DQEIX vs. DAGVX

In the year-to-date period, DQEIX achieves a 11.04% return, which is significantly higher than DAGVX's 3.08% return. Over the past 10 years, DQEIX has outperformed DAGVX with an annualized return of 8.82%, while DAGVX has yielded a comparatively lower 2.04% annualized return.

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DQEIX has a 0.92% 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 Global Equity Income Fund (DQEIX) 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 DQEIX Sharpe Ratio is 1.08, which is higher than the DAGVX Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of DQEIX 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.

DQEIX's dividend yield for the trailing twelve months is around 11.29%, more than DAGVX's 8.11% yield.

The maximum DQEIX drawdown since its inception was -52.75%, smaller than the maximum DAGVX drawdown of -57.60%. Use the drawdown chart below to compare losses from any high point for DQEIX and DAGVX.

The current volatility for BNY Mellon Global Equity Income Fund (DQEIX) is 3.18%, while BNY Mellon Dynamic Value Fund (DAGVX) has a volatility of 4.62%. This indicates that DQEIX experiences smaller price fluctuations and is considered to be less risky than DAGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.