DREQX vs. BRK-B

Last updated Jun 5, 2026

DREQX (BNY Mellon Research Growth Fund, Inc.) is Large Cap Growth Equities fund managed by T. Rowe Price, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, DREQX returned 16.38%/yr vs 12.93%/yr for BRK-B. At a 0.43 correlation, their price movements are largely independent.

Performance

DREQX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Research Growth Fund, Inc. (DREQX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DREQX achieves a 8.06% return, which is significantly higher than BRK-B's -4.78% return. Over the past 10 years, DREQX has outperformed BRK-B with an annualized return of 16.38%, while BRK-B has yielded a comparatively lower 12.93% annualized return.

DREQX

• 1D: -1.19%
• 1M: 4.78%
• YTD: 8.06%
• 6M: 7.37%
• 1Y: 26.10%
• 3Y*: 22.87%
• 5Y*: 12.21%
• 10Y*: 16.38%

BRK-B

• 1D: 0.69%
• 1M: 2.82%
• YTD: -4.78%
• 6M: -4.89%
• 1Y: -2.52%
• 3Y*: 13.36%
• 5Y*: 10.35%
• 10Y*: 12.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DREQX vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DREQX BNY Mellon Research Growth Fund, Inc.	8.06%	14.96%	33.57%	42.15%	-33.84%	19.04%	51.43%	29.31%	0.59%	23.68%
BRK-B Berkshire Hathaway Inc.	-4.78%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%

Correlation

The correlation between DREQX and BRK-B is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (10Y) Calculated over the trailing 10-year period	0.43
Correlation (All Time) Calculated using the full available price history since May 10, 1996	0.43

The correlation between DREQX and BRK-B shifts across timeframes, from -0.00 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DREQX vs. BRK-B — Risk / Return Rank

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

DREQX

DREQX Risk / Return Rank: 30
DREQX Sharpe Ratio Rank: 35
DREQX Sortino Ratio Rank: 31
DREQX Omega Ratio Rank: 32
DREQX Calmar Ratio Rank: 24
DREQX Martin Ratio Rank: 28

BRK-B

BRK-B Risk / Return Rank: 31
BRK-B Sharpe Ratio Rank: 34
BRK-B Sortino Ratio Rank: 28
BRK-B Omega Ratio Rank: 27
BRK-B Calmar Ratio Rank: 33
BRK-B Martin Ratio Rank: 32

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.

DREQX vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Research Growth Fund, Inc. (DREQX) and Berkshire Hathaway Inc. (BRK-B). 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.

	DREQX	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	1.70	-0.18	+1.88
Sortino ratio: Return per unit of downside risk	2.32	-0.15	+2.47
Omega ratio: Gain probability vs. loss probability	1.30	0.98	+0.31
Calmar ratio: Return relative to maximum drawdown	1.78	-0.27	+2.05
Martin ratio: Return relative to average drawdown	6.52	-0.57	+7.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DREQX vs. BRK-B - Sharpe Ratio Comparison

The current DREQX Sharpe Ratio is 1.70, which is higher than the BRK-B Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of DREQX and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DREQX	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.70	-0.18	+1.88
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.61	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	0.67	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.48	-0.05

Drawdowns

DREQX vs. BRK-B - Drawdown Comparison

The maximum DREQX drawdown since its inception was -52.06%, roughly equal to the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for DREQX and BRK-B.

Drawdown Indicators

	DREQX	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-52.06%	-53.86%	+1.80%
Max Drawdown (1Y) Largest decline over 1 year	-15.09%	-9.42%	-5.67%
Max Drawdown (3Y) Largest decline over 3 years	-27.51%	-14.95%	-12.56%
Max Drawdown (5Y) Largest decline over 5 years	-38.53%	-26.58%	-11.95%
Max Drawdown (10Y) Largest decline over 10 years	-38.53%	-29.57%	-8.96%
Current Drawdown Current decline from peak	-1.19%	-11.33%	+10.14%
Average Drawdown Average peak-to-trough decline	-13.77%	-11.07%	-2.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.11%	4.46%	-0.35%

Volatility

DREQX vs. BRK-B - Volatility Comparison

BNY Mellon Research Growth Fund, Inc. (DREQX) has a higher volatility of 4.03% compared to Berkshire Hathaway Inc. (BRK-B) at 3.72%. This indicates that DREQX's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DREQX	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.03%	3.72%	+0.31%
Volatility (6M) Calculated over the trailing 6-month period	11.96%	10.70%	+1.26%
Volatility (1Y) Calculated over the trailing 1-year period	15.78%	14.32%	+1.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.83%	17.11%	+6.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.69%	19.43%	+3.26%

Dividends

DREQX vs. BRK-B - Dividend Comparison

DREQX's dividend yield for the trailing twelve months is around 13.96%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DREQX BNY Mellon Research Growth Fund, Inc.	13.96%	15.09%	9.19%	3.56%	15.70%	14.04%	10.57%	9.67%	18.79%	9.48%	5.68%	6.69%

Frequently Asked Questions

Can I hold both DREQX and BRK-B in my portfolio?

DREQX and BRK-B have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DREQX or BRK-B?

DREQX has higher volatility (4.03%) compared to BRK-B (3.72%). In terms of maximum drawdown, DREQX dropped -52.06% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

DREQX currently has the higher Sharpe Ratio (1.70 vs -0.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.