DCPYX vs. DAGVX
Compare and contrast key facts about BNY Mellon Core Plus Fund (DCPYX) and BNY Mellon Dynamic Value Fund (DAGVX).
DCPYX is managed by BNY Mellon. It was launched on Dec 2, 2010. DAGVX is managed by BNY Mellon. It was launched on Sep 29, 1995.
Performance
DCPYX vs. DAGVX - Performance Comparison
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DCPYX vs. DAGVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCPYX BNY Mellon Core Plus Fund | -0.56% | 7.04% | 1.39% | 6.14% | -13.87% | -1.00% | 9.80% | 11.19% | -0.80% | 2.13% |
DAGVX BNY Mellon Dynamic Value Fund | 2.23% | 18.20% | 14.16% | 12.54% | 1.43% | 30.90% | 3.66% | 26.74% | -10.76% | 14.78% |
Returns By Period
In the year-to-date period, DCPYX achieves a -0.56% return, which is significantly lower than DAGVX's 2.23% return. Over the past 10 years, DCPYX has underperformed DAGVX with an annualized return of 1.86%, while DAGVX has yielded a comparatively higher 12.72% annualized return.
DCPYX
- 1D
- 0.33%
- 1M
- -2.03%
- YTD
- -0.56%
- 6M
- -0.08%
- 1Y
- 3.59%
- 3Y*
- 3.46%
- 5Y*
- 0.11%
- 10Y*
- 1.86%
DAGVX
- 1D
- 2.17%
- 1M
- -3.96%
- YTD
- 2.23%
- 6M
- 7.27%
- 1Y
- 18.00%
- 3Y*
- 15.62%
- 5Y*
- 12.42%
- 10Y*
- 12.72%
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DCPYX vs. DAGVX - Expense Ratio Comparison
DCPYX has a 0.40% expense ratio, which is lower than DAGVX's 0.93% expense ratio.
Return for Risk
DCPYX vs. DAGVX — Risk / Return Rank
DCPYX
DAGVX
DCPYX vs. DAGVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Core Plus Fund (DCPYX) and BNY Mellon Dynamic Value Fund (DAGVX). 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.
| DCPYX | DAGVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.06 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.52 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.54 | -0.15 |
Martin ratioReturn relative to average drawdown | 4.17 | 6.79 | -2.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DCPYX | DAGVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.06 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.80 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.68 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.56 | -0.28 |
Correlation
The correlation between DCPYX and DAGVX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DCPYX vs. DAGVX - Dividend Comparison
DCPYX's dividend yield for the trailing twelve months is around 4.21%, less than DAGVX's 6.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCPYX BNY Mellon Core Plus Fund | 4.21% | 4.59% | 3.58% | 2.94% | 2.74% | 3.04% | 2.71% | 3.11% | 3.25% | 0.22% | 0.00% | 0.00% |
DAGVX BNY Mellon Dynamic Value Fund | 6.54% | 6.69% | 6.85% | 5.09% | 7.96% | 21.64% | 2.64% | 3.29% | 17.81% | 10.71% | 2.72% | 15.78% |
Drawdowns
DCPYX vs. DAGVX - Drawdown Comparison
The maximum DCPYX drawdown since its inception was -19.42%, smaller than the maximum DAGVX drawdown of -55.04%. Use the drawdown chart below to compare losses from any high point for DCPYX and DAGVX.
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Drawdown Indicators
| DCPYX | DAGVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.42% | -55.04% | +35.62% |
Max Drawdown (1Y)Largest decline over 1 year | -3.19% | -12.23% | +9.04% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | -16.96% | -2.46% |
Max Drawdown (10Y)Largest decline over 10 years | -19.42% | -42.62% | +23.20% |
Current DrawdownCurrent decline from peak | -2.63% | -4.66% | +2.03% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -7.69% | +2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 2.77% | -1.71% |
Volatility
DCPYX vs. DAGVX - Volatility Comparison
The current volatility for BNY Mellon Core Plus Fund (DCPYX) is 1.61%, while BNY Mellon Dynamic Value Fund (DAGVX) has a volatility of 4.71%. This indicates that DCPYX experiences smaller price fluctuations and is considered to be less risky than DAGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCPYX | DAGVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 4.71% | -3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 2.57% | 9.12% | -6.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.53% | 16.89% | -12.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.79% | 15.58% | -9.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.86% | 18.82% | -13.96% |