PortfoliosLab logoPortfoliosLab logo
DAGVX vs. DQEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DAGVX vs. DQEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Dynamic Value Fund (DAGVX) and BNY Mellon Global Equity Income Fund (DQEIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DAGVX vs. DQEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DAGVX
BNY Mellon Dynamic Value Fund
0.06%18.20%14.16%12.54%1.43%30.90%3.66%26.74%-10.76%14.78%
DQEIX
BNY Mellon Global Equity Income Fund
1.02%24.64%6.54%9.70%-3.72%14.32%5.62%25.80%-5.61%18.18%

Returns By Period

In the year-to-date period, DAGVX achieves a 0.06% return, which is significantly lower than DQEIX's 1.02% return. Over the past 10 years, DAGVX has outperformed DQEIX with an annualized return of 12.48%, while DQEIX has yielded a comparatively lower 9.43% annualized return.


DAGVX

1D
-0.31%
1M
-6.18%
YTD
0.06%
6M
4.90%
1Y
15.24%
3Y*
14.80%
5Y*
12.22%
10Y*
12.48%

DQEIX

1D
0.00%
1M
-9.39%
YTD
1.02%
6M
6.43%
1Y
16.67%
3Y*
12.04%
5Y*
9.27%
10Y*
9.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. DQEIX - Expense Ratio Comparison

DAGVX has a 0.93% expense ratio, which is higher than DQEIX's 0.92% expense ratio.


Return for Risk

DAGVX vs. DQEIX — Risk / Return Rank

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

DAGVX
DAGVX Risk / Return Rank: 5252
Overall Rank
DAGVX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DAGVX Sortino Ratio Rank: 5252
Sortino Ratio Rank
DAGVX Omega Ratio Rank: 5454
Omega Ratio Rank
DAGVX Calmar Ratio Rank: 4949
Calmar Ratio Rank
DAGVX Martin Ratio Rank: 5555
Martin Ratio Rank

DQEIX
DQEIX Risk / Return Rank: 6161
Overall Rank
DQEIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DQEIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
DQEIX Omega Ratio Rank: 6565
Omega Ratio Rank
DQEIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
DQEIX Martin Ratio Rank: 5656
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. DQEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Dynamic Value Fund (DAGVX) and BNY Mellon Global Equity Income Fund (DQEIX). 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.


DAGVXDQEIXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.18

-0.20

Sortino ratio

Return per unit of downside risk

1.41

1.60

-0.19

Omega ratio

Gain probability vs. loss probability

1.21

1.24

-0.03

Calmar ratio

Return relative to maximum drawdown

1.19

1.32

-0.14

Martin ratio

Return relative to average drawdown

5.28

5.46

-0.19

DAGVX vs. DQEIX - Sharpe Ratio Comparison

The current DAGVX Sharpe Ratio is 0.97, which is comparable to the DQEIX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of DAGVX and DQEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DAGVXDQEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.18

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.73

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.65

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.42

+0.13

Correlation

The correlation between DAGVX and DQEIX is 0.79, 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. DQEIX - Dividend Comparison

DAGVX's dividend yield for the trailing twelve months is around 6.68%, less than DQEIX's 12.95% yield.


TTM20252024202320222021202020192018201720162015
DAGVX
BNY Mellon Dynamic Value Fund
6.68%6.69%6.85%5.09%7.96%21.64%2.64%3.29%17.81%10.71%2.72%15.78%
DQEIX
BNY Mellon Global Equity Income Fund
12.95%13.55%12.56%7.65%14.39%12.69%1.97%3.41%10.50%5.32%5.83%6.94%

Drawdowns

DAGVX vs. DQEIX - Drawdown Comparison

The maximum DAGVX drawdown since its inception was -55.04%, roughly equal to the maximum DQEIX drawdown of -52.75%. Use the drawdown chart below to compare losses from any high point for DAGVX and DQEIX.


Loading graphics...

Drawdown Indicators


DAGVXDQEIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.04%

-52.75%

-2.29%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-11.41%

-0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-16.96%

-18.65%

+1.69%

Max Drawdown (10Y)

Largest decline over 10 years

-42.62%

-32.69%

-9.93%

Current Drawdown

Current decline from peak

-6.69%

-9.39%

+2.70%

Average Drawdown

Average peak-to-trough decline

-7.69%

-7.24%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.77%

-0.02%

Volatility

DAGVX vs. DQEIX - Volatility Comparison

The current volatility for BNY Mellon Dynamic Value Fund (DAGVX) is 4.02%, while BNY Mellon Global Equity Income Fund (DQEIX) has a volatility of 4.51%. This indicates that DAGVX experiences smaller price fluctuations and is considered to be less risky than DQEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DAGVXDQEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

4.51%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.88%

7.69%

+1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

16.79%

13.75%

+3.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

12.78%

+2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.81%

14.58%

+4.23%