DAGVX vs. HLIEX
Compare and contrast key facts about BNY Mellon Dynamic Value Fund (DAGVX) and JPMorgan Equity Income Fund (HLIEX).
DAGVX is managed by BNY Mellon. It was launched on Sep 29, 1995. HLIEX is managed by JPMorgan. It was launched on Jul 2, 1987.
Performance
DAGVX vs. HLIEX - Performance Comparison
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DAGVX vs. HLIEX - 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% |
HLIEX JPMorgan Equity Income Fund | 1.62% | 14.67% | 19.67% | 4.79% | -1.88% | 25.10% | 3.61% | 26.30% | -4.45% | 17.55% |
Returns By Period
In the year-to-date period, DAGVX achieves a 2.23% return, which is significantly higher than HLIEX's 1.62% return. Over the past 10 years, DAGVX has outperformed HLIEX with an annualized return of 12.72%, while HLIEX has yielded a comparatively lower 11.39% 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%
HLIEX
- 1D
- 1.91%
- 1M
- -4.61%
- YTD
- 1.62%
- 6M
- 4.26%
- 1Y
- 13.54%
- 3Y*
- 14.35%
- 5Y*
- 10.23%
- 10Y*
- 11.39%
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DAGVX vs. HLIEX - Expense Ratio Comparison
DAGVX has a 0.93% expense ratio, which is higher than HLIEX's 0.70% expense ratio.
Return for Risk
DAGVX vs. HLIEX — Risk / Return Rank
DAGVX
HLIEX
DAGVX vs. HLIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Dynamic Value Fund (DAGVX) and JPMorgan Equity Income Fund (HLIEX). 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 | HLIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.88 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.29 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.20 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.31 | +0.23 |
Martin ratioReturn relative to average drawdown | 6.79 | 5.58 | +1.22 |
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 | HLIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.88 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.72 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.68 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.55 | +0.01 |
Correlation
The correlation between DAGVX and HLIEX 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.
Dividends
DAGVX vs. HLIEX - Dividend Comparison
DAGVX's dividend yield for the trailing twelve months is around 6.54%, less than HLIEX's 10.68% 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% |
HLIEX JPMorgan Equity Income Fund | 10.68% | 10.81% | 14.41% | 2.77% | 3.67% | 3.33% | 1.82% | 2.78% | 5.12% | 2.47% | 2.45% | 2.73% |
Drawdowns
DAGVX vs. HLIEX - Drawdown Comparison
The maximum DAGVX drawdown since its inception was -55.04%, which is greater than HLIEX's maximum drawdown of -50.33%. Use the drawdown chart below to compare losses from any high point for DAGVX and HLIEX.
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Drawdown Indicators
| DAGVX | HLIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.04% | -50.33% | -4.71% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -11.34% | -0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -16.96% | -14.85% | -2.11% |
Max Drawdown (10Y)Largest decline over 10 years | -42.62% | -36.89% | -5.73% |
Current DrawdownCurrent decline from peak | -4.66% | -5.30% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -6.39% | -1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.65% | +0.12% |
Volatility
DAGVX vs. HLIEX - Volatility Comparison
BNY Mellon Dynamic Value Fund (DAGVX) has a higher volatility of 4.71% compared to JPMorgan Equity Income Fund (HLIEX) at 4.07%. This indicates that DAGVX's price experiences larger fluctuations and is considered to be riskier than HLIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DAGVX | HLIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 4.07% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 7.89% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.89% | 15.28% | +1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 14.30% | +1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 16.79% | +2.03% |