DREVX vs. VOO
DREVX (BNY Mellon Large Cap Securities Fund) and VOO (Vanguard S&P 500 ETF) are both funds - DREVX is a Large Cap Growth Equities fund managed by BNY Mellon, while VOO is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, DREVX returned 16.01%/yr vs 15.77%/yr for VOO. With a 0.96 correlation, they move nearly in lockstep. DREVX charges 0.70%/yr vs 0.03%/yr for VOO.
Performance
DREVX vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, DREVX achieves a 7.56% return, which is significantly lower than VOO's 9.75% return. Both investments have delivered pretty close results over the past 10 years, with DREVX having a 16.01% annualized return and VOO not far behind at 15.77%.
DREVX
- 1D
- 1.51%
- 1M
- 1.76%
- YTD
- 7.56%
- 6M
- 7.12%
- 1Y
- 23.25%
- 3Y*
- 20.95%
- 5Y*
- 14.72%
- 10Y*
- 16.01%
VOO
- 1D
- -0.29%
- 1M
- 0.08%
- YTD
- 9.75%
- 6M
- 9.30%
- 1Y
- 26.77%
- 3Y*
- 21.36%
- 5Y*
- 13.58%
- 10Y*
- 15.77%
DREVX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DREVX BNY Mellon Large Cap Securities Fund | 7.56% | 16.70% | 27.17% | 31.07% | -17.94% | 27.17% | 26.52% | 27.09% | -1.29% | 20.12% |
VOO Vanguard S&P 500 ETF | 9.75% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between DREVX and VOO is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.96 |
The correlation between DREVX and VOO has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
DREVX vs. VOO — Risk / Return Rank
DREVX
VOO
DREVX vs. VOO - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DREVX | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.39 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 3.02 | -1.00 |
| Martin ratioReturn relative to average drawdown | 8.37 | 13.58 | -5.21 |
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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.
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Drawdown Indicators
| DREVX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.68% | -33.99% | -20.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.41% | -8.90% | -2.51% |
Max Drawdown (3Y)Largest decline over 3 years | -22.52% | -18.69% | -3.83% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -24.52% | -0.17% |
Max Drawdown (10Y)Largest decline over 10 years | -32.25% | -33.99% | +1.74% |
Current DrawdownCurrent decline from peak | -0.38% | -1.74% | +1.36% |
Average DrawdownAverage peak-to-trough decline | -13.00% | -3.68% | -9.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 1.98% | +0.77% |
Volatility
DREVX vs. VOO - Volatility Comparison
BNY Mellon Large Cap Securities Fund (DREVX) has a higher volatility of 5.68% compared to Vanguard S&P 500 ETF (VOO) at 4.60%. 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.
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Volatility by Period
| DREVX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 4.60% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 11.21% | 9.73% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.16% | 12.39% | +1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.80% | 16.90% | +1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.00% | 18.05% | +0.95% |
DREVX vs. VOO - Expense Ratio Comparison
DREVX has a 0.70% expense ratio, which is higher than VOO's 0.03% expense ratio.
Dividends
DREVX vs. VOO - Dividend Comparison
DREVX's dividend yield for the trailing twelve months is around 9.83%, more than VOO's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DREVX BNY Mellon Large Cap Securities Fund | 9.83% | 12.89% | 8.77% | 5.12% | 4.82% | 11.43% | 6.28% | 6.74% | 9.01% | 9.11% | 8.71% | 11.24% |
VOO Vanguard S&P 500 ETF | 1.04% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
With a correlation of 0.96, DREVX and VOO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DREVX has higher volatility (5.68%) compared to VOO (4.60%). In terms of maximum drawdown, DREVX dropped -54.68% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (2.17 vs 1.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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