DNLAX vs. SWPPX
Compare and contrast key facts about BNY Mellon Natural Resources Fund Class A (DNLAX) and Schwab S&P 500 Index Fund (SWPPX).
DNLAX is managed by BNY Mellon. It was launched on Oct 31, 2003. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DNLAX or SWPPX.
Performance
DNLAX vs. SWPPX - Performance Comparison
Returns By Period
In the year-to-date period, DNLAX achieves a 10.04% return, which is significantly lower than SWPPX's 25.53% return. Over the past 10 years, DNLAX has underperformed SWPPX with an annualized return of 5.78%, while SWPPX has yielded a comparatively higher 13.12% annualized return.
DNLAX
10.04%
2.91%
-1.14%
2.42%
13.25%
5.78%
SWPPX
25.53%
1.18%
12.20%
32.17%
15.57%
13.12%
Key characteristics
| DNLAX | SWPPX | |
|---|---|---|
| Sharpe Ratio | 0.09 | 2.59 |
| Sortino Ratio | 0.25 | 3.47 |
| Omega Ratio | 1.04 | 1.48 |
| Calmar Ratio | 0.07 | 3.77 |
| Martin Ratio | 0.25 | 16.91 |
| Ulcer Index | 7.75% | 1.89% |
| Daily Std Dev | 21.91% | 12.30% |
| Max Drawdown | -69.14% | -55.06% |
| Current Drawdown | -16.29% | -1.35% |
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DNLAX vs. SWPPX - Expense Ratio Comparison
DNLAX has a 1.14% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Correlation
The correlation between DNLAX and SWPPX is 0.68, 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.
Risk-Adjusted Performance
DNLAX vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Natural Resources Fund Class A (DNLAX) and Schwab S&P 500 Index Fund (SWPPX). 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.
Dividends
DNLAX vs. SWPPX - Dividend Comparison
DNLAX's dividend yield for the trailing twelve months is around 2.11%, more than SWPPX's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DNLAX BNY Mellon Natural Resources Fund Class A | 2.11% | 2.32% | 1.35% | 1.19% | 0.91% | 1.95% | 1.53% | 0.40% | 1.26% | 0.98% | 0.74% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.14% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
DNLAX vs. SWPPX - Drawdown Comparison
The maximum DNLAX drawdown since its inception was -69.14%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for DNLAX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
DNLAX vs. SWPPX - Volatility Comparison
BNY Mellon Natural Resources Fund Class A (DNLAX) has a higher volatility of 5.03% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.06%. This indicates that DNLAX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.