DAGVX vs. DREVX
Compare and contrast key facts about BNY Mellon Dynamic Value Fund (DAGVX) and BNY Mellon Large Cap Securities Fund (DREVX).
DAGVX is managed by BNY Mellon. It was launched on Sep 29, 1995. DREVX is managed by BNY Mellon. It was launched on May 24, 1951.
Performance
DAGVX vs. DREVX - Performance Comparison
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DAGVX vs. DREVX - 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% |
DREVX BNY Mellon Large Cap Securities Fund | -7.59% | 16.70% | 27.17% | 31.07% | -17.94% | 27.17% | 26.52% | 27.09% | -1.29% | 20.12% |
Returns By Period
In the year-to-date period, DAGVX achieves a 2.23% return, which is significantly higher than DREVX's -7.59% return. Over the past 10 years, DAGVX has underperformed DREVX with an annualized return of 12.72%, while DREVX has yielded a comparatively higher 14.44% 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%
DREVX
- 1D
- 2.27%
- 1M
- -6.92%
- YTD
- -7.59%
- 6M
- -5.01%
- 1Y
- 15.67%
- 3Y*
- 18.39%
- 5Y*
- 12.49%
- 10Y*
- 14.44%
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DAGVX vs. DREVX - Expense Ratio Comparison
DAGVX has a 0.93% expense ratio, which is higher than DREVX's 0.70% expense ratio.
Return for Risk
DAGVX vs. DREVX — Risk / Return Rank
DAGVX
DREVX
DAGVX vs. DREVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Dynamic Value Fund (DAGVX) and BNY Mellon Large Cap Securities Fund (DREVX). 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 | DREVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.82 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.30 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.38 | +0.16 |
Martin ratioReturn relative to average drawdown | 6.79 | 5.43 | +1.37 |
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 | DREVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.82 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.67 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.77 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.36 | +0.20 |
Correlation
The correlation between DAGVX and DREVX is 0.89, 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. DREVX - Dividend Comparison
DAGVX's dividend yield for the trailing twelve months is around 6.54%, less than DREVX's 10.42% 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% |
DREVX BNY Mellon Large Cap Securities Fund | 10.42% | 12.89% | 8.77% | 5.12% | 4.82% | 11.43% | 6.28% | 6.74% | 9.01% | 9.11% | 8.71% | 11.24% |
Drawdowns
DAGVX vs. DREVX - Drawdown Comparison
The maximum DAGVX drawdown since its inception was -55.04%, roughly equal to the maximum DREVX drawdown of -54.68%. Use the drawdown chart below to compare losses from any high point for DAGVX and DREVX.
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Drawdown Indicators
| DAGVX | DREVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.04% | -54.68% | -0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -12.12% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -16.96% | -24.69% | +7.73% |
Max Drawdown (10Y)Largest decline over 10 years | -42.62% | -32.25% | -10.37% |
Current DrawdownCurrent decline from peak | -4.66% | -9.40% | +4.74% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -13.06% | +5.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 3.07% | -0.30% |
Volatility
DAGVX vs. DREVX - Volatility Comparison
The current volatility for BNY Mellon Dynamic Value Fund (DAGVX) is 4.71%, while BNY Mellon Large Cap Securities Fund (DREVX) has a volatility of 5.55%. This indicates that DAGVX experiences smaller price fluctuations and is considered to be less risky than DREVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DAGVX | DREVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 5.55% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 10.46% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.89% | 19.89% | -3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 18.67% | -3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 18.90% | -0.08% |