DAGVX vs. VFAIX
Compare and contrast key facts about BNY Mellon Dynamic Value Fund (DAGVX) and Vanguard Financials Index Fund Admiral Shares (VFAIX).
DAGVX is managed by BNY Mellon. It was launched on Sep 29, 1995. VFAIX is managed by Blackrock. It was launched on Feb 4, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DAGVX or VFAIX.
Key characteristics
| DAGVX | VFAIX | |
|---|---|---|
| YTD Return | 22.03% | 31.28% |
| 1Y Return | 31.65% | 49.75% |
| 3Y Return (Ann) | 12.06% | 8.35% |
| 5Y Return (Ann) | 14.71% | 12.51% |
| 10Y Return (Ann) | 11.65% | 11.69% |
| Sharpe Ratio | 2.80 | 3.38 |
| Sortino Ratio | 3.87 | 4.79 |
| Omega Ratio | 1.52 | 1.63 |
| Calmar Ratio | 5.31 | 2.90 |
| Martin Ratio | 18.67 | 24.32 |
| Ulcer Index | 1.67% | 2.04% |
| Daily Std Dev | 11.15% | 14.70% |
| Max Drawdown | -54.89% | -78.64% |
| Current Drawdown | -0.48% | -1.72% |
Correlation
The correlation between DAGVX and VFAIX 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. VFAIX - Performance Comparison
In the year-to-date period, DAGVX achieves a 22.03% return, which is significantly lower than VFAIX's 31.28% return. Both investments have delivered pretty close results over the past 10 years, with DAGVX having a 11.65% annualized return and VFAIX not far ahead at 11.69%. 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. VFAIX - Expense Ratio Comparison
DAGVX has a 0.93% expense ratio, which is higher than VFAIX's 0.10% expense ratio.
Risk-Adjusted Performance
DAGVX vs. VFAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Dynamic Value Fund (DAGVX) and Vanguard Financials Index Fund Admiral Shares (VFAIX). 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. VFAIX - Dividend Comparison
DAGVX's dividend yield for the trailing twelve months is around 0.63%, less than VFAIX's 1.64% 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% |
VFAIX Vanguard Financials Index Fund Admiral Shares | 1.64% | 2.08% | 2.30% | 1.87% | 2.22% | 2.17% | 2.30% | 1.54% | 1.64% | 2.00% | 1.86% | 1.82% |
Drawdowns
DAGVX vs. VFAIX - Drawdown Comparison
The maximum DAGVX drawdown since its inception was -54.89%, smaller than the maximum VFAIX drawdown of -78.64%. Use the drawdown chart below to compare losses from any high point for DAGVX and VFAIX. For additional features, visit the drawdowns tool.
Volatility
DAGVX vs. VFAIX - Volatility Comparison
The current volatility for BNY Mellon Dynamic Value Fund (DAGVX) is 4.37%, while Vanguard Financials Index Fund Admiral Shares (VFAIX) has a volatility of 7.82%. This indicates that DAGVX experiences smaller price fluctuations and is considered to be less risky than VFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.