DAGVX vs. SSHQX
Compare and contrast key facts about BNY Mellon Dynamic Value Fund (DAGVX) and State Street Hedged International Developed Equity Index Fund (SSHQX).
DAGVX is managed by BNY Mellon. It was launched on Sep 29, 1995. SSHQX is managed by State Street. It was launched on May 29, 2015.
Performance
DAGVX vs. SSHQX - Performance Comparison
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DAGVX vs. SSHQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DAGVX BNY Mellon Dynamic Value Fund | 2.23% | 18.20% | 14.16% | 12.54% | 1.43% | 30.90% | 3.66% | 26.74% | -10.76% | 14.78% |
SSHQX State Street Hedged International Developed Equity Index Fund | 2.41% | 23.42% | 13.71% | 19.74% | -4.73% | 19.32% | -89.75% | 24.83% | -9.27% | 16.85% |
Returns By Period
In the year-to-date period, DAGVX achieves a 2.23% return, which is significantly lower than SSHQX's 2.41% return. Over the past 10 years, DAGVX has outperformed SSHQX with an annualized return of 12.72%, while SSHQX has yielded a comparatively lower -11.24% annualized return.
DAGVX
- 1D
- 2.17%
- 1M
- -3.96%
- YTD
- 2.23%
- 6M
- 7.27%
- 1Y
- 18.00%
- 3Y*
- 15.62%
- 5Y*
- 12.42%
- 10Y*
- 12.72%
SSHQX
- 1D
- 1.89%
- 1M
- -4.81%
- YTD
- 2.41%
- 6M
- 8.34%
- 1Y
- 21.02%
- 3Y*
- 16.59%
- 5Y*
- 12.47%
- 10Y*
- -11.24%
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DAGVX vs. SSHQX - Expense Ratio Comparison
DAGVX has a 0.93% expense ratio, which is higher than SSHQX's 0.20% expense ratio.
Return for Risk
DAGVX vs. SSHQX — Risk / Return Rank
DAGVX
SSHQX
DAGVX vs. SSHQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Dynamic Value Fund (DAGVX) and State Street Hedged International Developed Equity Index Fund (SSHQX). 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 | SSHQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.36 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.89 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.30 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.77 | -0.24 |
Martin ratioReturn relative to average drawdown | 6.79 | 7.39 | -0.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DAGVX | SSHQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.36 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.94 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | -0.35 | +1.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | -0.36 | +0.92 |
Correlation
The correlation between DAGVX and SSHQX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DAGVX vs. SSHQX - Dividend Comparison
DAGVX's dividend yield for the trailing twelve months is around 6.54%, more than SSHQX's 3.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAGVX BNY Mellon Dynamic Value Fund | 6.54% | 6.69% | 6.85% | 5.09% | 7.96% | 21.64% | 2.64% | 3.29% | 17.81% | 10.71% | 2.72% | 15.78% |
SSHQX State Street Hedged International Developed Equity Index Fund | 3.52% | 3.60% | 3.11% | 3.77% | 22.27% | 2.93% | 2.03% | 5.14% | 7.33% | 3.12% | 4.30% | 0.00% |
Drawdowns
DAGVX vs. SSHQX - Drawdown Comparison
The maximum DAGVX drawdown since its inception was -55.04%, smaller than the maximum SSHQX drawdown of -92.12%. Use the drawdown chart below to compare losses from any high point for DAGVX and SSHQX.
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Drawdown Indicators
| DAGVX | SSHQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.04% | -92.12% | +37.08% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -11.15% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -16.96% | -14.79% | -2.17% |
Max Drawdown (10Y)Largest decline over 10 years | -42.62% | -92.12% | +49.50% |
Current DrawdownCurrent decline from peak | -4.66% | -80.46% | +75.80% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -51.83% | +44.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.74% | +0.03% |
Volatility
DAGVX vs. SSHQX - Volatility Comparison
The current volatility for BNY Mellon Dynamic Value Fund (DAGVX) is 4.71%, while State Street Hedged International Developed Equity Index Fund (SSHQX) has a volatility of 6.05%. This indicates that DAGVX experiences smaller price fluctuations and is considered to be less risky than SSHQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DAGVX | SSHQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 6.05% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 9.40% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.89% | 15.69% | +1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 13.32% | +2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 32.23% | -13.41% |