DAGVX vs. FGIKX
Compare and contrast key facts about BNY Mellon Dynamic Value Fund (DAGVX) and Fidelity Growth & Income Portfolio Class K (FGIKX).
DAGVX is managed by BNY Mellon. It was launched on Sep 29, 1995. FGIKX is managed by Fidelity. It was launched on May 9, 2008.
Performance
DAGVX vs. FGIKX - Performance Comparison
Loading graphics...
DAGVX vs. FGIKX - 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% |
FGIKX Fidelity Growth & Income Portfolio Class K | -0.45% | 19.16% | 19.57% | 18.75% | -4.88% | 25.95% | 8.09% | 30.39% | -8.88% | 17.03% |
Returns By Period
In the year-to-date period, DAGVX achieves a 2.23% return, which is significantly higher than FGIKX's -0.45% return. Over the past 10 years, DAGVX has underperformed FGIKX with an annualized return of 12.72%, while FGIKX has yielded a comparatively higher 13.44% 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%
FGIKX
- 1D
- 2.62%
- 1M
- -4.80%
- YTD
- -0.45%
- 6M
- 1.05%
- 1Y
- 18.55%
- 3Y*
- 17.07%
- 5Y*
- 12.33%
- 10Y*
- 13.44%
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. FGIKX - Expense Ratio Comparison
DAGVX has a 0.93% expense ratio, which is higher than FGIKX's 0.49% expense ratio.
Return for Risk
DAGVX vs. FGIKX — Risk / Return Rank
DAGVX
FGIKX
DAGVX vs. FGIKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Dynamic Value Fund (DAGVX) and Fidelity Growth & Income Portfolio Class K (FGIKX). 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 | FGIKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.14 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.64 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.26 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.48 | +0.06 |
Martin ratioReturn relative to average drawdown | 6.79 | 6.74 | +0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DAGVX | FGIKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.14 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.79 | +0.01 |
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 | 0.42 | +0.14 |
Correlation
The correlation between DAGVX and FGIKX is 0.95, 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. FGIKX - Dividend Comparison
DAGVX's dividend yield for the trailing twelve months is around 6.54%, less than FGIKX's 7.78% 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% |
FGIKX Fidelity Growth & Income Portfolio Class K | 7.78% | 7.74% | 4.66% | 4.03% | 3.52% | 6.11% | 3.71% | 2.94% | 3.51% | 1.63% | 1.92% | 2.23% |
Drawdowns
DAGVX vs. FGIKX - Drawdown Comparison
The maximum DAGVX drawdown since its inception was -55.04%, smaller than the maximum FGIKX drawdown of -62.07%. Use the drawdown chart below to compare losses from any high point for DAGVX and FGIKX.
Loading graphics...
Drawdown Indicators
| DAGVX | FGIKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.04% | -62.07% | +7.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -11.96% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -16.96% | -19.20% | +2.24% |
Max Drawdown (10Y)Largest decline over 10 years | -42.62% | -35.61% | -7.01% |
Current DrawdownCurrent decline from peak | -4.66% | -5.93% | +1.27% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -10.75% | +3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.63% | +0.14% |
Volatility
DAGVX vs. FGIKX - Volatility Comparison
BNY Mellon Dynamic Value Fund (DAGVX) and Fidelity Growth & Income Portfolio Class K (FGIKX) have volatilities of 4.71% and 4.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DAGVX | FGIKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 4.73% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 8.94% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.89% | 16.69% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 15.63% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 17.51% | +1.31% |