DAGVX vs. PEYAX
Compare and contrast key facts about BNY Mellon Dynamic Value Fund (DAGVX) and Putnam Large Cap Value Fund (PEYAX).
DAGVX is managed by BNY Mellon. It was launched on Sep 29, 1995. PEYAX is managed by Putnam. It was launched on Jun 15, 1977.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DAGVX or PEYAX.
Key characteristics
| DAGVX | PEYAX | |
|---|---|---|
| YTD Return | 22.30% | 25.59% |
| 1Y Return | 32.76% | 32.98% |
| 3Y Return (Ann) | 12.18% | 6.72% |
| 5Y Return (Ann) | 14.75% | 9.52% |
| 10Y Return (Ann) | 11.65% | 8.04% |
| Sharpe Ratio | 2.87 | 2.95 |
| Sortino Ratio | 3.95 | 3.90 |
| Omega Ratio | 1.53 | 1.53 |
| Calmar Ratio | 5.43 | 3.59 |
| Martin Ratio | 19.08 | 22.66 |
| Ulcer Index | 1.67% | 1.41% |
| Daily Std Dev | 11.14% | 10.80% |
| Max Drawdown | -54.89% | -50.96% |
| Current Drawdown | -0.26% | 0.00% |
Correlation
The correlation between DAGVX and PEYAX is 0.93, 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. PEYAX - Performance Comparison
In the year-to-date period, DAGVX achieves a 22.30% return, which is significantly lower than PEYAX's 25.59% return. Over the past 10 years, DAGVX has outperformed PEYAX with an annualized return of 11.65%, while PEYAX has yielded a comparatively lower 8.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DAGVX vs. PEYAX - Expense Ratio Comparison
DAGVX has a 0.93% expense ratio, which is higher than PEYAX's 0.88% expense ratio.
Risk-Adjusted Performance
DAGVX vs. PEYAX - Risk-Adjusted Performance Comparison
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.
Dividends
DAGVX vs. PEYAX - Dividend Comparison
DAGVX's dividend yield for the trailing twelve months is around 0.63%, less than PEYAX's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PEYAX Putnam Large Cap Value Fund | 1.19% | 1.43% | 1.88% | 1.16% | 1.50% | 1.35% | 1.85% | 1.55% | 1.42% | 1.46% | 9.72% | 9.82% |
Drawdowns
DAGVX vs. PEYAX - Drawdown Comparison
The maximum DAGVX drawdown since its inception was -54.89%, which is greater than PEYAX's maximum drawdown of -50.96%. Use the drawdown chart below to compare losses from any high point for DAGVX and PEYAX. For additional features, visit the drawdowns tool.
Volatility
DAGVX vs. PEYAX - Volatility Comparison
BNY Mellon Dynamic Value Fund (DAGVX) has a higher volatility of 4.35% compared to Putnam Large Cap Value Fund (PEYAX) at 3.47%. 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.