DAGVX vs. DNLAX
Compare and contrast key facts about BNY Mellon Dynamic Value Fund (DAGVX) and BNY Mellon Natural Resources Fund Class A (DNLAX).
DAGVX is managed by BNY Mellon. It was launched on Sep 29, 1995. DNLAX is managed by BNY Mellon. It was launched on Oct 31, 2003.
Performance
DAGVX vs. DNLAX - Performance Comparison
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DAGVX vs. DNLAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DAGVX BNY Mellon Dynamic Value Fund | 2.23% | 18.20% | 14.16% | 12.54% | 1.43% | 30.90% | 3.66% | 26.74% | -10.76% | 14.78% |
DNLAX BNY Mellon Natural Resources Fund Class A | 24.60% | 14.75% | 0.86% | 1.33% | 33.83% | 38.00% | 6.30% | 16.33% | -17.78% | 13.69% |
Returns By Period
In the year-to-date period, DAGVX achieves a 2.23% return, which is significantly lower than DNLAX's 24.60% return. Over the past 10 years, DAGVX has underperformed DNLAX with an annualized return of 12.72%, while DNLAX has yielded a comparatively higher 14.25% annualized return.
DAGVX
- 1D
- 2.17%
- 1M
- -3.96%
- YTD
- 2.23%
- 6M
- 7.27%
- 1Y
- 18.00%
- 3Y*
- 15.62%
- 5Y*
- 12.42%
- 10Y*
- 12.72%
DNLAX
- 1D
- 1.61%
- 1M
- -0.73%
- YTD
- 24.60%
- 6M
- 33.31%
- 1Y
- 48.70%
- 3Y*
- 14.47%
- 5Y*
- 17.85%
- 10Y*
- 14.25%
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DAGVX vs. DNLAX - Expense Ratio Comparison
DAGVX has a 0.93% expense ratio, which is lower than DNLAX's 1.14% expense ratio.
Return for Risk
DAGVX vs. DNLAX — Risk / Return Rank
DAGVX
DNLAX
DAGVX vs. DNLAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Dynamic Value Fund (DAGVX) and BNY Mellon Natural Resources Fund Class A (DNLAX). 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.
| DAGVX | DNLAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.87 | -0.82 |
Sortino ratioReturn per unit of downside risk | 1.52 | 2.34 | -0.82 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 2.36 | -0.83 |
Martin ratioReturn relative to average drawdown | 6.79 | 10.73 | -3.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DAGVX | DNLAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.87 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.69 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.56 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.37 | +0.19 |
Correlation
The correlation between DAGVX and DNLAX is 0.75, 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.
Dividends
DAGVX vs. DNLAX - Dividend Comparison
DAGVX's dividend yield for the trailing twelve months is around 6.54%, more than DNLAX's 1.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAGVX BNY Mellon Dynamic Value Fund | 6.54% | 6.69% | 6.85% | 5.09% | 7.96% | 21.64% | 2.64% | 3.29% | 17.81% | 10.71% | 2.72% | 15.78% |
DNLAX BNY Mellon Natural Resources Fund Class A | 1.76% | 2.19% | 7.75% | 12.54% | 9.80% | 5.04% | 0.91% | 1.95% | 1.53% | 0.40% | 1.26% | 0.98% |
Drawdowns
DAGVX vs. DNLAX - Drawdown Comparison
The maximum DAGVX drawdown since its inception was -55.04%, smaller than the maximum DNLAX drawdown of -69.14%. Use the drawdown chart below to compare losses from any high point for DAGVX and DNLAX.
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Drawdown Indicators
| DAGVX | DNLAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.04% | -69.14% | +14.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -20.87% | +8.64% |
Max Drawdown (5Y)Largest decline over 5 years | -16.96% | -32.37% | +15.41% |
Max Drawdown (10Y)Largest decline over 10 years | -42.62% | -54.45% | +11.83% |
Current DrawdownCurrent decline from peak | -4.66% | -0.73% | -3.93% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -21.71% | +14.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 4.60% | -1.83% |
Volatility
DAGVX vs. DNLAX - Volatility Comparison
The current volatility for BNY Mellon Dynamic Value Fund (DAGVX) is 4.71%, while BNY Mellon Natural Resources Fund Class A (DNLAX) has a volatility of 6.24%. This indicates that DAGVX experiences smaller price fluctuations and is considered to be less risky than DNLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DAGVX | DNLAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 6.24% | -1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 15.26% | -6.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.89% | 26.60% | -9.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 25.95% | -10.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 25.58% | -6.76% |