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DQIRX vs. AFMFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DQIRX vs. AFMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Equity Income Fund (DQIRX) and American Funds American Mutual Fund Class F-3 (AFMFX). The values are adjusted to include any dividend payments, if applicable.

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DQIRX vs. AFMFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DQIRX
BNY Mellon Equity Income Fund
-1.97%19.01%26.93%19.21%-9.35%29.13%4.81%24.98%-3.60%11.04%
AFMFX
American Funds American Mutual Fund Class F-3
-3.07%16.43%15.30%9.77%-4.19%23.64%5.04%21.90%-1.98%11.75%

Returns By Period

In the year-to-date period, DQIRX achieves a -1.97% return, which is significantly higher than AFMFX's -3.07% return.


DQIRX

1D
-0.34%
1M
-5.48%
YTD
-1.97%
6M
0.92%
1Y
20.72%
3Y*
19.18%
5Y*
13.80%
10Y*
12.89%

AFMFX

1D
-0.10%
1M
-7.90%
YTD
-3.07%
6M
-1.41%
1Y
10.11%
3Y*
12.32%
5Y*
9.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DQIRX vs. AFMFX - Expense Ratio Comparison

DQIRX has a 0.78% expense ratio, which is higher than AFMFX's 0.27% expense ratio.


Return for Risk

DQIRX vs. AFMFX — Risk / Return Rank

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

DQIRX
DQIRX Risk / Return Rank: 7575
Overall Rank
DQIRX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
DQIRX Sortino Ratio Rank: 7373
Sortino Ratio Rank
DQIRX Omega Ratio Rank: 7777
Omega Ratio Rank
DQIRX Calmar Ratio Rank: 7070
Calmar Ratio Rank
DQIRX Martin Ratio Rank: 8181
Martin Ratio Rank

AFMFX
AFMFX Risk / Return Rank: 3939
Overall Rank
AFMFX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AFMFX Sortino Ratio Rank: 3838
Sortino Ratio Rank
AFMFX Omega Ratio Rank: 4040
Omega Ratio Rank
AFMFX Calmar Ratio Rank: 3636
Calmar Ratio Rank
AFMFX Martin Ratio Rank: 4040
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.

DQIRX vs. AFMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Equity Income Fund (DQIRX) and American Funds American Mutual Fund Class F-3 (AFMFX). 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.


DQIRXAFMFXDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.80

+0.45

Sortino ratio

Return per unit of downside risk

1.79

1.20

+0.59

Omega ratio

Gain probability vs. loss probability

1.29

1.18

+0.11

Calmar ratio

Return relative to maximum drawdown

1.58

0.96

+0.62

Martin ratio

Return relative to average drawdown

8.06

4.19

+3.87

DQIRX vs. AFMFX - Sharpe Ratio Comparison

The current DQIRX Sharpe Ratio is 1.26, which is higher than the AFMFX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of DQIRX and AFMFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DQIRXAFMFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.80

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.76

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.69

-0.16

Correlation

The correlation between DQIRX and AFMFX is 0.90, 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

DQIRX vs. AFMFX - Dividend Comparison

DQIRX's dividend yield for the trailing twelve months is around 3.29%, less than AFMFX's 8.15% yield.


TTM20252024202320222021202020192018201720162015
DQIRX
BNY Mellon Equity Income Fund
3.29%3.12%7.05%4.56%6.54%2.61%3.42%2.50%5.29%8.45%4.04%8.22%
AFMFX
American Funds American Mutual Fund Class F-3
8.15%7.86%6.60%4.06%5.20%3.58%2.22%4.89%6.75%6.25%0.00%0.00%

Drawdowns

DQIRX vs. AFMFX - Drawdown Comparison

The maximum DQIRX drawdown since its inception was -50.77%, which is greater than AFMFX's maximum drawdown of -29.79%. Use the drawdown chart below to compare losses from any high point for DQIRX and AFMFX.


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Drawdown Indicators


DQIRXAFMFXDifference

Max Drawdown

Largest peak-to-trough decline

-50.77%

-29.79%

-20.98%

Max Drawdown (1Y)

Largest decline over 1 year

-12.32%

-10.21%

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-20.34%

-15.16%

-5.18%

Max Drawdown (10Y)

Largest decline over 10 years

-36.82%

Current Drawdown

Current decline from peak

-6.79%

-7.90%

+1.11%

Average Drawdown

Average peak-to-trough decline

-6.99%

-2.94%

-4.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

2.34%

+0.08%

Volatility

DQIRX vs. AFMFX - Volatility Comparison

BNY Mellon Equity Income Fund (DQIRX) has a higher volatility of 3.56% compared to American Funds American Mutual Fund Class F-3 (AFMFX) at 3.36%. This indicates that DQIRX's price experiences larger fluctuations and is considered to be riskier than AFMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DQIRXAFMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

3.36%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

8.52%

7.33%

+1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

17.22%

13.81%

+3.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.86%

12.47%

+3.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.37%

14.56%

+2.81%