DREVX vs. FDSSX

Last updated Aug 5, 2026

DREVX (BNY Mellon Large Cap Securities Fund) and FDSSX (Fidelity Stock Selector All Cap Fund) are both Large Cap Growth Equities funds. Over the past 10 years, DREVX returned 15.71%/yr vs 15.01%/yr for FDSSX. Their correlation of 0.94 means they have usually moved in the same direction. DREVX charges 0.70%/yr vs 0.68%/yr for FDSSX.

Performance

DREVX vs. FDSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Large Cap Securities Fund (DREVX) and Fidelity Stock Selector All Cap Fund (FDSSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DREVX achieves a 9.50% return, which is significantly lower than FDSSX's 17.16% return. Both investments have delivered pretty close results over the past 10 years, with DREVX having a 15.71% annualized return and FDSSX not far behind at 15.01%.

DREVX

• 1D: 1.73%
• 1M: 3.02%
• 6M: 9.22%
• YTD: 9.50%
• 1Y: 16.09%
• 3Y*: 20.80%
• 5Y*: 13.87%
• 10Y*: 15.71%
• ALL TIME*: 6.86%

FDSSX

• 1D: 1.58%
• 1M: 1.51%
• 6M: 14.26%
• YTD: 17.16%
• 1Y: 29.25%
• 3Y*: 21.56%
• 5Y*: 12.51%
• 10Y*: 15.01%
• ALL TIME*: 11.53%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DREVX BNY Mellon Large Cap Securities Fund	$0.00	$0.00	$0.00
FDSSX Fidelity Stock Selector All Cap Fund	$0.00	$0.00	$0.00

DREVX vs. FDSSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DREVX BNY Mellon Large Cap Securities Fund	9.50%	16.70%	27.17%	31.07%	-17.94%	27.17%	26.52%	27.09%	-1.29%	20.12%
FDSSX Fidelity Stock Selector All Cap Fund	17.16%	18.89%	19.79%	26.94%	-19.55%	23.14%	24.90%	32.21%	-8.61%	24.42%

Correlation

The correlation between DREVX and FDSSX is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.97
Correlation (3Y) Balances recent behavior with more history.	0.95
Correlation (5Y) Shows whether the relationship held over a longer period.	0.96
Correlation (10Y) Provides a long-term view across more market conditions.	0.95
Correlation (All Time) Calculated using the full available price history since Sep 28, 1990	0.94

The correlation between DREVX and FDSSX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

Return for Risk

DREVX vs. FDSSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DREVX

DREVX Risk / Return Rank: 36
DREVX Sharpe Ratio Rank: 36
DREVX Sortino Ratio Rank: 34
DREVX Omega Ratio Rank: 34
DREVX Calmar Ratio Rank: 35
DREVX Martin Ratio Rank: 42

FDSSX

FDSSX Risk / Return Rank: 87
FDSSX Sharpe Ratio Rank: 88
FDSSX Sortino Ratio Rank: 84
FDSSX Omega Ratio Rank: 81
FDSSX Calmar Ratio Rank: 88
FDSSX Martin Ratio Rank: 94

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DREVX vs. FDSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Large Cap Securities Fund (DREVX) and Fidelity Stock Selector All Cap Fund (FDSSX). 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.

	DREVX	FDSSX	Difference
Sharpe ratio: Return per unit of total volatility	1.25	2.21	-0.96
Sortino ratio: Return per unit of downside risk	1.79	3.00	-1.22
Omega ratio: Gain probability vs. loss probability	1.22	1.39	-0.17
Calmar ratio: Return relative to maximum drawdown	1.61	3.42	-1.82
Martin ratio: Return relative to average drawdown	6.50	15.49	-9.00

DREVX vs. FDSSX - Sharpe Ratio Comparison

The current DREVX Sharpe Ratio is 1.25, which is lower than the FDSSX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of DREVX and FDSSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DREVX vs. FDSSX - Drawdown Comparison

The maximum DREVX drawdown since its inception was -54.68%, roughly equal to the maximum FDSSX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DREVX and FDSSX.

Drawdown Indicators

	DREVX	FDSSX	Difference
Max Drawdown Largest peak-to-trough decline	-54.68%	-56.77%	+2.09%
Max Drawdown (1Y) Largest decline over 1 year	-11.41%	-9.19%	-2.22%
Max Drawdown (3Y) Largest decline over 3 years	-22.52%	-20.86%	-1.66%
Max Drawdown (5Y) Largest decline over 5 years	-24.69%	-25.22%	+0.53%
Max Drawdown (10Y) Largest decline over 10 years	-32.25%	-34.37%	+2.12%
Current Drawdown Current decline from peak	0.00%	-0.02%	+0.02%
Average Drawdown Average peak-to-trough decline	-12.97%	-9.84%	-3.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.82%	2.03%	+0.79%

Volatility

DREVX vs. FDSSX - Volatility Comparison

BNY Mellon Large Cap Securities Fund (DREVX) has a higher volatility of 4.57% compared to Fidelity Stock Selector All Cap Fund (FDSSX) at 4.10%. This indicates that DREVX's price experiences larger fluctuations and is considered to be riskier than FDSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DREVX	FDSSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.57%	4.10%	+0.47%
Volatility (6M) Calculated over the trailing 6-month period	11.66%	11.47%	+0.19%
Volatility (1Y) Calculated over the trailing 1-year period	14.65%	14.24%	+0.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.86%	17.92%	+0.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.00%	18.59%	+0.41%

DREVX vs. FDSSX - Expense Ratio Comparison

DREVX has a 0.70% expense ratio, which is higher than FDSSX's 0.68% expense ratio.

Dividends

DREVX vs. FDSSX - Dividend Comparison

DREVX's dividend yield for the trailing twelve months is around 9.68%, more than FDSSX's 4.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DREVX BNY Mellon Large Cap Securities Fund	9.68%	12.89%	8.77%	5.12%	4.82%	11.43%	6.28%	6.74%	9.01%	9.11%	8.71%	11.24%
FDSSX Fidelity Stock Selector All Cap Fund	4.08%	4.79%	4.83%	2.03%	0.36%	0.84%	5.22%	6.09%	4.46%	3.07%	1.04%	5.16%

Frequently Asked Questions

Can I hold both DREVX and FDSSX in my portfolio?

With a correlation of 0.97, DREVX and FDSSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DREVX or FDSSX?

DREVX has higher volatility (4.57%) compared to FDSSX (4.10%). In terms of maximum drawdown, DREVX dropped -54.68% vs FDSSX's -56.77%.

Which has better risk-adjusted returns?

FDSSX currently has the higher Sharpe Ratio (2.21 vs 1.25), 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.