DLDRX vs. DAGVX

In the year-to-date period, DLDRX achieves a -6.77% return, which is significantly lower than DAGVX's 3.08% return. Over the past 10 years, DLDRX has outperformed DAGVX with an annualized return of 7.26%, while DAGVX has yielded a comparatively lower 2.04% annualized return.

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DLDRX has a 0.91% expense ratio, which is lower than DAGVX's 0.93% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Natural Resources Fund (DLDRX) 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.

The current DLDRX Sharpe Ratio is -0.58, which is lower than the DAGVX Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of DLDRX and DAGVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DLDRX's dividend yield for the trailing twelve months is around 8.03%, which matches DAGVX's 8.11% yield.

The maximum DLDRX drawdown since its inception was -69.13%, which is greater than DAGVX's maximum drawdown of -57.60%. Use the drawdown chart below to compare losses from any high point for DLDRX and DAGVX.

BNY Mellon Natural Resources Fund (DLDRX) has a higher volatility of 5.73% compared to BNY Mellon Dynamic Value Fund (DAGVX) at 4.62%. This indicates that DLDRX's price experiences larger fluctuations and is considered to be riskier than DAGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.