DAGVX vs. PEYAX

The year-to-date returns for both investments are quite close, with DAGVX having a 0.70% return and PEYAX slightly higher at 0.71%. Over the past 10 years, DAGVX has underperformed PEYAX with an annualized return of 1.91%, while PEYAX has yielded a comparatively higher 6.51% annualized return.

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DAGVX has a 0.93% expense ratio, which is higher than PEYAX's 0.88% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Dynamic Value Fund (DAGVX) and Putnam Large Cap Value Fund (PEYAX). 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.

The current DAGVX Sharpe Ratio is 0.00, which is lower than the PEYAX Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of DAGVX and PEYAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DAGVX's dividend yield for the trailing twelve months is around 0.98%, less than PEYAX's 6.83% yield.

The maximum DAGVX drawdown since its inception was -57.60%, which is greater than PEYAX's maximum drawdown of -50.78%. Use the drawdown chart below to compare losses from any high point for DAGVX and PEYAX. For additional features, visit the drawdowns tool.

BNY Mellon Dynamic Value Fund (DAGVX) has a higher volatility of 6.17% compared to Putnam Large Cap Value Fund (PEYAX) at 5.35%. This indicates that DAGVX's price experiences larger fluctuations and is considered to be riskier than PEYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.