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DAGVX vs. AVLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

DAGVX vs. AVLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Dynamic Value Fund (DAGVX) and Avantis U.S. Large Cap Value ETF (AVLV). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
13.04%
12.84%
DAGVX
AVLV

Returns By Period

The year-to-date returns for both stocks are quite close, with DAGVX having a 23.64% return and AVLV slightly lower at 23.35%.


DAGVX

YTD

23.64%

1M

4.14%

6M

13.04%

1Y

28.91%

5Y (annualized)

15.20%

10Y (annualized)

11.62%

AVLV

YTD

23.35%

1M

6.17%

6M

12.84%

1Y

32.44%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


DAGVXAVLV
Sharpe Ratio2.582.56
Sortino Ratio3.573.59
Omega Ratio1.471.47
Calmar Ratio4.913.83
Martin Ratio17.0314.39
Ulcer Index1.70%2.25%
Daily Std Dev11.20%12.66%
Max Drawdown-54.89%-19.34%
Current Drawdown0.00%0.00%

Compare stocks, funds, or ETFs

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


DAGVX vs. AVLV - Expense Ratio Comparison

DAGVX has a 0.93% expense ratio, which is higher than AVLV's 0.15% expense ratio.


DAGVX
BNY Mellon Dynamic Value Fund
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%
Expense ratio chart for AVLV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Correlation

-0.50.00.51.00.9

The correlation between DAGVX and AVLV is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

DAGVX vs. AVLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Dynamic Value Fund (DAGVX) and Avantis U.S. Large Cap Value ETF (AVLV). 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.


Sharpe ratio
The chart of Sharpe ratio for DAGVX, currently valued at 2.58, compared to the broader market-1.000.001.002.003.004.005.002.582.56
The chart of Sortino ratio for DAGVX, currently valued at 3.57, compared to the broader market0.005.0010.003.573.59
The chart of Omega ratio for DAGVX, currently valued at 1.47, compared to the broader market1.002.003.004.001.471.47
The chart of Calmar ratio for DAGVX, currently valued at 4.91, compared to the broader market0.005.0010.0015.0020.0025.004.913.83
The chart of Martin ratio for DAGVX, currently valued at 17.03, compared to the broader market0.0020.0040.0060.0080.00100.0017.0314.39
DAGVX
AVLV

The current DAGVX Sharpe Ratio is 2.58, which is comparable to the AVLV Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of DAGVX and AVLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.58
2.56
DAGVX
AVLV

Dividends

DAGVX vs. AVLV - Dividend Comparison

DAGVX's dividend yield for the trailing twelve months is around 0.62%, less than AVLV's 1.50% yield.


TTM20232022202120202019201820172016201520142013
DAGVX
BNY Mellon Dynamic Value Fund
0.62%0.77%0.72%1.11%0.58%1.51%2.06%0.96%1.26%1.14%0.91%0.65%
AVLV
Avantis U.S. Large Cap Value ETF
1.50%1.85%2.00%0.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DAGVX vs. AVLV - Drawdown Comparison

The maximum DAGVX drawdown since its inception was -54.89%, which is greater than AVLV's maximum drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for DAGVX and AVLV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
DAGVX
AVLV

Volatility

DAGVX vs. AVLV - Volatility Comparison

BNY Mellon Dynamic Value Fund (DAGVX) and Avantis U.S. Large Cap Value ETF (AVLV) have volatilities of 4.51% and 4.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.51%
4.61%
DAGVX
AVLV