DREVX vs. TLLIX
Compare and contrast key facts about BNY Mellon Large Cap Securities Fund (DREVX) and TIAA-CREF Lifecycle Index 2050 Fund (TLLIX).
DREVX is managed by BNY Mellon. It was launched on May 24, 1951. TLLIX is managed by TIAA Investments. It was launched on Sep 29, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DREVX or TLLIX.
Performance
DREVX vs. TLLIX - Performance Comparison
Returns By Period
In the year-to-date period, DREVX achieves a 30.21% return, which is significantly higher than TLLIX's 17.07% return. Over the past 10 years, DREVX has outperformed TLLIX with an annualized return of 13.92%, while TLLIX has yielded a comparatively lower 9.36% annualized return.
DREVX
30.21%
2.99%
11.18%
35.05%
18.35%
13.92%
TLLIX
17.07%
1.30%
8.03%
23.58%
10.66%
9.36%
Key characteristics
| DREVX | TLLIX | |
|---|---|---|
| Sharpe Ratio | 2.53 | 2.00 |
| Sortino Ratio | 3.38 | 2.72 |
| Omega Ratio | 1.48 | 1.39 |
| Calmar Ratio | 3.20 | 3.28 |
| Martin Ratio | 14.69 | 13.67 |
| Ulcer Index | 2.39% | 1.73% |
| Daily Std Dev | 13.85% | 11.76% |
| Max Drawdown | -54.68% | -31.41% |
| Current Drawdown | -0.38% | -0.97% |
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DREVX vs. TLLIX - Expense Ratio Comparison
DREVX has a 0.70% expense ratio, which is higher than TLLIX's 0.10% expense ratio.
Correlation
The correlation between DREVX and TLLIX 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. TLLIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Large Cap Securities Fund (DREVX) and TIAA-CREF Lifecycle Index 2050 Fund (TLLIX). 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. TLLIX - Dividend Comparison
DREVX's dividend yield for the trailing twelve months is around 0.24%, less than TLLIX's 1.76% 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% |
TLLIX TIAA-CREF Lifecycle Index 2050 Fund | 1.76% | 2.06% | 1.97% | 1.90% | 1.59% | 2.14% | 2.41% | 1.93% | 2.10% | 2.19% | 2.20% | 1.91% |
Drawdowns
DREVX vs. TLLIX - Drawdown Comparison
The maximum DREVX drawdown since its inception was -54.68%, which is greater than TLLIX's maximum drawdown of -31.41%. Use the drawdown chart below to compare losses from any high point for DREVX and TLLIX. For additional features, visit the drawdowns tool.
Volatility
DREVX vs. TLLIX - Volatility Comparison
BNY Mellon Large Cap Securities Fund (DREVX) has a higher volatility of 4.43% compared to TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) at 2.93%. This indicates that DREVX's price experiences larger fluctuations and is considered to be riskier than TLLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.