PortfoliosLab logoPortfoliosLab logo
DLQAX vs. DNLAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DLQAX vs. DNLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Large Cap Equity Fund (DLQAX) and BNY Mellon Natural Resources Fund Class A (DNLAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DLQAX vs. DNLAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DLQAX
BNY Mellon Large Cap Equity Fund
-7.80%14.27%21.29%16.81%-23.77%27.21%23.57%29.30%-6.06%24.54%
DNLAX
BNY Mellon Natural Resources Fund Class A
22.63%14.75%0.86%1.33%33.83%38.00%6.30%16.33%-17.78%13.69%

Returns By Period

In the year-to-date period, DLQAX achieves a -7.80% return, which is significantly lower than DNLAX's 22.63% return. Over the past 10 years, DLQAX has underperformed DNLAX with an annualized return of 11.59%, while DNLAX has yielded a comparatively higher 14.07% annualized return.


DLQAX

1D
-0.33%
1M
-7.65%
YTD
-7.80%
6M
-5.36%
1Y
13.83%
3Y*
13.02%
5Y*
6.60%
10Y*
11.59%

DNLAX

1D
-0.55%
1M
-1.40%
YTD
22.63%
6M
31.46%
1Y
47.26%
3Y*
13.86%
5Y*
18.10%
10Y*
14.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DLQAX vs. DNLAX - Expense Ratio Comparison

DLQAX has a 1.00% expense ratio, which is lower than DNLAX's 1.14% expense ratio.


Return for Risk

DLQAX vs. DNLAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DLQAX
DLQAX Risk / Return Rank: 3434
Overall Rank
DLQAX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
DLQAX Sortino Ratio Rank: 3737
Sortino Ratio Rank
DLQAX Omega Ratio Rank: 4040
Omega Ratio Rank
DLQAX Calmar Ratio Rank: 2727
Calmar Ratio Rank
DLQAX Martin Ratio Rank: 3232
Martin Ratio Rank

DNLAX
DNLAX Risk / Return Rank: 8686
Overall Rank
DNLAX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DNLAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
DNLAX Omega Ratio Rank: 8686
Omega Ratio Rank
DNLAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
DNLAX Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DLQAX vs. DNLAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Large Cap Equity Fund (DLQAX) and BNY Mellon Natural Resources Fund Class A (DNLAX). 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.


DLQAXDNLAXDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.78

-1.01

Sortino ratio

Return per unit of downside risk

1.21

2.24

-1.03

Omega ratio

Gain probability vs. loss probability

1.18

1.36

-0.18

Calmar ratio

Return relative to maximum drawdown

0.79

2.10

-1.31

Martin ratio

Return relative to average drawdown

3.49

9.54

-6.05

DLQAX vs. DNLAX - Sharpe Ratio Comparison

The current DLQAX Sharpe Ratio is 0.77, which is lower than the DNLAX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of DLQAX and DNLAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DLQAXDNLAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.78

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.70

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.55

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.36

-0.13

Correlation

The correlation between DLQAX and DNLAX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DLQAX vs. DNLAX - Dividend Comparison

DLQAX's dividend yield for the trailing twelve months is around 27.26%, more than DNLAX's 1.79% yield.


TTM20252024202320222021202020192018201720162015
DLQAX
BNY Mellon Large Cap Equity Fund
27.26%21.34%47.67%35.24%15.74%14.22%3.69%4.70%15.48%3.90%1.90%5.38%
DNLAX
BNY Mellon Natural Resources Fund Class A
1.79%2.19%7.75%12.54%9.80%5.04%0.91%1.95%1.53%0.40%1.26%0.98%

Drawdowns

DLQAX vs. DNLAX - Drawdown Comparison

The maximum DLQAX drawdown since its inception was -70.38%, roughly equal to the maximum DNLAX drawdown of -69.14%. Use the drawdown chart below to compare losses from any high point for DLQAX and DNLAX.


Loading graphics...

Drawdown Indicators


DLQAXDNLAXDifference

Max Drawdown

Largest peak-to-trough decline

-70.38%

-69.14%

-1.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.82%

-20.87%

+9.05%

Max Drawdown (5Y)

Largest decline over 5 years

-30.77%

-32.37%

+1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-34.33%

-54.45%

+20.12%

Current Drawdown

Current decline from peak

-9.63%

-2.30%

-7.33%

Average Drawdown

Average peak-to-trough decline

-18.79%

-21.71%

+2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

4.59%

-1.91%

Volatility

DLQAX vs. DNLAX - Volatility Comparison

The current volatility for BNY Mellon Large Cap Equity Fund (DLQAX) is 4.28%, while BNY Mellon Natural Resources Fund Class A (DNLAX) has a volatility of 6.09%. This indicates that DLQAX experiences smaller price fluctuations and is considered to be less risky than DNLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DLQAXDNLAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

6.09%

-1.81%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

15.21%

-5.97%

Volatility (1Y)

Calculated over the trailing 1-year period

18.45%

26.61%

-8.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.63%

25.94%

-8.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

25.58%

-6.82%