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

Performance

DAGVX vs. OLGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Dynamic Value Fund (DAGVX) and JPMorgan Large Cap Growth Fund Class A (OLGAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
13.04%
12.09%
DAGVX
OLGAX

Returns By Period

In the year-to-date period, DAGVX achieves a 23.64% return, which is significantly lower than OLGAX's 33.07% return. Over the past 10 years, DAGVX has outperformed OLGAX with an annualized return of 11.62%, while OLGAX has yielded a comparatively lower 8.37% annualized return.


DAGVX

YTD

23.64%

1M

4.14%

6M

13.04%

1Y

28.91%

5Y (annualized)

15.20%

10Y (annualized)

11.62%

OLGAX

YTD

33.07%

1M

3.32%

6M

12.09%

1Y

38.04%

5Y (annualized)

12.52%

10Y (annualized)

8.37%

Key characteristics


DAGVXOLGAX
Sharpe Ratio2.582.12
Sortino Ratio3.572.81
Omega Ratio1.471.39
Calmar Ratio4.911.70
Martin Ratio17.0310.96
Ulcer Index1.70%3.47%
Daily Std Dev11.20%17.95%
Max Drawdown-54.89%-64.30%
Current Drawdown0.00%-0.97%

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DAGVX vs. OLGAX - Expense Ratio Comparison

DAGVX has a 0.93% expense ratio, which is lower than OLGAX's 1.01% expense ratio.


OLGAX
JPMorgan Large Cap Growth Fund Class A
Expense ratio chart for OLGAX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
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%

Correlation

-0.50.00.51.00.8

The correlation between DAGVX and OLGAX is 0.79, 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. OLGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Dynamic Value Fund (DAGVX) and JPMorgan Large Cap Growth Fund Class A (OLGAX). 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.


Sharpe ratio
The chart of Sharpe ratio for DAGVX, currently valued at 2.58, compared to the broader market-1.000.001.002.003.004.005.002.582.12
The chart of Sortino ratio for DAGVX, currently valued at 3.57, compared to the broader market0.005.0010.003.572.81
The chart of Omega ratio for DAGVX, currently valued at 1.47, compared to the broader market1.002.003.004.001.471.39
The chart of Calmar ratio for DAGVX, currently valued at 4.91, compared to the broader market0.005.0010.0015.0020.0025.004.911.70
The chart of Martin ratio for DAGVX, currently valued at 17.03, compared to the broader market0.0020.0040.0060.0080.00100.0017.0310.96
DAGVX
OLGAX

The current DAGVX Sharpe Ratio is 2.58, which is comparable to the OLGAX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of DAGVX and OLGAX, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.58
2.12
DAGVX
OLGAX

Dividends

DAGVX vs. OLGAX - Dividend Comparison

DAGVX's dividend yield for the trailing twelve months is around 0.62%, while OLGAX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%
OLGAX
JPMorgan Large Cap Growth Fund Class A
0.00%0.00%0.10%0.00%0.00%0.00%0.00%0.74%0.00%0.00%0.00%0.00%

Drawdowns

DAGVX vs. OLGAX - Drawdown Comparison

The maximum DAGVX drawdown since its inception was -54.89%, smaller than the maximum OLGAX drawdown of -64.30%. Use the drawdown chart below to compare losses from any high point for DAGVX and OLGAX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.97%
DAGVX
OLGAX

Volatility

DAGVX vs. OLGAX - Volatility Comparison

The current volatility for BNY Mellon Dynamic Value Fund (DAGVX) is 4.51%, while JPMorgan Large Cap Growth Fund Class A (OLGAX) has a volatility of 4.99%. This indicates that DAGVX experiences smaller price fluctuations and is considered to be less risky than OLGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.51%
4.99%
DAGVX
OLGAX