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DRGVX vs. PRF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRGVX vs. PRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Dynamic Value Fund Class I (DRGVX) and Invesco RAFI US 1000 ETF (PRF). The values are adjusted to include any dividend payments, if applicable.

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DRGVX vs. PRF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DRGVX
DRGVX Risk / Return Rank: 5353
Overall Rank
DRGVX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DRGVX Sortino Ratio Rank: 5252
Sortino Ratio Rank
DRGVX Omega Ratio Rank: 5555
Omega Ratio Rank
DRGVX Calmar Ratio Rank: 4949
Calmar Ratio Rank
DRGVX Martin Ratio Rank: 5656
Martin Ratio Rank

PRF
PRF Risk / Return Rank: 7474
Overall Rank
PRF Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PRF Sortino Ratio Rank: 7272
Sortino Ratio Rank
PRF Omega Ratio Rank: 7575
Omega Ratio Rank
PRF Calmar Ratio Rank: 7070
Calmar Ratio Rank
PRF Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


DRGVXPRFDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.22

-0.23

Sortino ratio

Return per unit of downside risk

1.43

1.75

-0.31

Omega ratio

Gain probability vs. loss probability

1.21

1.27

-0.05

Calmar ratio

Return relative to maximum drawdown

1.21

1.72

-0.51

Martin ratio

Return relative to average drawdown

5.39

8.13

-2.74

DRGVX vs. PRF - Sharpe Ratio Comparison

The current DRGVX Sharpe Ratio is 0.99, which is comparable to the PRF Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of DRGVX and PRF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DRGVXPRFDifference

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.


TTM20252024202320222021202020192018201720162015
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


DRGVXPRFDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.65%

-4.58%

-2.07%

Average Drawdown

Average peak-to-trough decline

-4.39%

-6.98%

+2.59%

Ulcer Index

Depth 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


DRGVXPRFDifference

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%