MUIGX vs. DGAGX

In the year-to-date period, MUIGX achieves a 0.94% return, which is significantly lower than DGAGX's 1.67% return. Over the past 10 years, MUIGX has outperformed DGAGX with an annualized return of 12.68%, while DGAGX has yielded a comparatively lower 11.38% 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 0.67, which is higher than the DGAGX Sharpe Ratio of 0.43. 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 4.55%, less than DGAGX's 17.22% yield.

The maximum MUIGX drawdown since its inception was -68.10%, which is greater than DGAGX's maximum drawdown of -53.00%. Use the drawdown chart below to compare losses from any high point for MUIGX and DGAGX.

Nationwide BNY Mellon Dynamic U.S. Core Fund (MUIGX) has a higher volatility of 4.80% compared to BNY Mellon Appreciation Fund, Inc. (DGAGX) at 4.49%. This indicates that MUIGX's price experiences larger fluctuations and is considered to be riskier than DGAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.