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ISIN
US05587N6537
CUSIP
05587N653
Inception Date
May 31, 2001
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

DRGVX Performance Chart

BNY Mellon Dynamic Value Fund Class I (DRGVX) is up 15.2% since the beginning of the year. DRGVX is currently trading at $57 per share. Investors who bought $1,000 worth of DRGVX shares 5 years ago would now be looking at an investment worth $1,987.


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S&P 500 Index

Returns By Period

BNY Mellon Dynamic Value Fund Class I (DRGVX) has returned 15.16% so far this year and 29.75% over the past 12 months. Over the last decade, DRGVX has posted an annualized return of 14.00%, slightly higher than the S&P 500 Index benchmark’s 13.88%.


BNY Mellon Dynamic Value Fund Class I

1D
0.37%
1M
2.07%
YTD
15.16%
6M
14.28%
1Y
29.75%
3Y*
19.16%
5Y*
14.72%
10Y*
14.00%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRGVX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2014, DRGVX's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +13.9%, while the worst month was Mar 2020 at -19.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DRGVX 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
20264.51%2.10%-4.11%7.77%2.65%1.74%15.16%
20254.89%1.05%-3.10%-3.95%4.61%4.56%0.19%3.73%0.74%0.64%2.53%1.64%18.48%
20240.51%3.30%5.52%-3.93%3.68%-1.02%3.94%3.19%1.65%-0.14%6.05%-8.37%14.26%
20233.98%-3.06%-0.31%2.08%-4.33%6.22%3.94%-0.76%-2.55%-2.15%6.23%3.59%12.83%
2022-1.92%1.74%3.93%-6.01%2.77%-8.22%6.73%-1.44%-7.48%11.92%6.25%-4.60%1.51%
20210.39%8.32%4.31%5.38%2.78%-1.17%0.97%2.78%-2.93%5.86%-3.70%5.18%31.14%

Benchmark Metrics

BNY Mellon Dynamic Value Fund Class I has an annualized alpha of 0.78%, beta of 0.96, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since January 02, 2014.

  • With beta of 0.96 and R2 of 0.84, 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
0.78%
Beta
0.96
0.84
Upside Capture
97.21%
Downside Capture
96.13%

Expense Ratio

DRGVX has an expense ratio of 0.68%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DRGVX ranks 83 for risk / return — in the top 83% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


DRGVX Risk / Return Rank: 8383
Overall Rank
DRGVX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DRGVX Sortino Ratio Rank: 7878
Sortino Ratio Rank
DRGVX Omega Ratio Rank: 7373
Omega Ratio Rank
DRGVX Calmar Ratio Rank: 9292
Calmar Ratio Rank
DRGVX Martin Ratio Rank: 9090
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 Class I (DRGVX) and compare them to S&P 500 Index.

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.


DRGVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.44

1.37

+0.07

Calmar ratioReturn relative to maximum drawdown

4.54

2.78

+1.75

Martin ratioReturn relative to average drawdown

16.59

12.44

+4.15

Dividends

Dividend History

BNY Mellon Dynamic Value Fund Class I provided a 5.97% dividend yield over the last twelve months, with an annual payout of $3.39 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$3.39$3.39$3.05$2.20$3.09$8.92$1.09$1.33$5.51$4.40$1.12$5.41

Dividend yield

5.97%6.88%6.87%5.31%7.99%21.73%2.85%3.52%17.87%10.95%2.89%16.07%

Monthly Dividends

The table displays the monthly dividend distributions for BNY Mellon Dynamic Value Fund Class I. 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$3.39$3.39
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.05$3.05
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.20$2.20
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.09$3.09
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$8.92$8.92

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the BNY Mellon Dynamic Value Fund Class I. 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 Class I was 42.60%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.

The current BNY Mellon Dynamic Value Fund Class I drawdown is 0.79%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-42.60%Mar 2020
2mo 2d8mo 6d
10mo 8dJan 2020 - Nov 2020
Rate-hike selloffLate 2018
-21.86%Dec 2018
10mo 29d10mo 12d
1y 9moJan 2018 - Nov 2019
2016 correction2016
-18.98%Feb 2016
7mo 22d6mo 21d
1y 2moJun 2015 - Aug 2016
2025 selloff2025
-17.01%Apr 2025
4mo 7d2mo 26d
7mo 3dDec 2024 - Jul 2025
Bear market2022
-15.42%Sep 2022
5mo 9d2mo 4d
7mo 13dApr 2022 - Nov 2022

Drawdown Indicators


DRGVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-42.60%

-56.78%

+14.18%

Max Drawdown (1Y)

Largest decline over 1 year

-6.65%

-9.10%

+2.45%

Max Drawdown (3Y)

Largest decline over 3 years

-17.01%

-18.90%

+1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-17.01%

-25.43%

+8.42%

Max Drawdown (10Y)

Largest decline over 10 years

-42.60%

-33.92%

-8.68%

Current Drawdown

Current decline from peak

-0.79%

-1.80%

+1.01%

Average Drawdown

Average peak-to-trough decline

-4.32%

-10.71%

+6.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

2.03%

-0.21%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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