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DREVX vs. ACAZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DREVX vs. ACAZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Large Cap Securities Fund (DREVX) and Alger Capital Appreciation Fund Class Z (ACAZX). The values are adjusted to include any dividend payments, if applicable.

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DREVX vs. ACAZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DREVX
BNY Mellon Large Cap Securities Fund
-7.59%16.70%27.17%31.07%-17.94%27.17%26.52%27.09%-1.29%20.12%
ACAZX
Alger Capital Appreciation Fund Class Z
-10.36%31.33%69.38%43.53%-36.63%18.48%42.23%33.63%-0.61%31.78%

Returns By Period

In the year-to-date period, DREVX achieves a -7.59% return, which is significantly higher than ACAZX's -10.36% return. Over the past 10 years, DREVX has underperformed ACAZX with an annualized return of 14.44%, while ACAZX has yielded a comparatively higher 18.61% annualized return.


DREVX

1D
2.27%
1M
-6.92%
YTD
-7.59%
6M
-5.01%
1Y
15.67%
3Y*
18.39%
5Y*
12.49%
10Y*
14.44%

ACAZX

1D
4.90%
1M
-4.85%
YTD
-10.36%
6M
-11.71%
1Y
31.90%
3Y*
36.05%
5Y*
15.79%
10Y*
18.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DREVX vs. ACAZX - Expense Ratio Comparison

DREVX has a 0.70% expense ratio, which is lower than ACAZX's 0.85% expense ratio.


Return for Risk

DREVX vs. ACAZX — Risk / Return Rank

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

DREVX
DREVX Risk / Return Rank: 4444
Overall Rank
DREVX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DREVX Sortino Ratio Rank: 3939
Sortino Ratio Rank
DREVX Omega Ratio Rank: 3939
Omega Ratio Rank
DREVX Calmar Ratio Rank: 5555
Calmar Ratio Rank
DREVX Martin Ratio Rank: 5454
Martin Ratio Rank

ACAZX
ACAZX Risk / Return Rank: 6464
Overall Rank
ACAZX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ACAZX Sortino Ratio Rank: 7070
Sortino Ratio Rank
ACAZX Omega Ratio Rank: 6060
Omega Ratio Rank
ACAZX Calmar Ratio Rank: 7070
Calmar Ratio Rank
ACAZX Martin Ratio Rank: 5555
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.

DREVX vs. ACAZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Large Cap Securities Fund (DREVX) and Alger Capital Appreciation Fund Class Z (ACAZX). 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.


DREVXACAZXDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.22

-0.40

Sortino ratio

Return per unit of downside risk

1.30

1.82

-0.53

Omega ratio

Gain probability vs. loss probability

1.19

1.25

-0.06

Calmar ratio

Return relative to maximum drawdown

1.38

1.74

-0.37

Martin ratio

Return relative to average drawdown

5.43

5.69

-0.27

DREVX vs. ACAZX - Sharpe Ratio Comparison

The current DREVX Sharpe Ratio is 0.82, which is lower than the ACAZX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of DREVX and ACAZX, 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


DREVXACAZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.22

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.55

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.74

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.70

-0.34

Correlation

The correlation between DREVX and ACAZX is 0.93, 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

DREVX vs. ACAZX - Dividend Comparison

DREVX's dividend yield for the trailing twelve months is around 10.42%, more than ACAZX's 9.85% yield.


TTM20252024202320222021202020192018201720162015
DREVX
BNY Mellon Large Cap Securities Fund
10.42%12.89%8.77%5.12%4.82%11.43%6.28%6.74%9.01%9.11%8.71%11.24%
ACAZX
Alger Capital Appreciation Fund Class Z
9.85%8.83%23.61%6.65%4.13%22.24%14.91%7.87%11.23%6.60%0.82%8.15%

Drawdowns

DREVX vs. ACAZX - Drawdown Comparison

The maximum DREVX drawdown since its inception was -54.68%, which is greater than ACAZX's maximum drawdown of -47.92%. Use the drawdown chart below to compare losses from any high point for DREVX and ACAZX.


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Drawdown Indicators


DREVXACAZXDifference

Max Drawdown

Largest peak-to-trough decline

-54.68%

-47.92%

-6.76%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-18.97%

+6.85%

Max Drawdown (5Y)

Largest decline over 5 years

-24.69%

-47.92%

+23.23%

Max Drawdown (10Y)

Largest decline over 10 years

-32.25%

-47.92%

+15.67%

Current Drawdown

Current decline from peak

-9.40%

-15.00%

+5.60%

Average Drawdown

Average peak-to-trough decline

-13.06%

-8.40%

-4.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

5.81%

-2.74%

Volatility

DREVX vs. ACAZX - Volatility Comparison

The current volatility for BNY Mellon Large Cap Securities Fund (DREVX) is 5.55%, while Alger Capital Appreciation Fund Class Z (ACAZX) has a volatility of 9.11%. This indicates that DREVX experiences smaller price fluctuations and is considered to be less risky than ACAZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DREVXACAZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

9.11%

-3.56%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

16.96%

-6.50%

Volatility (1Y)

Calculated over the trailing 1-year period

19.89%

27.82%

-7.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.67%

28.95%

-10.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.90%

25.35%

-6.45%