MUIGX vs. DGAGX

In the year-to-date period, MUIGX achieves a -5.39% return, which is significantly higher than DGAGX's -7.50% return. Over the past 10 years, MUIGX has outperformed DGAGX with an annualized return of 3.89%, while DGAGX has yielded a comparatively lower -3.08% annualized return.

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MUIGX has a 0.50% expense ratio, which is lower than DGAGX's 0.88% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Nationwide BNY Mellon Dynamic U.S. Core Fund (MUIGX) and BNY Mellon Appreciation Fund, Inc. (DGAGX). 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 MUIGX Sharpe Ratio is 0.29, which is higher than the DGAGX Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of MUIGX and DGAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MUIGX's dividend yield for the trailing twelve months is around 1.31%, more than DGAGX's 0.37% yield.

The maximum MUIGX drawdown since its inception was -78.19%, which is greater than DGAGX's maximum drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for MUIGX and DGAGX. For additional features, visit the drawdowns tool.

Nationwide BNY Mellon Dynamic U.S. Core Fund (MUIGX) and BNY Mellon Appreciation Fund, Inc. (DGAGX) have volatilities of 13.41% and 13.71%, 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.