DREVX vs. BIAFX
Compare and contrast key facts about BNY Mellon Large Cap Securities Fund (DREVX) and Brown Advisory Flexible Equity Fund (BIAFX).
DREVX is managed by BNY Mellon. It was launched on May 24, 1951. BIAFX is managed by Brown Advisory Funds. It was launched on Nov 30, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DREVX or BIAFX.
Performance
DREVX vs. BIAFX - Performance Comparison
Returns By Period
In the year-to-date period, DREVX achieves a 30.21% return, which is significantly higher than BIAFX's 26.35% return. Over the past 10 years, DREVX has outperformed BIAFX with an annualized return of 13.91%, while BIAFX has yielded a comparatively lower 11.02% annualized return.
DREVX
30.21%
2.99%
11.18%
34.97%
18.18%
13.91%
BIAFX
26.35%
4.20%
12.57%
29.85%
12.01%
11.02%
Key characteristics
| DREVX | BIAFX | |
|---|---|---|
| Sharpe Ratio | 2.53 | 2.40 |
| Sortino Ratio | 3.38 | 3.28 |
| Omega Ratio | 1.48 | 1.44 |
| Calmar Ratio | 3.20 | 3.69 |
| Martin Ratio | 14.69 | 16.86 |
| Ulcer Index | 2.39% | 1.78% |
| Daily Std Dev | 13.85% | 12.49% |
| Max Drawdown | -54.68% | -59.99% |
| Current Drawdown | -0.38% | -0.41% |
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DREVX vs. BIAFX - Expense Ratio Comparison
DREVX has a 0.70% expense ratio, which is higher than BIAFX's 0.68% expense ratio.
Correlation
The correlation between DREVX and BIAFX is 0.94, 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. BIAFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Large Cap Securities Fund (DREVX) and Brown Advisory Flexible Equity Fund (BIAFX). 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. BIAFX - Dividend Comparison
DREVX's dividend yield for the trailing twelve months is around 0.24%, more than BIAFX's 0.17% 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% |
BIAFX Brown Advisory Flexible Equity Fund | 0.17% | 0.22% | 0.22% | 0.09% | 0.25% | 0.45% | 0.27% | 0.42% | 0.44% | 0.58% | 0.45% | 0.28% |
Drawdowns
DREVX vs. BIAFX - Drawdown Comparison
The maximum DREVX drawdown since its inception was -54.68%, smaller than the maximum BIAFX drawdown of -59.99%. Use the drawdown chart below to compare losses from any high point for DREVX and BIAFX. For additional features, visit the drawdowns tool.
Volatility
DREVX vs. BIAFX - Volatility Comparison
BNY Mellon Large Cap Securities Fund (DREVX) and Brown Advisory Flexible Equity Fund (BIAFX) have volatilities of 4.43% and 4.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.