DRGVX vs. PRF
Compare and contrast key facts about BNY Mellon Dynamic Value Fund Class I (DRGVX) and Invesco RAFI US 1000 ETF (PRF).
DRGVX is an actively managed fund by BNY Mellon. It was launched on May 31, 2001. PRF is a passively managed fund by Invesco that tracks the performance of the RAFI Fundamental Select US 1000 Index. It was launched on Dec 19, 2005.
Performance
DRGVX vs. PRF - Performance Comparison
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DRGVX vs. PRF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRGVX BNY Mellon Dynamic Value Fund Class I | 0.14% | 18.48% | 14.26% | 12.83% | 1.51% | 31.14% | 3.94% | 27.04% | -10.52% | 15.06% |
PRF Invesco RAFI US 1000 ETF | 1.70% | 18.33% | 16.73% | 15.72% | -7.79% | 31.12% | 7.78% | 27.42% | -8.71% | 16.01% |
Returns By Period
In the year-to-date period, DRGVX achieves a 0.14% return, which is significantly lower than PRF's 1.70% return. Both investments have delivered pretty close results over the past 10 years, with DRGVX having a 12.72% annualized return and PRF not far behind at 12.62%.
DRGVX
- 1D
- -0.28%
- 1M
- -6.15%
- YTD
- 0.14%
- 6M
- 5.03%
- 1Y
- 15.53%
- 3Y*
- 15.03%
- 5Y*
- 12.41%
- 10Y*
- 12.72%
PRF
- 1D
- 2.15%
- 1M
- -4.01%
- YTD
- 1.70%
- 6M
- 5.97%
- 1Y
- 19.57%
- 3Y*
- 16.95%
- 5Y*
- 11.26%
- 10Y*
- 12.62%
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DRGVX vs. PRF - Expense Ratio Comparison
DRGVX has a 0.68% expense ratio, which is higher than PRF's 0.34% expense ratio.
Return for Risk
DRGVX vs. PRF — Risk / Return Rank
DRGVX
PRF
DRGVX vs. PRF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Dynamic Value Fund Class I (DRGVX) and Invesco RAFI US 1000 ETF (PRF). 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.
| DRGVX | PRF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.22 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.75 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.27 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.72 | -0.51 |
Martin ratioReturn relative to average drawdown | 5.39 | 8.13 | -2.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DRGVX | PRF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.22 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.74 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.72 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.45 | +0.15 |
Correlation
The correlation between DRGVX and PRF is 0.96, 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.
Dividends
DRGVX vs. PRF - Dividend Comparison
DRGVX's dividend yield for the trailing twelve months is around 6.87%, more than PRF's 1.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRGVX BNY Mellon Dynamic Value Fund Class I | 6.87% | 6.88% | 6.87% | 5.31% | 7.99% | 21.73% | 2.85% | 3.52% | 17.87% | 10.95% | 2.89% | 16.07% |
PRF Invesco RAFI US 1000 ETF | 1.56% | 1.59% | 1.78% | 1.84% | 2.01% | 1.58% | 1.97% | 1.99% | 2.25% | 1.58% | 2.17% | 2.25% |
Drawdowns
DRGVX vs. PRF - Drawdown Comparison
The maximum DRGVX drawdown since its inception was -42.60%, smaller than the maximum PRF drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for DRGVX and PRF.
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Drawdown Indicators
| DRGVX | PRF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.60% | -60.35% | +17.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -12.03% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -17.01% | -19.72% | +2.71% |
Max Drawdown (10Y)Largest decline over 10 years | -42.60% | -38.16% | -4.44% |
Current DrawdownCurrent decline from peak | -6.65% | -4.58% | -2.07% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -6.98% | +2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 2.54% | +0.20% |
Volatility
DRGVX vs. PRF - Volatility Comparison
The current volatility for BNY Mellon Dynamic Value Fund Class I (DRGVX) is 4.03%, while Invesco RAFI US 1000 ETF (PRF) has a volatility of 4.26%. This indicates that DRGVX experiences smaller price fluctuations and is considered to be less risky than PRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRGVX | PRF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 4.26% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.88% | 8.35% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.78% | 16.14% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.57% | 15.22% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.81% | 17.69% | +1.12% |