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

Performance

DLQAX vs. PROVX - Performance Comparison

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

Loading graphics...

DLQAX vs. PROVX - 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%
PROVX
Provident Trust Strategy Fund
-7.57%13.10%19.73%17.59%-22.62%31.96%19.47%25.71%-1.31%29.40%

Returns By Period

The year-to-date returns for both investments are quite close, with DLQAX having a -7.80% return and PROVX slightly higher at -7.57%. Both investments have delivered pretty close results over the past 10 years, with DLQAX having a 11.59% annualized return and PROVX not far behind at 11.45%.


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%

PROVX

1D
0.46%
1M
-6.63%
YTD
-7.57%
6M
-1.66%
1Y
8.59%
3Y*
14.04%
5Y*
6.85%
10Y*
11.45%
*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. PROVX - Expense Ratio Comparison

DLQAX has a 1.00% expense ratio, which is higher than PROVX's 0.93% expense ratio.


Return for Risk

DLQAX vs. PROVX — 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

PROVX
PROVX Risk / Return Rank: 2626
Overall Rank
PROVX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
PROVX Sortino Ratio Rank: 3232
Sortino Ratio Rank
PROVX Omega Ratio Rank: 2525
Omega Ratio Rank
PROVX Calmar Ratio Rank: 2121
Calmar Ratio Rank
PROVX Martin Ratio Rank: 2323
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. PROVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Large Cap Equity Fund (DLQAX) and Provident Trust Strategy Fund (PROVX). 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.


DLQAXPROVXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.69

+0.08

Sortino ratio

Return per unit of downside risk

1.21

1.14

+0.08

Omega ratio

Gain probability vs. loss probability

1.18

1.14

+0.04

Calmar ratio

Return relative to maximum drawdown

0.79

0.63

+0.16

Martin ratio

Return relative to average drawdown

3.49

2.43

+1.06

DLQAX vs. PROVX - Sharpe Ratio Comparison

The current DLQAX Sharpe Ratio is 0.77, which is comparable to the PROVX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of DLQAX and PROVX, 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


DLQAXPROVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.69

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.44

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.71

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.48

-0.25

Correlation

The correlation between DLQAX and PROVX is 0.87, 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.


Dividends

DLQAX vs. PROVX - Dividend Comparison

DLQAX's dividend yield for the trailing twelve months is around 27.26%, more than PROVX's 18.17% 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%
PROVX
Provident Trust Strategy Fund
18.17%16.80%6.94%4.61%19.17%0.35%9.04%4.40%5.80%1.54%1.92%7.73%

Drawdowns

DLQAX vs. PROVX - Drawdown Comparison

The maximum DLQAX drawdown since its inception was -70.38%, which is greater than PROVX's maximum drawdown of -57.65%. Use the drawdown chart below to compare losses from any high point for DLQAX and PROVX.


Loading graphics...

Drawdown Indicators


DLQAXPROVXDifference

Max Drawdown

Largest peak-to-trough decline

-70.38%

-57.65%

-12.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.82%

-12.54%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-30.77%

-27.48%

-3.29%

Max Drawdown (10Y)

Largest decline over 10 years

-34.33%

-27.48%

-6.85%

Current Drawdown

Current decline from peak

-9.63%

-12.13%

+2.50%

Average Drawdown

Average peak-to-trough decline

-18.79%

-13.23%

-5.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

3.23%

-0.55%

Volatility

DLQAX vs. PROVX - Volatility Comparison

BNY Mellon Large Cap Equity Fund (DLQAX) has a higher volatility of 4.28% compared to Provident Trust Strategy Fund (PROVX) at 3.30%. This indicates that DLQAX's price experiences larger fluctuations and is considered to be riskier than PROVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DLQAXPROVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

3.30%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

8.49%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

18.45%

14.45%

+4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.63%

15.56%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

16.11%

+2.65%