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DAGVX vs. DNLAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DAGVX vs. DNLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Dynamic Value Fund (DAGVX) and BNY Mellon Natural Resources Fund Class A (DNLAX). The values are adjusted to include any dividend payments, if applicable.

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DAGVX vs. DNLAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DAGVX
DAGVX Risk / Return Rank: 5959
Overall Rank
DAGVX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DAGVX Sortino Ratio Rank: 5353
Sortino Ratio Rank
DAGVX Omega Ratio Rank: 5454
Omega Ratio Rank
DAGVX Calmar Ratio Rank: 6363
Calmar Ratio Rank
DAGVX Martin Ratio Rank: 6969
Martin Ratio Rank

DNLAX
DNLAX Risk / Return Rank: 8888
Overall Rank
DNLAX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DNLAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
DNLAX Omega Ratio Rank: 8686
Omega Ratio Rank
DNLAX Calmar Ratio Rank: 8787
Calmar Ratio Rank
DNLAX Martin Ratio Rank: 9191
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.

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.


DAGVXDNLAXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.87

-0.82

Sortino ratio

Return per unit of downside risk

1.52

2.34

-0.82

Omega ratio

Gain probability vs. loss probability

1.23

1.37

-0.14

Calmar ratio

Return relative to maximum drawdown

1.54

2.36

-0.83

Martin ratio

Return relative to average drawdown

6.79

10.73

-3.94

DAGVX vs. DNLAX - Sharpe Ratio Comparison

The current DAGVX Sharpe Ratio is 1.06, which is lower than the DNLAX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of DAGVX and DNLAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DAGVXDNLAXDifference

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.


TTM20252024202320222021202020192018201720162015
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


DAGVXDNLAXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.66%

-0.73%

-3.93%

Average Drawdown

Average peak-to-trough decline

-7.69%

-21.71%

+14.02%

Ulcer Index

Depth 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


DAGVXDNLAXDifference

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%