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DNLAX vs. PRCOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DNLAX and PRCOX 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.


-0.50.00.51.00.7

Performance

DNLAX vs. PRCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Natural Resources Fund Class A (DNLAX) and T. Rowe Price U.S. Equity Research Fund (PRCOX). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-6.60%
8.57%
DNLAX
PRCOX

Key characteristics

Sharpe Ratio

DNLAX:

0.38

PRCOX:

2.22

Sortino Ratio

DNLAX:

0.60

PRCOX:

2.93

Omega Ratio

DNLAX:

1.08

PRCOX:

1.40

Calmar Ratio

DNLAX:

0.25

PRCOX:

3.31

Martin Ratio

DNLAX:

0.99

PRCOX:

13.66

Ulcer Index

DNLAX:

7.57%

PRCOX:

2.15%

Daily Std Dev

DNLAX:

19.66%

PRCOX:

13.27%

Max Drawdown

DNLAX:

-69.14%

PRCOX:

-58.69%

Current Drawdown

DNLAX:

-23.23%

PRCOX:

-1.91%

Returns By Period

In the year-to-date period, DNLAX achieves a 6.16% return, which is significantly higher than PRCOX's 2.05% return. Over the past 10 years, DNLAX has underperformed PRCOX with an annualized return of 5.68%, while PRCOX has yielded a comparatively higher 11.06% annualized return.


DNLAX

YTD

6.16%

1M

8.79%

6M

-6.60%

1Y

6.99%

5Y*

10.58%

10Y*

5.68%

PRCOX

YTD

2.05%

1M

1.26%

6M

8.57%

1Y

26.61%

5Y*

14.35%

10Y*

11.06%

*Annualized

Compare stocks, funds, or ETFs

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


DNLAX vs. PRCOX - Expense Ratio Comparison

DNLAX has a 1.14% expense ratio, which is higher than PRCOX's 0.42% expense ratio.


DNLAX
BNY Mellon Natural Resources Fund Class A
Expense ratio chart for DNLAX: current value at 1.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.14%
Expense ratio chart for PRCOX: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

DNLAX vs. PRCOX — Risk-Adjusted Performance Rank

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

DNLAX
The Risk-Adjusted Performance Rank of DNLAX is 1515
Overall Rank
The Sharpe Ratio Rank of DNLAX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of DNLAX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of DNLAX is 1414
Omega Ratio Rank
The Calmar Ratio Rank of DNLAX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of DNLAX is 1212
Martin Ratio Rank

PRCOX
The Risk-Adjusted Performance Rank of PRCOX is 9090
Overall Rank
The Sharpe Ratio Rank of PRCOX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of PRCOX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of PRCOX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of PRCOX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of PRCOX is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DNLAX vs. PRCOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Natural Resources Fund Class A (DNLAX) and T. Rowe Price U.S. Equity Research Fund (PRCOX). 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.


Sharpe ratio
The chart of Sharpe ratio for DNLAX, currently valued at 0.38, compared to the broader market-1.000.001.002.003.004.000.382.22
The chart of Sortino ratio for DNLAX, currently valued at 0.60, compared to the broader market0.005.0010.000.602.93
The chart of Omega ratio for DNLAX, currently valued at 1.08, compared to the broader market1.002.003.004.001.081.40
The chart of Calmar ratio for DNLAX, currently valued at 0.25, compared to the broader market0.005.0010.0015.0020.000.253.31
The chart of Martin ratio for DNLAX, currently valued at 0.99, compared to the broader market0.0020.0040.0060.0080.000.9913.66
DNLAX
PRCOX

The current DNLAX Sharpe Ratio is 0.38, which is lower than the PRCOX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of DNLAX and PRCOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.38
2.22
DNLAX
PRCOX

Dividends

DNLAX vs. PRCOX - Dividend Comparison

DNLAX's dividend yield for the trailing twelve months is around 1.17%, more than PRCOX's 0.63% yield.


TTM20242023202220212020201920182017201620152014
DNLAX
BNY Mellon Natural Resources Fund Class A
1.17%1.24%2.32%1.35%1.19%0.91%1.95%1.53%0.40%1.26%0.98%0.74%
PRCOX
T. Rowe Price U.S. Equity Research Fund
0.63%0.64%1.17%0.88%0.69%0.87%0.55%1.23%1.07%1.24%1.64%1.12%

Drawdowns

DNLAX vs. PRCOX - Drawdown Comparison

The maximum DNLAX drawdown since its inception was -69.14%, which is greater than PRCOX's maximum drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for DNLAX and PRCOX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-23.23%
-1.91%
DNLAX
PRCOX

Volatility

DNLAX vs. PRCOX - Volatility Comparison

The current volatility for BNY Mellon Natural Resources Fund Class A (DNLAX) is 4.72%, while T. Rowe Price U.S. Equity Research Fund (PRCOX) has a volatility of 5.15%. This indicates that DNLAX experiences smaller price fluctuations and is considered to be less risky than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.72%
5.15%
DNLAX
PRCOX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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