PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BNY Mellon Dynamic Value Fund (DAGVX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS05587N6792
CUSIP05587N679
IssuerBNY Mellon
Inception DateSep 29, 1995
CategoryLarge Cap Value Equities
Min. Investment$1,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

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


Expense ratio chart for DAGVX: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons: DAGVX vs. VFAIX, DAGVX vs. VOO, DAGVX vs. PEYAX, DAGVX vs. OLGAX, DAGVX vs. NPRTX, DAGVX vs. AVLV, DAGVX vs. PARWX, DAGVX vs. VOOV, DAGVX vs. VTV, DAGVX vs. DODGX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BNY Mellon Dynamic Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


800.00%1,000.00%1,200.00%1,400.00%1,600.00%JuneJulyAugustSeptemberOctoberNovember
1,688.41%
925.91%
DAGVX (BNY Mellon Dynamic Value Fund)
Benchmark (^GSPC)

Returns By Period

BNY Mellon Dynamic Value Fund had a return of 22.30% year-to-date (YTD) and 32.76% in the last 12 months. Over the past 10 years, BNY Mellon Dynamic Value Fund had an annualized return of 11.65%, while the S&P 500 benchmark had an annualized return of 11.41%, indicating that BNY Mellon Dynamic Value Fund performed slightly bigger than the benchmark.


PeriodReturnBenchmark
Year-To-Date22.30%25.70%
1 month3.78%3.51%
6 months12.24%14.80%
1 year32.76%37.91%
5 years (annualized)14.75%14.18%
10 years (annualized)11.65%11.41%

Monthly Returns

The table below presents the monthly returns of DAGVX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.49%3.27%5.51%-3.96%2.48%0.11%3.90%3.17%1.64%-0.17%22.30%
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%-3.29%2.68%
20210.39%8.28%4.28%5.36%2.77%-1.20%0.95%2.75%-2.95%5.60%-3.51%5.22%30.90%
2020-3.61%-10.22%-19.88%11.91%3.90%0.56%4.03%4.75%-2.61%0.93%13.94%4.78%3.66%
20197.71%2.30%-0.18%5.41%-8.36%8.14%2.12%-4.05%3.96%1.22%2.86%4.00%26.74%
20185.36%-4.88%-2.59%1.05%1.39%-0.60%3.99%1.76%0.02%-7.63%2.36%-7.69%-8.15%
20171.60%3.05%-2.02%-0.55%-0.94%1.79%1.96%-1.26%3.14%1.23%3.58%2.48%14.78%
2016-6.54%-0.95%6.19%3.14%2.05%-1.75%3.27%2.09%0.03%-0.69%8.79%2.11%18.28%
2015-4.12%7.21%-1.13%0.12%1.51%-1.34%0.67%-5.71%-4.26%8.71%0.42%-3.51%-2.44%
2014-3.85%4.79%1.60%-1.02%1.91%2.02%-2.03%4.43%-1.64%0.92%2.44%0.54%10.19%
20137.44%0.78%3.49%1.50%4.58%-1.03%5.74%-3.17%2.82%3.99%3.94%2.87%37.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of DAGVX is 83, placing it in the top 17% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of DAGVX is 8383
Combined Rank
The Sharpe Ratio Rank of DAGVX is 8282Sharpe Ratio Rank
The Sortino Ratio Rank of DAGVX is 7878Sortino Ratio Rank
The Omega Ratio Rank of DAGVX is 7575Omega Ratio Rank
The Calmar Ratio Rank of DAGVX is 9696Calmar Ratio Rank
The Martin Ratio Rank of DAGVX is 8484Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for BNY Mellon Dynamic Value Fund (DAGVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DAGVX
Sharpe ratio
The chart of Sharpe ratio for DAGVX, currently valued at 2.87, compared to the broader market0.002.004.002.87
Sortino ratio
The chart of Sortino ratio for DAGVX, currently valued at 3.95, compared to the broader market0.005.0010.003.95
Omega ratio
The chart of Omega ratio for DAGVX, currently valued at 1.53, compared to the broader market1.002.003.004.001.53
Calmar ratio
The chart of Calmar ratio for DAGVX, currently valued at 5.43, compared to the broader market0.005.0010.0015.0020.005.43
Martin ratio
The chart of Martin ratio for DAGVX, currently valued at 19.08, compared to the broader market0.0020.0040.0060.0080.00100.0019.08
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market0.002.004.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market0.005.0010.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.002.003.004.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.0020.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.0019.39

Sharpe Ratio

The current BNY Mellon Dynamic Value Fund Sharpe ratio is 2.87. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of BNY Mellon Dynamic Value Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.87
2.97
DAGVX (BNY Mellon Dynamic Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

BNY Mellon Dynamic Value Fund provided a 0.63% dividend yield over the last twelve months, with an annual payout of $0.32 per share.


0.50%1.00%1.50%2.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.32$0.32$0.28$0.46$0.22$0.57$0.63$0.39$0.49$0.39$0.36$0.26

Dividend yield

0.63%0.77%0.72%1.11%0.58%1.51%2.06%0.96%1.26%1.14%0.91%0.65%

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
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.28
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.46$0.46
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.57$0.57
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.63
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2013$0.26$0.26

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.26%
0
DAGVX (BNY Mellon Dynamic Value Fund)
Benchmark (^GSPC)

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 54.89%, occurring on Mar 9, 2009. Recovery took 967 trading sessions.

The current BNY Mellon Dynamic Value Fund drawdown is 0.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.89%Jul 16, 2007415Mar 9, 2009967Jan 10, 20131382
-44.22%Jan 7, 2002191Oct 9, 2002306Dec 29, 2003497
-42.62%Jan 21, 202044Mar 23, 2020179Dec 4, 2020223
-27.85%Oct 10, 1997232Aug 31, 1998517Aug 31, 2000749
-24.3%Feb 13, 2001149Sep 21, 200172Jan 4, 2002221

Volatility

Volatility Chart

The current BNY Mellon Dynamic Value Fund volatility is 4.35%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.35%
3.92%
DAGVX (BNY Mellon Dynamic Value Fund)
Benchmark (^GSPC)