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DREVX vs. AWYIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DREVX and AWYIX is 0.92, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

DREVX vs. AWYIX - 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 Equity Income Fund (AWYIX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%December2025FebruaryMarchAprilMay
128.77%
264.80%
DREVX
AWYIX

Key characteristics

Sharpe Ratio

DREVX:

-0.21

AWYIX:

0.49

Sortino Ratio

DREVX:

-0.14

AWYIX:

0.77

Omega Ratio

DREVX:

0.98

AWYIX:

1.11

Calmar Ratio

DREVX:

-0.17

AWYIX:

0.43

Martin Ratio

DREVX:

-0.51

AWYIX:

1.46

Ulcer Index

DREVX:

9.57%

AWYIX:

5.53%

Daily Std Dev

DREVX:

23.14%

AWYIX:

16.39%

Max Drawdown

DREVX:

-62.70%

AWYIX:

-35.79%

Current Drawdown

DREVX:

-19.96%

AWYIX:

-10.84%

Returns By Period

In the year-to-date period, DREVX achieves a -9.70% return, which is significantly lower than AWYIX's -3.86% return. Over the past 10 years, DREVX has underperformed AWYIX with an annualized return of 4.53%, while AWYIX has yielded a comparatively higher 7.18% annualized return.


DREVX

YTD

-9.70%

1M

0.41%

6M

-14.12%

1Y

-3.26%

5Y*

9.14%

10Y*

4.53%

AWYIX

YTD

-3.86%

1M

-2.55%

6M

-4.73%

1Y

9.32%

5Y*

10.41%

10Y*

7.18%

*Annualized

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DREVX vs. AWYIX - Expense Ratio Comparison

DREVX has a 0.70% expense ratio, which is lower than AWYIX's 0.95% expense ratio.


Expense ratio chart for AWYIX: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AWYIX: 0.95%
Expense ratio chart for DREVX: current value is 0.70%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DREVX: 0.70%

Risk-Adjusted Performance

DREVX vs. AWYIX — Risk-Adjusted Performance Rank

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

DREVX
The Risk-Adjusted Performance Rank of DREVX is 1212
Overall Rank
The Sharpe Ratio Rank of DREVX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of DREVX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of DREVX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of DREVX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of DREVX is 1212
Martin Ratio Rank

AWYIX
The Risk-Adjusted Performance Rank of AWYIX is 5252
Overall Rank
The Sharpe Ratio Rank of AWYIX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of AWYIX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of AWYIX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of AWYIX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of AWYIX is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DREVX vs. AWYIX - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for DREVX, currently valued at -0.21, compared to the broader market-1.000.001.002.003.00
DREVX: -0.21
AWYIX: 0.49
The chart of Sortino ratio for DREVX, currently valued at -0.14, compared to the broader market-2.000.002.004.006.008.00
DREVX: -0.14
AWYIX: 0.77
The chart of Omega ratio for DREVX, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.00
DREVX: 0.98
AWYIX: 1.11
The chart of Calmar ratio for DREVX, currently valued at -0.17, compared to the broader market0.002.004.006.008.0010.00
DREVX: -0.17
AWYIX: 0.43
The chart of Martin ratio for DREVX, currently valued at -0.51, compared to the broader market0.0010.0020.0030.0040.00
DREVX: -0.51
AWYIX: 1.46

The current DREVX Sharpe Ratio is -0.21, which is lower than the AWYIX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of DREVX and AWYIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00December2025FebruaryMarchAprilMay
-0.21
0.49
DREVX
AWYIX

Dividends

DREVX vs. AWYIX - Dividend Comparison

DREVX's dividend yield for the trailing twelve months is around 8.90%, more than AWYIX's 5.57% yield.


TTM20242023202220212020201920182017201620152014
DREVX
BNY Mellon Large Cap Securities Fund
8.90%8.89%5.12%3.80%11.43%6.28%6.74%9.01%9.11%8.71%11.24%11.88%
AWYIX
CIBC Atlas Equity Income Fund
5.57%5.77%1.80%1.76%0.93%1.47%0.95%1.31%2.09%0.95%0.95%1.61%

Drawdowns

DREVX vs. AWYIX - Drawdown Comparison

The maximum DREVX drawdown since its inception was -62.70%, which is greater than AWYIX's maximum drawdown of -35.79%. Use the drawdown chart below to compare losses from any high point for DREVX and AWYIX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-19.96%
-10.84%
DREVX
AWYIX

Volatility

DREVX vs. AWYIX - Volatility Comparison

BNY Mellon Large Cap Securities Fund (DREVX) has a higher volatility of 15.08% compared to CIBC Atlas Equity Income Fund (AWYIX) at 11.67%. This indicates that DREVX's price experiences larger fluctuations and is considered to be riskier than AWYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
15.08%
11.67%
DREVX
AWYIX