DRGVX vs. VTV
Compare and contrast key facts about BNY Mellon Dynamic Value Fund Class I (DRGVX) and Vanguard Value ETF (VTV).
DRGVX is an actively managed fund by BNY Mellon. It was launched on May 31, 2001. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Performance
DRGVX vs. VTV - Performance Comparison
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DRGVX vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRGVX BNY Mellon Dynamic Value Fund Class I | 2.32% | 18.48% | 14.26% | 12.83% | 1.51% | 31.14% | 3.94% | 27.04% | -10.52% | 15.06% |
VTV Vanguard Value ETF | 3.54% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Returns By Period
In the year-to-date period, DRGVX achieves a 2.32% return, which is significantly lower than VTV's 3.54% return. Over the past 10 years, DRGVX has outperformed VTV with an annualized return of 12.96%, while VTV has yielded a comparatively lower 11.83% annualized return.
DRGVX
- 1D
- 2.17%
- 1M
- -3.93%
- YTD
- 2.32%
- 6M
- 7.39%
- 1Y
- 18.32%
- 3Y*
- 15.86%
- 5Y*
- 12.62%
- 10Y*
- 12.96%
VTV
- 1D
- 0.24%
- 1M
- -4.38%
- YTD
- 3.54%
- 6M
- 6.37%
- 1Y
- 16.56%
- 3Y*
- 15.18%
- 5Y*
- 10.91%
- 10Y*
- 11.83%
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DRGVX vs. VTV - Expense Ratio Comparison
DRGVX has a 0.68% expense ratio, which is higher than VTV's 0.04% expense ratio.
Return for Risk
DRGVX vs. VTV — Risk / Return Rank
DRGVX
VTV
DRGVX vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Dynamic Value Fund Class I (DRGVX) and Vanguard Value ETF (VTV). 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 | VTV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.12 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.61 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.44 | +0.12 |
Martin ratioReturn relative to average drawdown | 6.92 | 6.48 | +0.44 |
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 | VTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.12 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.79 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.71 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.49 | +0.12 |
Correlation
The correlation between DRGVX and VTV is 0.95, 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. VTV - Dividend Comparison
DRGVX's dividend yield for the trailing twelve months is around 6.72%, more than VTV's 2.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRGVX BNY Mellon Dynamic Value Fund Class I | 6.72% | 6.88% | 6.87% | 5.31% | 7.99% | 21.73% | 2.85% | 3.52% | 17.87% | 10.95% | 2.89% | 16.07% |
VTV Vanguard Value ETF | 2.02% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Drawdowns
DRGVX vs. VTV - Drawdown Comparison
The maximum DRGVX drawdown since its inception was -42.60%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for DRGVX and VTV.
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Drawdown Indicators
| DRGVX | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.60% | -59.27% | +16.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -11.32% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -17.01% | -17.04% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -42.60% | -36.78% | -5.82% |
Current DrawdownCurrent decline from peak | -4.62% | -4.58% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -7.92% | +3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.51% | +0.25% |
Volatility
DRGVX vs. VTV - Volatility Comparison
BNY Mellon Dynamic Value Fund Class I (DRGVX) has a higher volatility of 4.71% compared to Vanguard Value ETF (VTV) at 3.65%. This indicates that DRGVX's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRGVX | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 3.65% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 7.71% | +1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.88% | 14.89% | +1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 13.88% | +1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 16.67% | +2.15% |