DAGVX vs. AVLV
Compare and contrast key facts about BNY Mellon Dynamic Value Fund (DAGVX) and Avantis U.S. Large Cap Value ETF (AVLV).
DAGVX is managed by BNY Mellon. It was launched on Sep 29, 1995. AVLV is a passively managed fund by American Century Investments that tracks the performance of the Russell 1000 Value Index. It was launched on Sep 21, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DAGVX or AVLV.
Key characteristics
| DAGVX | AVLV | |
|---|---|---|
| YTD Return | 22.30% | 21.38% |
| 1Y Return | 32.76% | 36.63% |
| 3Y Return (Ann) | 12.18% | 10.56% |
| Sharpe Ratio | 2.87 | 2.76 |
| Sortino Ratio | 3.95 | 3.87 |
| Omega Ratio | 1.53 | 1.50 |
| Calmar Ratio | 5.43 | 4.20 |
| Martin Ratio | 19.08 | 15.84 |
| Ulcer Index | 1.67% | 2.25% |
| Daily Std Dev | 11.14% | 12.88% |
| Max Drawdown | -54.89% | -19.34% |
| Current Drawdown | -0.26% | -0.12% |
Correlation
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.
Performance
DAGVX vs. AVLV - Performance Comparison
The year-to-date returns for both stocks are quite close, with DAGVX having a 22.30% return and AVLV slightly lower at 21.38%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DAGVX vs. AVLV - Expense Ratio Comparison
DAGVX has a 0.93% expense ratio, which is higher than AVLV's 0.15% expense ratio.
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.
Dividends
DAGVX vs. AVLV - Dividend Comparison
DAGVX's dividend yield for the trailing twelve months is around 0.63%, less than AVLV's 1.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAGVX BNY Mellon Dynamic Value Fund | 0.63% | 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 | 1.53% | 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.
Volatility
DAGVX vs. AVLV - Volatility Comparison
BNY Mellon Dynamic Value Fund (DAGVX) and Avantis U.S. Large Cap Value ETF (AVLV) have volatilities of 4.35% and 4.57%, 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.