DREVX vs. TLLIX

In the year-to-date period, DREVX achieves a 0.81% return, which is significantly lower than TLLIX's 5.11% return. Over the past 10 years, DREVX has outperformed TLLIX with an annualized return of 13.37%, while TLLIX has yielded a comparatively lower 9.07% annualized return.

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DREVX has a 0.70% expense ratio, which is higher than TLLIX's 0.10% expense ratio.

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.

The current DREVX Sharpe Ratio is 0.51, which is lower than the TLLIX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of DREVX and TLLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DREVX's dividend yield for the trailing twelve months is around 11.63%, more than TLLIX's 2.15% yield.

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.

BNY Mellon Large Cap Securities Fund (DREVX) has a higher volatility of 5.11% compared to TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) at 3.52%. 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.