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.
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
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Key characteristics
DREVX:
0.47
VOO:
0.70
DREVX:
0.76
VOO:
1.05
DREVX:
1.11
VOO:
1.15
DREVX:
0.43
VOO:
0.69
DREVX:
1.42
VOO:
2.62
DREVX:
6.78%
VOO:
4.93%
DREVX:
22.16%
VOO:
19.55%
DREVX:
-54.68%
VOO:
-33.99%
DREVX:
-5.40%
VOO:
-3.45%
Returns By Period
In the year-to-date period, DREVX achieves a 0.86% return, which is significantly lower than VOO's 1.00% return. Both investments have delivered pretty close results over the past 10 years, with DREVX having a 13.39% annualized return and VOO not far behind at 12.81%.
DREVX
0.86%
9.14%
-1.83%
10.30%
16.64%
17.01%
13.39%
VOO
1.00%
6.44%
-0.84%
13.62%
14.14%
15.91%
12.81%
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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 Rank
DREVX
VOO
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.
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Dividends
DREVX vs. VOO - Dividend Comparison
DREVX's dividend yield for the trailing twelve months is around 11.63%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DREVX BNY Mellon Large Cap Securities Fund | 11.63% | 8.89% | 5.12% | 3.80% | 11.43% | 6.28% | 6.74% | 9.01% | 9.11% | 8.71% | 11.24% | 11.88% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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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Volatility
DREVX vs. VOO - Volatility Comparison
BNY Mellon Large Cap Securities Fund (DREVX) has a higher volatility of 5.10% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. 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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