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DREVX vs. DRNJX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DREVX vs. DRNJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Large Cap Securities Fund (DREVX) and BNY Mellon New Jersey Municipal Bond Fund Class A (DRNJX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DREVX achieves a 5.18% return, which is significantly higher than DRNJX's 1.72% return. Over the past 10 years, DREVX has outperformed DRNJX with an annualized return of 15.99%, while DRNJX has yielded a comparatively lower 1.75% annualized return.


DREVX

1D
-1.79%
1M
-0.49%
YTD
5.18%
6M
3.85%
1Y
17.94%
3Y*
20.49%
5Y*
13.59%
10Y*
15.99%

DRNJX

1D
-0.08%
1M
1.62%
YTD
1.72%
6M
1.98%
1Y
7.11%
3Y*
3.48%
5Y*
0.58%
10Y*
1.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DREVX vs. DRNJX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DREVX
BNY Mellon Large Cap Securities Fund
5.18%16.70%27.17%31.07%-17.94%27.17%26.52%27.09%-1.29%20.12%
DRNJX
BNY Mellon New Jersey Municipal Bond Fund Class A
1.72%4.00%1.68%5.55%-9.74%1.24%4.17%7.31%1.16%5.65%

Correlation

The correlation between DREVX and DRNJX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2006

-0.10

The correlation between DREVX and DRNJX shifts across timeframes, from -0.10 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DREVX vs. DRNJX — Risk / Return Rank

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

DREVX
DREVX Risk / Return Rank: 2828
Overall Rank
DREVX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
DREVX Sortino Ratio Rank: 2626
Sortino Ratio Rank
DREVX Omega Ratio Rank: 2727
Omega Ratio Rank
DREVX Calmar Ratio Rank: 2626
Calmar Ratio Rank
DREVX Martin Ratio Rank: 3434
Martin Ratio Rank

DRNJX
DRNJX Risk / Return Rank: 7575
Overall Rank
DRNJX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DRNJX Sortino Ratio Rank: 8989
Sortino Ratio Rank
DRNJX Omega Ratio Rank: 9191
Omega Ratio Rank
DRNJX Calmar Ratio Rank: 5757
Calmar Ratio Rank
DRNJX Martin Ratio Rank: 4949
Martin Ratio Rank
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. DRNJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Large Cap Securities Fund (DREVX) and BNY Mellon New Jersey Municipal Bond Fund Class A (DRNJX). 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.


DREVXDRNJXDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-1.92

Omega ratioGain probability vs. loss probability

1.25

1.61

-0.37

Calmar ratioReturn relative to maximum drawdown

1.72

2.59

-0.87

Martin ratioReturn relative to average drawdown

7.11

9.04

-1.93

DREVX vs. DRNJX - Sharpe Ratio Comparison

The current DREVX Sharpe Ratio is 1.38, which is lower than the DRNJX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of DREVX and DRNJX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DREVX vs. DRNJX - Drawdown Comparison

The maximum DREVX drawdown since its inception was -54.68%, which is greater than DRNJX's maximum drawdown of -14.81%. Use the drawdown chart below to compare losses from any high point for DREVX and DRNJX.


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Drawdown Indicators


DREVXDRNJXDifference

Max Drawdown

Largest peak-to-trough decline

-54.68%

-14.81%

-39.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.41%

-2.75%

-8.66%

Max Drawdown (3Y)

Largest decline over 3 years

-22.52%

-5.98%

-16.54%

Max Drawdown (5Y)

Largest decline over 5 years

-24.69%

-14.81%

-9.88%

Max Drawdown (10Y)

Largest decline over 10 years

-32.25%

-14.81%

-17.44%

Current Drawdown

Current decline from peak

-2.59%

-0.28%

-2.31%

Average Drawdown

Average peak-to-trough decline

-13.00%

-2.44%

-10.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

0.79%

+1.97%

Volatility

DREVX vs. DRNJX - Volatility Comparison

BNY Mellon Large Cap Securities Fund (DREVX) has a higher volatility of 5.88% compared to BNY Mellon New Jersey Municipal Bond Fund Class A (DRNJX) at 0.81%. This indicates that DREVX's price experiences larger fluctuations and is considered to be riskier than DRNJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DREVXDRNJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

0.81%

+5.07%

Volatility (6M)

Calculated over the trailing 6-month period

11.24%

2.19%

+9.05%

Volatility (1Y)

Calculated over the trailing 1-year period

14.29%

2.86%

+11.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.82%

4.12%

+14.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.98%

4.00%

+14.98%

DREVX vs. DRNJX - Expense Ratio Comparison

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


Dividends

DREVX vs. DRNJX - Dividend Comparison

DREVX's dividend yield for the trailing twelve months is around 10.05%, more than DRNJX's 2.87% yield.


PositionTTM20252024202320222021202020192018201720162015
DREVX
BNY Mellon Large Cap Securities Fund
10.05%12.89%8.77%5.12%4.82%11.43%6.28%6.74%9.01%9.11%8.71%11.24%
DRNJX
BNY Mellon New Jersey Municipal Bond Fund Class A
2.87%3.69%2.68%2.11%2.35%1.85%2.56%3.73%4.41%3.13%3.33%3.38%

Frequently Asked Questions


DREVX and DRNJX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DREVX has higher volatility (5.88%) compared to DRNJX (0.81%). In terms of maximum drawdown, DREVX dropped -54.68% vs DRNJX's -14.81%.

DRNJX currently has the higher Sharpe Ratio (2.50 vs 1.38), 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.

Portfolio Optimizer

Find the right allocation for DREVX and DRNJX

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