DAGVX vs. AVLV

In the year-to-date period, DAGVX achieves a 2.81% return, which is significantly higher than AVLV's -0.05% return.

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

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.

The current DAGVX Sharpe Ratio is 0.12, which is lower than the AVLV Sharpe Ratio of 0.37. 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.

DAGVX's dividend yield for the trailing twelve months is around 0.96%, less than AVLV's 1.66% yield.

The maximum DAGVX drawdown since its inception was -57.60%, which is greater than AVLV's maximum drawdown of -19.50%. Use the drawdown chart below to compare losses from any high point for DAGVX and AVLV. For additional features, visit the drawdowns tool.

The current volatility for BNY Mellon Dynamic Value Fund (DAGVX) is 5.14%, while Avantis U.S. Large Cap Value ETF (AVLV) has a volatility of 5.89%. This indicates that DAGVX experiences smaller price fluctuations and is considered to be less risky than AVLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.