DAGVX vs. VTV
Compare and contrast key facts about BNY Mellon Dynamic Value Fund (DAGVX) and Vanguard Value ETF (VTV).
DAGVX is managed by BNY Mellon. It was launched on Sep 29, 1995. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DAGVX or VTV.
Performance
DAGVX vs. VTV - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with DAGVX having a 22.66% return and VTV slightly lower at 21.74%. Over the past 10 years, DAGVX has outperformed VTV with an annualized return of 11.50%, while VTV has yielded a comparatively lower 10.57% annualized return.
DAGVX
22.66%
3.00%
13.11%
27.90%
15.03%
11.50%
VTV
21.74%
1.65%
12.77%
29.27%
11.77%
10.57%
Key characteristics
| DAGVX | VTV | |
|---|---|---|
| Sharpe Ratio | 2.54 | 2.90 |
| Sortino Ratio | 3.51 | 4.08 |
| Omega Ratio | 1.46 | 1.53 |
| Calmar Ratio | 4.83 | 5.83 |
| Martin Ratio | 16.74 | 18.64 |
| Ulcer Index | 1.70% | 1.59% |
| Daily Std Dev | 11.18% | 10.23% |
| Max Drawdown | -54.89% | -59.27% |
| Current Drawdown | -0.45% | -0.22% |
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DAGVX vs. VTV - Expense Ratio Comparison
DAGVX has a 0.93% expense ratio, which is higher than VTV's 0.04% expense ratio.
Correlation
The correlation between DAGVX and VTV is 0.96, 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. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Dynamic Value Fund (DAGVX) and Vanguard Value ETF (VTV). 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. VTV - Dividend Comparison
DAGVX's dividend yield for the trailing twelve months is around 0.63%, less than VTV's 2.22% 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% |
VTV Vanguard Value ETF | 2.22% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
DAGVX vs. VTV - Drawdown Comparison
The maximum DAGVX drawdown since its inception was -54.89%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for DAGVX and VTV. For additional features, visit the drawdowns tool.
Volatility
DAGVX vs. VTV - Volatility Comparison
BNY Mellon Dynamic Value Fund (DAGVX) has a higher volatility of 4.49% compared to Vanguard Value ETF (VTV) at 3.76%. This indicates that DAGVX's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.