DREVX vs. AWEIX
Compare and contrast key facts about BNY Mellon Large Cap Securities Fund (DREVX) and CIBC Atlas Disciplined Equity Fund (AWEIX).
DREVX is managed by BNY Mellon. It was launched on May 24, 1951. AWEIX is managed by CIBC Private Wealth Management. It was launched on Dec 1, 2005.
Performance
DREVX vs. AWEIX - Performance Comparison
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DREVX vs. AWEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DREVX BNY Mellon Large Cap Securities Fund | -7.59% | 16.70% | 27.17% | 31.07% | -17.94% | 27.17% | 26.52% | 27.09% | -1.29% | 20.12% |
AWEIX CIBC Atlas Disciplined Equity Fund | -8.00% | 11.55% | 19.26% | 20.74% | -18.97% | 25.71% | 19.27% | 30.63% | 0.84% | 20.89% |
Returns By Period
In the year-to-date period, DREVX achieves a -7.59% return, which is significantly higher than AWEIX's -8.00% return. Over the past 10 years, DREVX has outperformed AWEIX with an annualized return of 14.44%, while AWEIX has yielded a comparatively lower 11.95% 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%
AWEIX
- 1D
- 2.73%
- 1M
- -5.28%
- YTD
- -8.00%
- 6M
- -6.92%
- 1Y
- 5.75%
- 3Y*
- 12.42%
- 5Y*
- 7.40%
- 10Y*
- 11.95%
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DREVX vs. AWEIX - Expense Ratio Comparison
DREVX has a 0.70% expense ratio, which is lower than AWEIX's 0.72% expense ratio.
Return for Risk
DREVX vs. AWEIX — Risk / Return Rank
DREVX
AWEIX
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.
| DREVX | AWEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.36 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.30 | 0.64 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.09 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 0.55 | +0.83 |
Martin ratioReturn relative to average drawdown | 5.43 | 1.95 | +3.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DREVX | AWEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.36 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.45 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.67 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.51 | -0.15 |
Correlation
The correlation between DREVX and AWEIX is 0.95, 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. AWEIX - Dividend Comparison
DREVX's dividend yield for the trailing twelve months is around 10.42%, less than AWEIX's 15.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
AWEIX CIBC Atlas Disciplined Equity Fund | 15.81% | 14.54% | 6.39% | 4.72% | 4.13% | 7.09% | 2.52% | 2.08% | 8.91% | 2.68% | 1.49% | 5.46% |
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.
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Drawdown Indicators
| DREVX | AWEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.68% | -51.13% | -3.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -11.93% | -0.19% |
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 DrawdownCurrent decline from peak | -9.40% | -9.50% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -13.06% | -6.46% | -6.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 3.36% | -0.29% |
Volatility
DREVX vs. AWEIX - Volatility Comparison
BNY Mellon Large Cap Securities Fund (DREVX) has a higher volatility of 5.55% compared to CIBC Atlas Disciplined Equity Fund (AWEIX) at 5.21%. 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.
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Volatility by Period
| DREVX | AWEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 5.21% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 9.11% | +1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.89% | 17.13% | +2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.67% | 16.49% | +2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.90% | 17.77% | +1.13% |