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.
Performance
DREVX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, DREVX achieves a 29.15% return, which is significantly higher than VOO's 25.48% return. Over the past 10 years, DREVX has outperformed VOO with an annualized return of 13.86%, while VOO has yielded a comparatively lower 13.15% annualized return.
DREVX
29.15%
0.97%
10.51%
34.36%
18.21%
13.86%
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| DREVX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.56 | 2.69 |
| Sortino Ratio | 3.41 | 3.59 |
| Omega Ratio | 1.48 | 1.50 |
| Calmar Ratio | 3.23 | 3.89 |
| Martin Ratio | 14.86 | 17.64 |
| Ulcer Index | 2.38% | 1.86% |
| Daily Std Dev | 13.86% | 12.20% |
| Max Drawdown | -54.68% | -33.99% |
| Current Drawdown | -1.19% | -1.40% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DREVX vs. VOO - Expense Ratio Comparison
DREVX has a 0.70% expense ratio, which is higher than VOO's 0.03% expense ratio.
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.
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 0.24%, less than VOO's 1.25% 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% |
VOO Vanguard S&P 500 ETF | 1.25% | 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 4.59% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. 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.