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DAGVX vs. NPRTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DAGVXNPRTX
YTD Return22.03%16.53%
1Y Return31.65%23.05%
3Y Return (Ann)12.06%3.73%
5Y Return (Ann)14.71%11.48%
10Y Return (Ann)11.65%10.28%
Sharpe Ratio2.802.04
Sortino Ratio3.872.83
Omega Ratio1.521.38
Calmar Ratio5.311.45
Martin Ratio18.6714.08
Ulcer Index1.67%1.58%
Daily Std Dev11.15%10.92%
Max Drawdown-54.89%-66.25%
Current Drawdown-0.48%-1.15%

Correlation

-0.50.00.51.00.9

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.

Performance

DAGVX vs. NPRTX - Performance Comparison

In the year-to-date period, DAGVX achieves a 22.03% return, which is significantly higher than NPRTX's 16.53% return. Over the past 10 years, DAGVX has outperformed NPRTX with an annualized return of 11.65%, while NPRTX has yielded a comparatively lower 10.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.95%
8.59%
DAGVX
NPRTX

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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.


DAGVX
BNY Mellon Dynamic Value Fund
Expense ratio chart for DAGVX: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%
Expense ratio chart for NPRTX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

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.


DAGVX
Sharpe ratio
The chart of Sharpe ratio for DAGVX, currently valued at 2.80, compared to the broader market0.002.004.002.80
Sortino ratio
The chart of Sortino ratio for DAGVX, currently valued at 3.87, compared to the broader market0.005.0010.003.87
Omega ratio
The chart of Omega ratio for DAGVX, currently valued at 1.52, compared to the broader market1.002.003.004.001.52
Calmar ratio
The chart of Calmar ratio for DAGVX, currently valued at 5.31, compared to the broader market0.005.0010.0015.0020.0025.005.31
Martin ratio
The chart of Martin ratio for DAGVX, currently valued at 18.67, compared to the broader market0.0020.0040.0060.0080.00100.0018.67
NPRTX
Sharpe ratio
The chart of Sharpe ratio for NPRTX, currently valued at 2.04, compared to the broader market0.002.004.002.04
Sortino ratio
The chart of Sortino ratio for NPRTX, currently valued at 2.83, compared to the broader market0.005.0010.002.83
Omega ratio
The chart of Omega ratio for NPRTX, currently valued at 1.38, compared to the broader market1.002.003.004.001.38
Calmar ratio
The chart of Calmar ratio for NPRTX, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.0025.001.45
Martin ratio
The chart of Martin ratio for NPRTX, currently valued at 14.08, compared to the broader market0.0020.0040.0060.0080.00100.0014.08

DAGVX vs. NPRTX - Sharpe Ratio Comparison

The current DAGVX Sharpe Ratio is 2.80, which is higher than the NPRTX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of DAGVX and NPRTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.80
2.04
DAGVX
NPRTX

Dividends

DAGVX vs. NPRTX - Dividend Comparison

DAGVX's dividend yield for the trailing twelve months is around 0.63%, less than NPRTX's 2.10% yield.


TTM20232022202120202019201820172016201520142013
DAGVX
BNY Mellon Dynamic Value Fund
0.63%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
2.10%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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.48%
-1.15%
DAGVX
NPRTX

Volatility

DAGVX vs. NPRTX - Volatility Comparison

BNY Mellon Dynamic Value Fund (DAGVX) has a higher volatility of 4.37% compared to Neuberger Berman Large Cap Value Fund (NPRTX) at 3.30%. 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.


2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
4.37%
3.30%
DAGVX
NPRTX