DAGVX vs. DODGX
Compare and contrast key facts about BNY Mellon Dynamic Value Fund (DAGVX) and Dodge & Cox Stock Fund Class I (DODGX).
DAGVX is managed by BNY Mellon. It was launched on Sep 29, 1995. DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DAGVX or DODGX.
Key characteristics
| DAGVX | DODGX | |
|---|---|---|
| YTD Return | 22.03% | 20.62% |
| 1Y Return | 31.65% | 33.16% |
| 3Y Return (Ann) | 12.06% | 9.25% |
| 5Y Return (Ann) | 14.71% | 14.14% |
| 10Y Return (Ann) | 11.65% | 11.50% |
| Sharpe Ratio | 2.80 | 3.03 |
| Sortino Ratio | 3.87 | 4.21 |
| Omega Ratio | 1.52 | 1.56 |
| Calmar Ratio | 5.31 | 4.70 |
| Martin Ratio | 18.67 | 23.25 |
| Ulcer Index | 1.67% | 1.43% |
| Daily Std Dev | 11.15% | 10.98% |
| Max Drawdown | -54.89% | -63.25% |
| Current Drawdown | -0.48% | -0.25% |
Correlation
The correlation between DAGVX and DODGX is 0.92, 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. DODGX - Performance Comparison
In the year-to-date period, DAGVX achieves a 22.03% return, which is significantly higher than DODGX's 20.62% return. Both investments have delivered pretty close results over the past 10 years, with DAGVX having a 11.65% annualized return and DODGX not far behind at 11.50%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. DODGX - Expense Ratio Comparison
DAGVX has a 0.93% expense ratio, which is higher than DODGX's 0.51% expense ratio.
Risk-Adjusted Performance
DAGVX vs. DODGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Dynamic Value Fund (DAGVX) and Dodge & Cox Stock Fund Class I (DODGX). 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. DODGX - Dividend Comparison
DAGVX's dividend yield for the trailing twelve months is around 0.63%, less than DODGX's 1.39% 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% |
DODGX Dodge & Cox Stock Fund Class I | 1.39% | 1.45% | 1.43% | 1.25% | 1.74% | 1.88% | 1.68% | 1.53% | 1.64% | 1.51% | 3.17% | 1.25% |
Drawdowns
DAGVX vs. DODGX - Drawdown Comparison
The maximum DAGVX drawdown since its inception was -54.89%, smaller than the maximum DODGX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for DAGVX and DODGX. For additional features, visit the drawdowns tool.
Volatility
DAGVX vs. DODGX - Volatility Comparison
BNY Mellon Dynamic Value Fund (DAGVX) has a higher volatility of 4.37% compared to Dodge & Cox Stock Fund Class I (DODGX) at 4.05%. This indicates that DAGVX's price experiences larger fluctuations and is considered to be riskier than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.