DREVX vs. AWYIX
Compare and contrast key facts about BNY Mellon Large Cap Securities Fund (DREVX) and CIBC Atlas Equity Income Fund (AWYIX).
DREVX is managed by BNY Mellon. It was launched on May 24, 1951. AWYIX is managed by CIBC Private Wealth Management. It was launched on Apr 30, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DREVX or AWYIX.
Performance
DREVX vs. AWYIX - Performance Comparison
Returns By Period
In the year-to-date period, DREVX achieves a 30.21% return, which is significantly higher than AWYIX's 26.26% return. Over the past 10 years, DREVX has outperformed AWYIX with an annualized return of 13.91%, while AWYIX has yielded a comparatively lower 8.41% annualized return.
DREVX
30.21%
2.99%
11.18%
34.97%
18.18%
13.91%
AWYIX
26.26%
3.49%
15.33%
34.72%
10.07%
8.41%
Key characteristics
| DREVX | AWYIX | |
|---|---|---|
| Sharpe Ratio | 2.53 | 3.15 |
| Sortino Ratio | 3.38 | 4.28 |
| Omega Ratio | 1.48 | 1.57 |
| Calmar Ratio | 3.20 | 2.62 |
| Martin Ratio | 14.69 | 21.67 |
| Ulcer Index | 2.39% | 1.62% |
| Daily Std Dev | 13.85% | 11.16% |
| Max Drawdown | -54.68% | -35.79% |
| Current Drawdown | -0.38% | 0.00% |
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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.
Correlation
The correlation between DREVX and AWYIX is 0.90, 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.
Risk-Adjusted Performance
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.
Dividends
DREVX vs. AWYIX - Dividend Comparison
DREVX's dividend yield for the trailing twelve months is around 0.24%, less than AWYIX's 1.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DREVX BNY Mellon Large Cap Securities Fund | 0.24% | 0.37% | 0.44% | 0.32% | 0.61% | 1.19% | 1.10% | 0.88% | 1.06% | 0.83% | 0.64% | 0.82% |
AWYIX CIBC Atlas Equity Income Fund | 1.15% | 1.80% | 1.76% | 0.93% | 1.47% | 0.95% | 1.31% | 2.09% | 0.95% | 0.95% | 1.61% | 1.85% |
Drawdowns
DREVX vs. AWYIX - Drawdown Comparison
The maximum DREVX drawdown since its inception was -54.68%, 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.
Volatility
DREVX vs. AWYIX - Volatility Comparison
BNY Mellon Large Cap Securities Fund (DREVX) has a higher volatility of 4.43% compared to CIBC Atlas Equity Income Fund (AWYIX) at 3.50%. 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.