DREVX vs. FXAIX
Compare and contrast key facts about BNY Mellon Large Cap Securities Fund (DREVX) and Fidelity 500 Index Fund (FXAIX).
DREVX is managed by BNY Mellon. It was launched on May 24, 1951. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DREVX or FXAIX.
Performance
DREVX vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, DREVX achieves a 30.08% return, which is significantly higher than FXAIX's 26.26% return. Over the past 10 years, DREVX has outperformed FXAIX with an annualized return of 13.88%, while FXAIX has yielded a comparatively lower 13.07% annualized return.
DREVX
30.08%
1.70%
11.90%
34.92%
18.35%
13.88%
FXAIX
26.26%
1.79%
13.68%
32.38%
15.71%
13.07%
Key characteristics
| DREVX | FXAIX | |
|---|---|---|
| Sharpe Ratio | 2.56 | 2.69 |
| Sortino Ratio | 3.41 | 3.59 |
| Omega Ratio | 1.48 | 1.50 |
| Calmar Ratio | 3.23 | 3.90 |
| Martin Ratio | 14.85 | 17.53 |
| Ulcer Index | 2.39% | 1.88% |
| Daily Std Dev | 13.85% | 12.24% |
| Max Drawdown | -54.68% | -33.79% |
| Current Drawdown | -0.47% | -0.81% |
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DREVX vs. FXAIX - Expense Ratio Comparison
DREVX has a 0.70% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Correlation
The correlation between DREVX and FXAIX 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.
Risk-Adjusted Performance
DREVX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Large Cap Securities Fund (DREVX) and Fidelity 500 Index Fund (FXAIX). 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. FXAIX - Dividend Comparison
DREVX's dividend yield for the trailing twelve months is around 0.24%, less than FXAIX's 1.22% 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% |
FXAIX Fidelity 500 Index Fund | 1.22% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
DREVX vs. FXAIX - Drawdown Comparison
The maximum DREVX drawdown since its inception was -54.68%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for DREVX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
DREVX vs. FXAIX - Volatility Comparison
BNY Mellon Large Cap Securities Fund (DREVX) has a higher volatility of 4.43% compared to Fidelity 500 Index Fund (FXAIX) at 3.95%. This indicates that DREVX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.