DREVX vs. TRLGX
Compare and contrast key facts about BNY Mellon Large Cap Securities Fund (DREVX) and T. Rowe Price Large-Cap Growth Fund (TRLGX).
DREVX is managed by BNY Mellon. It was launched on May 24, 1951. TRLGX is managed by T. Rowe Price. It was launched on Oct 31, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DREVX or TRLGX.
Performance
DREVX vs. TRLGX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with DREVX having a 30.08% return and TRLGX slightly higher at 31.18%. Over the past 10 years, DREVX has outperformed TRLGX with an annualized return of 13.88%, while TRLGX has yielded a comparatively lower 11.34% annualized return.
DREVX
30.08%
1.70%
11.90%
34.92%
18.35%
13.88%
TRLGX
31.18%
2.37%
13.94%
33.23%
14.43%
11.34%
Key characteristics
| DREVX | TRLGX | |
|---|---|---|
| Sharpe Ratio | 2.56 | 2.15 |
| Sortino Ratio | 3.41 | 2.86 |
| Omega Ratio | 1.48 | 1.39 |
| Calmar Ratio | 3.23 | 1.69 |
| Martin Ratio | 14.85 | 12.99 |
| Ulcer Index | 2.39% | 2.62% |
| Daily Std Dev | 13.85% | 15.80% |
| Max Drawdown | -54.68% | -56.16% |
| Current Drawdown | -0.47% | -1.46% |
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DREVX vs. TRLGX - Expense Ratio Comparison
DREVX has a 0.70% expense ratio, which is higher than TRLGX's 0.55% expense ratio.
Correlation
The correlation between DREVX and TRLGX is 0.93, 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. TRLGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Large Cap Securities Fund (DREVX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). 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. TRLGX - Dividend Comparison
DREVX's dividend yield for the trailing twelve months is around 0.24%, while TRLGX has not paid dividends to shareholders.
| 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% |
TRLGX T. Rowe Price Large-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.41% | 0.28% | 0.24% | 0.24% | 0.03% | 0.07% | 0.04% |
Drawdowns
DREVX vs. TRLGX - Drawdown Comparison
The maximum DREVX drawdown since its inception was -54.68%, roughly equal to the maximum TRLGX drawdown of -56.16%. Use the drawdown chart below to compare losses from any high point for DREVX and TRLGX. For additional features, visit the drawdowns tool.
Volatility
DREVX vs. TRLGX - Volatility Comparison
The current volatility for BNY Mellon Large Cap Securities Fund (DREVX) is 4.43%, while T. Rowe Price Large-Cap Growth Fund (TRLGX) has a volatility of 4.93%. This indicates that DREVX experiences smaller price fluctuations and is considered to be less risky than TRLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.