DAGVX vs. VOOV
Compare and contrast key facts about BNY Mellon Dynamic Value Fund (DAGVX) and Vanguard S&P 500 Value ETF (VOOV).
DAGVX is managed by BNY Mellon. It was launched on Sep 29, 1995. VOOV is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Value 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 VOOV.
Key characteristics
| DAGVX | VOOV | |
|---|---|---|
| YTD Return | 22.03% | 17.30% |
| 1Y Return | 31.65% | 30.52% |
| 3Y Return (Ann) | 12.06% | 11.36% |
| 5Y Return (Ann) | 14.71% | 12.28% |
| 10Y Return (Ann) | 11.65% | 10.57% |
| Sharpe Ratio | 2.80 | 2.94 |
| Sortino Ratio | 3.87 | 4.21 |
| Omega Ratio | 1.52 | 1.54 |
| Calmar Ratio | 5.31 | 5.03 |
| Martin Ratio | 18.67 | 18.33 |
| Ulcer Index | 1.67% | 1.66% |
| Daily Std Dev | 11.15% | 10.34% |
| Max Drawdown | -54.89% | -37.31% |
| Current Drawdown | -0.48% | -0.28% |
Correlation
The correlation between DAGVX and VOOV 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. VOOV - Performance Comparison
In the year-to-date period, DAGVX achieves a 22.03% return, which is significantly higher than VOOV's 17.30% return. Over the past 10 years, DAGVX has outperformed VOOV with an annualized return of 11.65%, while VOOV has yielded a comparatively lower 10.57% 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. VOOV - Expense Ratio Comparison
DAGVX has a 0.93% expense ratio, which is higher than VOOV's 0.10% expense ratio.
Risk-Adjusted Performance
DAGVX vs. VOOV - 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 Value ETF (VOOV). 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. VOOV - Dividend Comparison
DAGVX's dividend yield for the trailing twelve months is around 0.63%, less than VOOV's 1.92% 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% |
VOOV Vanguard S&P 500 Value ETF | 1.92% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% | 1.97% |
Drawdowns
DAGVX vs. VOOV - Drawdown Comparison
The maximum DAGVX drawdown since its inception was -54.89%, which is greater than VOOV's maximum drawdown of -37.31%. Use the drawdown chart below to compare losses from any high point for DAGVX and VOOV. For additional features, visit the drawdowns tool.
Volatility
DAGVX vs. VOOV - Volatility Comparison
BNY Mellon Dynamic Value Fund (DAGVX) has a higher volatility of 4.37% compared to Vanguard S&P 500 Value ETF (VOOV) at 3.56%. This indicates that DAGVX's price experiences larger fluctuations and is considered to be riskier than VOOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.