Returns By Period

BNY Mellon Dynamic Value Fund (DAGVX) has returned 13.66% so far this year and 29.81% over the past 12 months. Over the last ten years, DAGVX has had an annualized return of 13.47%, just under the S&P 500 Index benchmark’s 13.65%.


BNY Mellon Dynamic Value Fund

1D
-0.34%
1M
3.12%
YTD
13.66%
6M
15.03%
1Y
29.81%
3Y*
19.59%
5Y*
13.07%
10Y*
13.47%

Benchmark (S&P 500 Index)

1D
0.41%
1M
4.48%
YTD
10.79%
6M
10.60%
1Y
27.02%
3Y*
21.07%
5Y*
12.39%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DAGVX Monthly Returns History

Based on dividend-adjusted daily data since Sep 29, 1995, DAGVX's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, an investment would double in approximately 5.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2002 with a return of +14.0%, while the worst month was Mar 2020 at -19.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DAGVX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +11.2%, while the worst single day was Mar 16, 2020 at -13.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.47%2.10%-4.15%7.75%2.64%0.53%13.66%
20254.88%1.02%-3.12%-3.95%4.58%4.53%0.17%3.72%0.71%0.62%2.52%1.63%18.20%
20240.49%3.27%5.51%-3.96%3.66%-1.03%3.90%3.17%1.64%-0.17%6.02%-8.24%14.16%
20233.95%-3.08%-0.31%2.05%-4.37%6.21%3.92%-0.79%-2.57%-2.14%6.18%3.57%12.54%
2022-1.93%1.70%3.93%-6.02%2.74%-8.22%6.66%-1.45%-7.51%11.90%6.25%-4.46%1.43%
20210.39%8.28%4.28%5.36%2.77%-1.20%0.95%2.75%-2.95%5.86%-3.74%5.22%30.90%

Benchmark Metrics

BNY Mellon Dynamic Value Fund has an annualized alpha of 2.95%, beta of 0.99, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since October 02, 1995.

  • This fund captured 110.02% of S&P 500 Index gains but only 97.39% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 2.95% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.99 and R2 of 0.88, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.95%
Beta
0.99
0.88
Upside Capture
110.02%
Downside Capture
97.39%

Expense Ratio

DAGVX has a high expense ratio of 0.93%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

DAGVX ranks 78 for risk / return — better than 78% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


DAGVX Risk / Return Rank: 7878
Overall Rank
DAGVX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DAGVX Sortino Ratio Rank: 7272
Sortino Ratio Rank
DAGVX Omega Ratio Rank: 6666
Omega Ratio Rank
DAGVX Calmar Ratio Rank: 8989
Calmar Ratio Rank
DAGVX Martin Ratio Rank: 8787
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for BNY Mellon Dynamic Value Fund (DAGVX) and compare them to S&P 500 Index.


DAGVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.44

1.41

+0.02

Calmar ratioReturn relative to maximum drawdown

4.36

2.98

+1.37

Martin ratioReturn relative to average drawdown

16.11

13.78

+2.33

Dividends

Dividend History

BNY Mellon Dynamic Value Fund provided a 5.88% dividend yield over the last twelve months, with an annual payout of $3.26 per share. The fund has been increasing its distributions for 2 consecutive years.


5.00%10.00%15.00%20.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.26$3.26$3.02$2.09$3.06$8.84$1.00$1.24$5.48$4.29$1.05$5.31

Dividend yield

5.88%6.69%6.85%5.09%7.96%21.64%2.64%3.29%17.81%10.71%2.72%15.78%

Monthly Dividends

The table displays the monthly dividend distributions for BNY Mellon Dynamic Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.26$3.26
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.02$3.02
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.09$2.09
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.06$3.06
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$8.84$8.84

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the BNY Mellon Dynamic Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BNY Mellon Dynamic Value Fund was 55.04%, occurring on Mar 9, 2009. Recovery took 973 trading sessions.

The current BNY Mellon Dynamic Value Fund drawdown is 0.34%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-55.04%Mar 2009
1y 7mo3y 10mo
5y 6moJul 2007 - Jan 2013
Dot-com crash2000–2002
-44.22%Oct 2002
9mo 5d1y 2mo
1y 11moJan 2002 - Dec 2003
COVID crash2020
-42.62%Mar 2020
2mo 2d8mo 16d
10mo 18dJan 2020 - Dec 2020
Dot-com crash2000–2002
-24.30%Sep 2001
7mo 10d3mo 15d
10mo 25dFeb 2001 - Jan 2002
1998 bear market1998
-23.61%Aug 1998
4mo 11d7mo 24d
1yApr 1998 - Apr 1999

Drawdown Indicators


DAGVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-55.04%

-56.78%

+1.74%

Max Drawdown (1Y)

Largest decline over 1 year

-6.69%

-9.10%

+2.41%

Max Drawdown (3Y)

Largest decline over 3 years

-16.96%

-18.90%

+1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-16.96%

-25.43%

+8.47%

Max Drawdown (10Y)

Largest decline over 10 years

-42.62%

-33.92%

-8.70%

Current Drawdown

Current decline from peak

-0.34%

-0.33%

-0.01%

Average Drawdown

Average peak-to-trough decline

-7.65%

-10.72%

+3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.97%

-0.16%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with DAGVX

Add BNY Mellon Dynamic Value Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with DAGVX