MPISX vs. DAGVX

In the year-to-date period, MPISX achieves a 3.45% return, which is significantly higher than DAGVX's 3.08% return. Over the past 10 years, MPISX has outperformed DAGVX with an annualized return of 10.21%, while DAGVX has yielded a comparatively lower 2.04% annualized return.

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MPISX has a 0.83% expense ratio, which is lower than DAGVX's 0.93% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Income Stock Fund (MPISX) and BNY Mellon Dynamic Value Fund (DAGVX). 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.

The current MPISX Sharpe Ratio is 0.71, which is higher than the DAGVX Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of MPISX and DAGVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MPISX's dividend yield for the trailing twelve months is around 22.35%, more than DAGVX's 8.11% yield.

The maximum MPISX drawdown since its inception was -57.46%, roughly equal to the maximum DAGVX drawdown of -57.60%. Use the drawdown chart below to compare losses from any high point for MPISX and DAGVX.

BNY Mellon Income Stock Fund (MPISX) and BNY Mellon Dynamic Value Fund (DAGVX) have volatilities of 4.48% and 4.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.