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

Performance

DAGVX vs. VFAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Dynamic Value Fund (DAGVX) and Vanguard Financials Index Fund Admiral Shares (VFAIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.42%
20.28%
DAGVX
VFAIX

Returns By Period

In the year-to-date period, DAGVX achieves a 20.72% return, which is significantly lower than VFAIX's 34.16% return. Over the past 10 years, DAGVX has underperformed VFAIX with an annualized return of 11.38%, while VFAIX has yielded a comparatively higher 11.98% annualized return.


DAGVX

YTD

20.72%

1M

0.77%

6M

9.42%

1Y

26.78%

5Y (annualized)

14.74%

10Y (annualized)

11.38%

VFAIX

YTD

34.16%

1M

5.19%

6M

20.28%

1Y

46.39%

5Y (annualized)

13.12%

10Y (annualized)

11.98%

Key characteristics


DAGVXVFAIX
Sharpe Ratio2.463.21
Sortino Ratio3.404.56
Omega Ratio1.451.59
Calmar Ratio4.663.58
Martin Ratio16.1722.91
Ulcer Index1.69%2.05%
Daily Std Dev11.14%14.61%
Max Drawdown-54.89%-78.64%
Current Drawdown-2.03%-0.49%

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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.


DAGVX
BNY Mellon Dynamic Value Fund
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%
Expense ratio chart for VFAIX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Correlation

-0.50.00.51.00.9

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.

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.


Sharpe ratio
The chart of Sharpe ratio for DAGVX, currently valued at 2.46, compared to the broader market0.002.004.002.463.21
The chart of Sortino ratio for DAGVX, currently valued at 3.40, compared to the broader market0.005.0010.003.404.56
The chart of Omega ratio for DAGVX, currently valued at 1.45, compared to the broader market1.002.003.004.001.451.59
The chart of Calmar ratio for DAGVX, currently valued at 4.66, compared to the broader market0.005.0010.0015.0020.0025.004.663.58
The chart of Martin ratio for DAGVX, currently valued at 16.17, compared to the broader market0.0020.0040.0060.0080.00100.0016.1722.91
DAGVX
VFAIX

The current DAGVX Sharpe Ratio is 2.46, which is comparable to the VFAIX Sharpe Ratio of 3.21. The chart below compares the historical Sharpe Ratios of DAGVX and VFAIX, 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 Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.46
3.21
DAGVX
VFAIX

Dividends

DAGVX vs. VFAIX - Dividend Comparison

DAGVX's dividend yield for the trailing twelve months is around 0.64%, less than VFAIX's 1.60% yield.


TTM20232022202120202019201820172016201520142013
DAGVX
BNY Mellon Dynamic Value Fund
0.64%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
1.60%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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.03%
-0.49%
DAGVX
VFAIX

Volatility

DAGVX vs. VFAIX - Volatility Comparison

The current volatility for BNY Mellon Dynamic Value Fund (DAGVX) is 4.38%, while Vanguard Financials Index Fund Admiral Shares (VFAIX) has a volatility of 7.67%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.38%
7.67%
DAGVX
VFAIX