DREVX vs. AWEIX

Last updated Jun 24, 2026

DREVX (BNY Mellon Large Cap Securities Fund) and AWEIX (CIBC Atlas Disciplined Equity Fund) are both mutual funds - DREVX is a Large Cap Growth Equities fund managed by BNY Mellon, while AWEIX is a Large Cap Blend Equities fund managed by CIBC Private Wealth Management. Over the past 10 years, DREVX returned 16.20%/yr vs 13.21%/yr for AWEIX. With a 0.95 correlation, they move nearly in lockstep. DREVX charges 0.70%/yr vs 0.72%/yr for AWEIX.

Performance

DREVX vs. AWEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Large Cap Securities Fund (DREVX) and CIBC Atlas Disciplined Equity Fund (AWEIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DREVX achieves a 7.10% return, which is significantly higher than AWEIX's 1.72% return. Over the past 10 years, DREVX has outperformed AWEIX with an annualized return of 16.20%, while AWEIX has yielded a comparatively lower 13.21% annualized return.

DREVX

• 1D: -0.43%
• 1M: 1.32%
• YTD: 7.10%
• 6M: 6.07%
• 1Y: 21.74%
• 3Y*: 21.22%
• 5Y*: 14.14%
• 10Y*: 16.20%

AWEIX

• 1D: -0.81%
• 1M: -1.25%
• YTD: 1.72%
• 6M: 1.11%
• 1Y: 13.03%
• 3Y*: 14.44%
• 5Y*: 8.19%
• 10Y*: 13.21%

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

DREVX vs. AWEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DREVX BNY Mellon Large Cap Securities Fund	7.10%	16.70%	27.17%	31.07%	-17.94%	27.17%	26.52%	27.09%	-1.29%	20.12%
AWEIX CIBC Atlas Disciplined Equity Fund	1.72%	11.55%	19.26%	20.74%	-18.97%	25.71%	19.27%	30.63%	0.84%	20.89%

Correlation

The correlation between DREVX and AWEIX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Dec 1, 2005	0.95

The correlation between DREVX and AWEIX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

Return for Risk

DREVX vs. AWEIX — Risk / Return Rank

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

DREVX

DREVX Risk / Return Rank: 35
DREVX Sharpe Ratio Rank: 36
DREVX Sortino Ratio Rank: 33
DREVX Omega Ratio Rank: 33
DREVX Calmar Ratio Rank: 32
DREVX Martin Ratio Rank: 41

AWEIX

AWEIX Risk / Return Rank: 17
AWEIX Sharpe Ratio Rank: 18
AWEIX Sortino Ratio Rank: 17
AWEIX Omega Ratio Rank: 18
AWEIX Calmar Ratio Rank: 13
AWEIX Martin Ratio Rank: 18

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. AWEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Large Cap Securities Fund (DREVX) and CIBC Atlas Disciplined Equity Fund (AWEIX). 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.

	DREVX	AWEIX	Difference
Sharpe ratio: Return per unit of total volatility	1.61	1.15	+0.47
Sortino ratio: Return per unit of downside risk	2.22	1.61	+0.61
Omega ratio: Gain probability vs. loss probability	1.29	1.21	+0.08
Calmar ratio: Return relative to maximum drawdown	2.00	1.16	+0.84
Martin ratio: Return relative to average drawdown	8.27	4.34	+3.94

DREVX vs. AWEIX - Sharpe Ratio Comparison

The current DREVX Sharpe Ratio is 1.61, which is higher than the AWEIX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of DREVX and AWEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DREVX vs. AWEIX - Drawdown Comparison

The maximum DREVX drawdown since its inception was -54.68%, which is greater than AWEIX's maximum drawdown of -51.13%. Use the drawdown chart below to compare losses from any high point for DREVX and AWEIX.

Drawdown Indicators

	DREVX	AWEIX	Difference
Max Drawdown Largest peak-to-trough decline	-54.68%	-51.13%	-3.55%
Max Drawdown (1Y) Largest decline over 1 year	-11.41%	-11.93%	+0.52%
Max Drawdown (3Y) Largest decline over 3 years	-22.52%	-16.64%	-5.88%
Max Drawdown (5Y) Largest decline over 5 years	-24.69%	-24.38%	-0.31%
Max Drawdown (10Y) Largest decline over 10 years	-32.25%	-32.92%	+0.67%
Current Drawdown Current decline from peak	-0.81%	-2.53%	+1.72%
Average Drawdown Average peak-to-trough decline	-13.00%	-6.42%	-6.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.75%	3.18%	-0.43%

Volatility

DREVX vs. AWEIX - Volatility Comparison

BNY Mellon Large Cap Securities Fund (DREVX) has a higher volatility of 5.59% compared to CIBC Atlas Disciplined Equity Fund (AWEIX) at 4.45%. This indicates that DREVX's price experiences larger fluctuations and is considered to be riskier than AWEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DREVX	AWEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.59%	4.45%	+1.14%
Volatility (6M) Calculated over the trailing 6-month period	11.14%	9.63%	+1.51%
Volatility (1Y) Calculated over the trailing 1-year period	14.20%	12.09%	+2.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.80%	16.56%	+2.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.01%	17.82%	+1.19%

DREVX vs. AWEIX - Expense Ratio Comparison

DREVX has a 0.70% expense ratio, which is lower than AWEIX's 0.72% expense ratio.

Dividends

DREVX vs. AWEIX - Dividend Comparison

DREVX's dividend yield for the trailing twelve months is around 9.87%, less than AWEIX's 14.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AWEIX CIBC Atlas Disciplined Equity Fund	14.30%	14.54%	6.39%	4.72%	4.13%	7.09%	2.52%	2.08%	8.91%	2.68%	1.49%	5.46%
DREVX BNY Mellon Large Cap Securities Fund	9.87%	12.89%	8.77%	5.12%	4.82%	11.43%	6.28%	6.74%	9.01%	9.11%	8.71%	11.24%

Frequently Asked Questions

Can I hold both DREVX and AWEIX in my portfolio?

With a correlation of 0.93, DREVX and AWEIX 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.

Which is riskier, DREVX or AWEIX?

DREVX has higher volatility (5.59%) compared to AWEIX (4.45%). In terms of maximum drawdown, DREVX dropped -54.68% vs AWEIX's -51.13%.

Which has better risk-adjusted returns?

DREVX currently has the higher Sharpe Ratio (1.61 vs 1.15), 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.