DREQX vs. FDSSX
DREQX (BNY Mellon Research Growth Fund, Inc.) and FDSSX (Fidelity Stock Selector All Cap Fund) are both Large Cap Growth Equities funds. Over the past 10 years, DREQX returned 15.62%/yr vs 14.84%/yr for FDSSX. Their correlation of 0.93 means they have usually moved in the same direction. DREQX charges 0.83%/yr vs 0.68%/yr for FDSSX.
Performance
DREQX vs. FDSSX - Performance Comparison
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Returns By Period
In the year-to-date period, DREQX achieves a 4.09% return, which is significantly lower than FDSSX's 14.50% return. Both investments have delivered pretty close results over the past 10 years, with DREQX having a 15.62% annualized return and FDSSX not far behind at 14.84%.
DREQX
- 1D
- 2.69%
- 1M
- -1.17%
- 6M
- 4.09%
- YTD
- 4.09%
- 1Y
- 12.77%
- 3Y*
- 18.73%
- 5Y*
- 9.58%
- 10Y*
- 15.62%
- ALL TIME*
- 8.13%
FDSSX
- 1D
- 1.87%
- 1M
- -0.79%
- 6M
- 11.52%
- YTD
- 14.50%
- 1Y
- 28.35%
- 3Y*
- 19.68%
- 5Y*
- 12.00%
- 10Y*
- 14.84%
- ALL TIME*
- 11.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DREQX vs. FDSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DREQX BNY Mellon Research Growth Fund, Inc. | 4.09% | 14.96% | 33.57% | 42.15% | -33.84% | 19.04% | 51.43% | 29.31% | 0.59% | 23.68% |
FDSSX Fidelity Stock Selector All Cap Fund | 14.50% | 18.89% | 19.79% | 26.94% | -19.55% | 23.14% | 24.90% | 32.21% | -8.61% | 24.42% |
Correlation
The correlation between DREQX and FDSSX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 1990 | 0.93 |
The correlation between DREQX and FDSSX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
DREQX vs. FDSSX — Risk / Return Rank
DREQX
FDSSX
DREQX vs. FDSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Research Growth Fund, Inc. (DREQX) and Fidelity Stock Selector All Cap Fund (FDSSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DREQX | FDSSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.33 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.66 | 2.83 | -2.17 |
| Martin ratioReturn relative to average drawdown | 2.25 | 12.79 | -10.54 |
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Drawdowns
DREQX vs. FDSSX - Drawdown Comparison
The maximum DREQX drawdown since its inception was -52.06%, smaller than the maximum FDSSX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DREQX and FDSSX.
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Drawdown Indicators
| DREQX | FDSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.06% | -56.77% | +4.71% |
Max Drawdown (1Y)Largest decline over 1 year | -15.09% | -9.19% | -5.90% |
Max Drawdown (3Y)Largest decline over 3 years | -27.51% | -20.86% | -6.65% |
Max Drawdown (5Y)Largest decline over 5 years | -38.53% | -25.22% | -13.31% |
Max Drawdown (10Y)Largest decline over 10 years | -38.53% | -34.37% | -4.16% |
Current DrawdownCurrent decline from peak | -4.83% | -2.29% | -2.54% |
Average DrawdownAverage peak-to-trough decline | -13.73% | -9.85% | -3.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.41% | 2.03% | +2.38% |
Volatility
DREQX vs. FDSSX - Volatility Comparison
BNY Mellon Research Growth Fund, Inc. (DREQX) has a higher volatility of 5.19% compared to Fidelity Stock Selector All Cap Fund (FDSSX) at 3.73%. This indicates that DREQX's price experiences larger fluctuations and is considered to be riskier than FDSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DREQX | FDSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 3.73% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 14.00% | 11.38% | +2.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.52% | 14.26% | +3.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.05% | 17.90% | +6.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.78% | 18.58% | +4.20% |
DREQX vs. FDSSX - Expense Ratio Comparison
DREQX has a 0.83% expense ratio, which is higher than FDSSX's 0.68% expense ratio.
Dividends
DREQX vs. FDSSX - Dividend Comparison
DREQX's dividend yield for the trailing twelve months is around 16.88%, more than FDSSX's 4.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DREQX BNY Mellon Research Growth Fund, Inc. | 16.88% | 15.09% | 9.19% | 3.56% | 15.70% | 14.04% | 10.57% | 9.67% | 18.79% | 9.48% | 5.68% | 6.69% |
FDSSX Fidelity Stock Selector All Cap Fund | 4.18% | 4.79% | 4.83% | 2.03% | 0.36% | 0.84% | 5.22% | 6.09% | 4.46% | 3.07% | 1.04% | 5.16% |
Frequently Asked Questions
With a correlation of 0.95, DREQX and FDSSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DREQX has higher volatility (5.19%) compared to FDSSX (3.73%). In terms of maximum drawdown, DREQX dropped -52.06% vs FDSSX's -56.77%.
FDSSX currently has the higher Sharpe Ratio (1.82 vs 0.57), 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.
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