DRGVX vs. SABTX

Last updated Jun 4, 2026

DRGVX (BNY Mellon Dynamic Value Fund Class I) and SABTX (SA U.S. Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, DRGVX returned 13.75%/yr vs 11.51%/yr for SABTX. Their correlation of 0.95 suggests significant overlap in exposure. DRGVX charges 0.68%/yr vs 0.73%/yr for SABTX.

Performance

DRGVX vs. SABTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Dynamic Value Fund Class I (DRGVX) and SA U.S. Value Fund (SABTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DRGVX achieves a 14.17% return, which is significantly lower than SABTX's 17.72% return. Over the past 10 years, DRGVX has outperformed SABTX with an annualized return of 13.75%, while SABTX has yielded a comparatively lower 11.51% annualized return.

DRGVX

• 1D: 1.21%
• 1M: 4.66%
• YTD: 14.17%
• 6M: 15.61%
• 1Y: 29.74%
• 3Y*: 19.96%
• 5Y*: 13.43%
• 10Y*: 13.75%

SABTX

• 1D: 1.12%
• 1M: 6.51%
• YTD: 17.72%
• 6M: 19.56%
• 1Y: 37.10%
• 3Y*: 19.92%
• 5Y*: 10.73%
• 10Y*: 11.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DRGVX vs. SABTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DRGVX BNY Mellon Dynamic Value Fund Class I	14.17%	18.48%	14.26%	12.83%	1.51%	31.14%	3.94%	27.04%	-10.52%	15.06%
SABTX SA U.S. Value Fund	17.72%	17.69%	11.32%	11.82%	-6.35%	27.06%	-2.04%	24.85%	-12.14%	18.45%

Correlation

The correlation between DRGVX and SABTX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jan 3, 2014	0.95

The correlation between DRGVX and SABTX shifts across timeframes, from 0.82 (1 year) to 0.95 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DRGVX vs. SABTX — Risk / Return Rank

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

DRGVX

DRGVX Risk / Return Rank: 80
DRGVX Sharpe Ratio Rank: 79
DRGVX Sortino Ratio Rank: 75
DRGVX Omega Ratio Rank: 68
DRGVX Calmar Ratio Rank: 90
DRGVX Martin Ratio Rank: 88

SABTX

SABTX Risk / Return Rank: 95
SABTX Sharpe Ratio Rank: 97
SABTX Sortino Ratio Rank: 95
SABTX Omega Ratio Rank: 90
SABTX Calmar Ratio Rank: 97
SABTX Martin Ratio Rank: 96

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. SABTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Dynamic Value Fund Class I (DRGVX) and SA U.S. Value Fund (SABTX). 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	SABTX	Difference
Sharpe ratio: Return per unit of total volatility	2.59	3.69	-1.10
Sortino ratio: Return per unit of downside risk	3.62	5.19	-1.57
Omega ratio: Gain probability vs. loss probability	1.46	1.65	-0.19
Calmar ratio: Return relative to maximum drawdown	4.63	6.74	-2.11
Martin ratio: Return relative to average drawdown	17.09	24.35	-7.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DRGVX vs. SABTX - Sharpe Ratio Comparison

The current DRGVX Sharpe Ratio is 2.59, which is comparable to the SABTX Sharpe Ratio of 3.69. The chart below compares the historical Sharpe Ratios of DRGVX and SABTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DRGVX	SABTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.59	3.69	-1.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.87	0.67	+0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	0.61	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	0.37	+0.29

Drawdowns

DRGVX vs. SABTX - Drawdown Comparison

The maximum DRGVX drawdown since its inception was -42.60%, smaller than the maximum SABTX drawdown of -66.96%. Use the drawdown chart below to compare losses from any high point for DRGVX and SABTX.

Drawdown Indicators

	DRGVX	SABTX	Difference
Max Drawdown Largest peak-to-trough decline	-42.60%	-66.96%	+24.36%
Max Drawdown (1Y) Largest decline over 1 year	-6.65%	-6.36%	-0.29%
Max Drawdown (3Y) Largest decline over 3 years	-17.01%	-16.63%	-0.38%
Max Drawdown (5Y) Largest decline over 5 years	-17.01%	-20.42%	+3.41%
Max Drawdown (10Y) Largest decline over 10 years	-42.60%	-42.00%	-0.60%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.34%	-11.32%	+6.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	1.73%	+0.07%

Volatility

DRGVX vs. SABTX - Volatility Comparison

BNY Mellon Dynamic Value Fund Class I (DRGVX) has a higher volatility of 3.64% compared to SA U.S. Value Fund (SABTX) at 2.99%. This indicates that DRGVX's price experiences larger fluctuations and is considered to be riskier than SABTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRGVX	SABTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.64%	2.99%	+0.65%
Volatility (6M) Calculated over the trailing 6-month period	9.13%	8.33%	+0.80%
Volatility (1Y) Calculated over the trailing 1-year period	11.89%	11.63%	+0.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.59%	16.37%	-0.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.83%	19.17%	-0.34%

DRGVX vs. SABTX - Expense Ratio Comparison

DRGVX has a 0.68% expense ratio, which is lower than SABTX's 0.73% expense ratio.

Dividends

DRGVX vs. SABTX - Dividend Comparison

DRGVX's dividend yield for the trailing twelve months is around 6.03%, more than SABTX's 3.29% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DRGVX BNY Mellon Dynamic Value Fund Class I	6.03%	6.88%	6.87%	5.31%	7.99%	21.73%	2.85%	3.52%	17.87%	10.95%	2.89%	16.07%
SABTX SA U.S. Value Fund	3.29%	3.88%	2.60%	1.67%	7.66%	4.25%	1.52%	5.14%	9.80%	10.36%	5.08%	6.83%

Frequently Asked Questions

Can I hold both DRGVX and SABTX in my portfolio?

DRGVX and SABTX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DRGVX or SABTX?

DRGVX has higher volatility (3.64%) compared to SABTX (2.99%). In terms of maximum drawdown, DRGVX dropped -42.60% vs SABTX's -66.96%.

Which has better risk-adjusted returns?

SABTX currently has the higher Sharpe Ratio (3.69 vs 2.59), 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.