DREVX vs. DSPIX
Compare and contrast key facts about BNY Mellon Large Cap Securities Fund (DREVX) and BNY Mellon Institutional S&P 500 Stock Index Fund (DSPIX).
DREVX is managed by BNY Mellon. It was launched on May 24, 1951. DSPIX is a passively managed fund by BNY Mellon that tracks the performance of the S&P 500 Index. It was launched on Sep 30, 1993.
Performance
DREVX vs. DSPIX - Performance Comparison
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DREVX vs. DSPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DREVX BNY Mellon Large Cap Securities Fund | -9.64% | 16.70% | 27.17% | 31.07% | -17.94% | 27.17% | 26.52% | 27.09% | -1.29% | 20.12% |
DSPIX BNY Mellon Institutional S&P 500 Stock Index Fund | -7.09% | 17.81% | 24.40% | 26.36% | -18.51% | 28.64% | 14.18% | 31.31% | -4.36% | 21.59% |
Returns By Period
In the year-to-date period, DREVX achieves a -9.64% return, which is significantly lower than DSPIX's -7.09% return. Over the past 10 years, DREVX has outperformed DSPIX with an annualized return of 14.18%, while DSPIX has yielded a comparatively lower 13.17% annualized return.
DREVX
- 1D
- -0.45%
- 1M
- -8.70%
- YTD
- -9.64%
- 6M
- -7.02%
- 1Y
- 13.71%
- 3Y*
- 17.51%
- 5Y*
- 12.32%
- 10Y*
- 14.18%
DSPIX
- 1D
- -0.38%
- 1M
- -7.69%
- YTD
- -7.09%
- 6M
- -4.53%
- 1Y
- 14.39%
- 3Y*
- 17.00%
- 5Y*
- 11.19%
- 10Y*
- 13.17%
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DREVX vs. DSPIX - Expense Ratio Comparison
DREVX has a 0.70% expense ratio, which is higher than DSPIX's 0.20% expense ratio.
Return for Risk
DREVX vs. DSPIX — Risk / Return Rank
DREVX
DSPIX
DREVX vs. DSPIX - 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 Institutional S&P 500 Stock Index Fund (DSPIX). 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 | DSPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.83 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.15 | 1.29 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 1.05 | -0.11 |
Martin ratioReturn relative to average drawdown | 3.79 | 5.11 | -1.32 |
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 | DSPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.83 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.67 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.73 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.55 | -0.19 |
Correlation
The correlation between DREVX and DSPIX is 0.97, 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. DSPIX - Dividend Comparison
DREVX's dividend yield for the trailing twelve months is around 10.66%, less than DSPIX's 36.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DREVX BNY Mellon Large Cap Securities Fund | 10.66% | 12.89% | 8.77% | 5.12% | 4.82% | 11.43% | 6.28% | 6.74% | 9.01% | 9.11% | 8.71% | 11.24% |
DSPIX BNY Mellon Institutional S&P 500 Stock Index Fund | 36.45% | 33.86% | 27.60% | 27.46% | 18.33% | 12.91% | 1.15% | 5.01% | 6.33% | 2.53% | 2.91% | 2.63% |
Drawdowns
DREVX vs. DSPIX - Drawdown Comparison
The maximum DREVX drawdown since its inception was -54.68%, roughly equal to the maximum DSPIX drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for DREVX and DSPIX.
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Drawdown Indicators
| DREVX | DSPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.68% | -55.32% | +0.64% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -12.15% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -24.62% | -0.07% |
Max Drawdown (10Y)Largest decline over 10 years | -32.25% | -33.79% | +1.54% |
Current DrawdownCurrent decline from peak | -11.41% | -8.92% | -2.49% |
Average DrawdownAverage peak-to-trough decline | -13.06% | -9.32% | -3.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.50% | +0.51% |
Volatility
DREVX vs. DSPIX - Volatility Comparison
BNY Mellon Large Cap Securities Fund (DREVX) has a higher volatility of 4.90% compared to BNY Mellon Institutional S&P 500 Stock Index Fund (DSPIX) at 4.24%. This indicates that DREVX's price experiences larger fluctuations and is considered to be riskier than DSPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DREVX | DSPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 4.24% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 10.21% | 9.11% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.81% | 18.18% | +1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.65% | 16.89% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.89% | 17.99% | +0.90% |