DAGVX vs. NPRTX
Compare and contrast key facts about BNY Mellon Dynamic Value Fund (DAGVX) and Neuberger Berman Large Cap Value Fund (NPRTX).
DAGVX is managed by BNY Mellon. It was launched on Sep 29, 1995. NPRTX is managed by Neuberger Berman. It was launched on Jan 20, 1975.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DAGVX or NPRTX.
Performance
DAGVX vs. NPRTX - Performance Comparison
Returns By Period
In the year-to-date period, DAGVX achieves a 23.64% return, which is significantly higher than NPRTX's 17.76% return. Over the past 10 years, DAGVX has outperformed NPRTX with an annualized return of 11.62%, while NPRTX has yielded a comparatively lower 10.21% annualized return.
DAGVX
23.64%
4.14%
13.04%
28.91%
15.20%
11.62%
NPRTX
17.76%
0.52%
9.69%
21.74%
11.80%
10.21%
Key characteristics
| DAGVX | NPRTX | |
|---|---|---|
| Sharpe Ratio | 2.58 | 2.00 |
| Sortino Ratio | 3.57 | 2.79 |
| Omega Ratio | 1.47 | 1.37 |
| Calmar Ratio | 4.91 | 1.63 |
| Martin Ratio | 17.03 | 13.50 |
| Ulcer Index | 1.70% | 1.61% |
| Daily Std Dev | 11.20% | 10.85% |
| Max Drawdown | -54.89% | -66.25% |
| Current Drawdown | 0.00% | -0.10% |
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DAGVX vs. NPRTX - Expense Ratio Comparison
DAGVX has a 0.93% expense ratio, which is higher than NPRTX's 0.79% expense ratio.
Correlation
The correlation between DAGVX and NPRTX is 0.90, 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.
Risk-Adjusted Performance
DAGVX vs. NPRTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Dynamic Value Fund (DAGVX) and Neuberger Berman Large Cap Value Fund (NPRTX). 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. NPRTX - Dividend Comparison
DAGVX's dividend yield for the trailing twelve months is around 0.62%, less than NPRTX's 2.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAGVX BNY Mellon Dynamic Value Fund | 0.62% | 0.77% | 0.72% | 1.11% | 0.58% | 1.51% | 2.06% | 0.96% | 1.26% | 1.14% | 0.91% | 0.65% |
NPRTX Neuberger Berman Large Cap Value Fund | 2.08% | 2.45% | 1.56% | 1.25% | 1.35% | 1.75% | 1.95% | 1.28% | 0.66% | 1.29% | 0.95% | 1.34% |
Drawdowns
DAGVX vs. NPRTX - Drawdown Comparison
The maximum DAGVX drawdown since its inception was -54.89%, smaller than the maximum NPRTX drawdown of -66.25%. Use the drawdown chart below to compare losses from any high point for DAGVX and NPRTX. For additional features, visit the drawdowns tool.
Volatility
DAGVX vs. NPRTX - Volatility Comparison
BNY Mellon Dynamic Value Fund (DAGVX) has a higher volatility of 4.51% compared to Neuberger Berman Large Cap Value Fund (NPRTX) at 3.22%. This indicates that DAGVX's price experiences larger fluctuations and is considered to be riskier than NPRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.