DREVX vs. VOO
Compare and contrast key facts about BNY Mellon Large Cap Securities Fund (DREVX) and Vanguard S&P 500 ETF (VOO).
DREVX is managed by BNY Mellon. It was launched on May 24, 1951. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DREVX or VOO.
Key characteristics
DREVX | VOO | |
---|---|---|
YTD Return | 21.10% | 19.24% |
1Y Return | 29.72% | 28.44% |
3Y Return (Ann) | 11.90% | 10.06% |
5Y Return (Ann) | 17.44% | 15.24% |
10Y Return (Ann) | 13.31% | 12.92% |
Sharpe Ratio | 2.16 | 2.11 |
Daily Std Dev | 13.97% | 12.65% |
Max Drawdown | -54.68% | -33.99% |
Current Drawdown | -2.25% | -0.33% |
Correlation
The correlation between DREVX and VOO 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.
Performance
DREVX vs. VOO - Performance Comparison
In the year-to-date period, DREVX achieves a 21.10% return, which is significantly higher than VOO's 19.24% return. Both investments have delivered pretty close results over the past 10 years, with DREVX having a 13.31% annualized return and VOO not far behind at 12.92%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DREVX vs. VOO - Expense Ratio Comparison
DREVX has a 0.70% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
DREVX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Large Cap Securities Fund (DREVX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
DREVX's dividend yield for the trailing twelve months is around 5.08%, more than VOO's 1.28% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
BNY Mellon Large Cap Securities Fund | 5.08% | 5.12% | 3.80% | 11.43% | 6.28% | 6.74% | 9.01% | 9.11% | 8.71% | 11.24% | 11.88% | 8.78% |
Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DREVX vs. VOO - Drawdown Comparison
The maximum DREVX drawdown since its inception was -54.68%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DREVX and VOO. For additional features, visit the drawdowns tool.
Volatility
DREVX vs. VOO - Volatility Comparison
BNY Mellon Large Cap Securities Fund (DREVX) has a higher volatility of 4.51% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that DREVX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.