DAGVX vs. VOO
Compare and contrast key facts about BNY Mellon Dynamic Value Fund (DAGVX) and Vanguard S&P 500 ETF (VOO).
DAGVX is managed by BNY Mellon. It was launched on Sep 29, 1995. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DAGVX or VOO.
Performance
DAGVX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, DAGVX achieves a 20.72% return, which is significantly lower than VOO's 25.48% return. Over the past 10 years, DAGVX has underperformed VOO with an annualized return of 11.38%, while VOO has yielded a comparatively higher 13.15% annualized return.
DAGVX
20.72%
0.77%
9.42%
26.78%
14.74%
11.38%
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| DAGVX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.46 | 2.69 |
| Sortino Ratio | 3.40 | 3.59 |
| Omega Ratio | 1.45 | 1.50 |
| Calmar Ratio | 4.66 | 3.89 |
| Martin Ratio | 16.17 | 17.64 |
| Ulcer Index | 1.69% | 1.86% |
| Daily Std Dev | 11.14% | 12.20% |
| Max Drawdown | -54.89% | -33.99% |
| Current Drawdown | -2.03% | -1.40% |
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DAGVX vs. VOO - Expense Ratio Comparison
DAGVX has a 0.93% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between DAGVX and VOO 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Dynamic Value Fund (DAGVX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
DAGVX's dividend yield for the trailing twelve months is around 0.64%, less than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DAGVX vs. VOO - Drawdown Comparison
The maximum DAGVX drawdown since its inception was -54.89%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DAGVX and VOO. For additional features, visit the drawdowns tool.
Volatility
DAGVX vs. VOO - Volatility Comparison
BNY Mellon Dynamic Value Fund (DAGVX) has a higher volatility of 4.38% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that DAGVX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.