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NPRTX vs. DAGVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


NPRTXDAGVX
YTD Return16.05%21.86%
1Y Return23.12%30.75%
3Y Return (Ann)3.90%12.07%
5Y Return (Ann)11.53%14.87%
10Y Return (Ann)10.22%11.64%
Sharpe Ratio2.122.77
Sortino Ratio2.943.81
Omega Ratio1.401.51
Calmar Ratio1.545.25
Martin Ratio14.5318.45
Ulcer Index1.58%1.68%
Daily Std Dev10.86%11.16%
Max Drawdown-66.25%-54.89%
Current Drawdown-1.56%-1.11%

Correlation

-0.50.00.51.00.9

The correlation between NPRTX and DAGVX is 0.90, 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.

Performance

NPRTX vs. DAGVX - Performance Comparison

In the year-to-date period, NPRTX achieves a 16.05% return, which is significantly lower than DAGVX's 21.86% return. Over the past 10 years, NPRTX has underperformed DAGVX with an annualized return of 10.22%, while DAGVX has yielded a comparatively higher 11.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.63%
11.27%
NPRTX
DAGVX

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NPRTX vs. DAGVX - Expense Ratio Comparison

NPRTX has a 0.79% expense ratio, which is lower than DAGVX's 0.93% expense ratio.


DAGVX
BNY Mellon Dynamic Value Fund
Expense ratio chart for DAGVX: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%
Expense ratio chart for NPRTX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

NPRTX vs. DAGVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Large Cap Value Fund (NPRTX) 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.


NPRTX
Sharpe ratio
The chart of Sharpe ratio for NPRTX, currently valued at 2.12, compared to the broader market0.002.004.002.12
Sortino ratio
The chart of Sortino ratio for NPRTX, currently valued at 2.94, compared to the broader market0.005.0010.002.94
Omega ratio
The chart of Omega ratio for NPRTX, currently valued at 1.40, compared to the broader market1.002.003.004.001.40
Calmar ratio
The chart of Calmar ratio for NPRTX, currently valued at 1.54, compared to the broader market0.005.0010.0015.0020.001.54
Martin ratio
The chart of Martin ratio for NPRTX, currently valued at 14.53, compared to the broader market0.0020.0040.0060.0080.00100.0014.53
DAGVX
Sharpe ratio
The chart of Sharpe ratio for DAGVX, currently valued at 2.77, compared to the broader market0.002.004.002.77
Sortino ratio
The chart of Sortino ratio for DAGVX, currently valued at 3.81, compared to the broader market0.005.0010.003.81
Omega ratio
The chart of Omega ratio for DAGVX, currently valued at 1.51, compared to the broader market1.002.003.004.001.51
Calmar ratio
The chart of Calmar ratio for DAGVX, currently valued at 5.25, compared to the broader market0.005.0010.0015.0020.005.25
Martin ratio
The chart of Martin ratio for DAGVX, currently valued at 18.45, compared to the broader market0.0020.0040.0060.0080.00100.0018.45

NPRTX vs. DAGVX - Sharpe Ratio Comparison

The current NPRTX Sharpe Ratio is 2.12, which is comparable to the DAGVX Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of NPRTX 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.12
2.77
NPRTX
DAGVX

Dividends

NPRTX vs. DAGVX - Dividend Comparison

NPRTX's dividend yield for the trailing twelve months is around 2.11%, more than DAGVX's 0.63% yield.


TTM20232022202120202019201820172016201520142013
NPRTX
Neuberger Berman Large Cap Value Fund
2.11%2.45%1.56%1.25%1.35%1.75%1.95%1.28%0.66%1.29%0.95%1.34%
DAGVX
BNY Mellon Dynamic Value Fund
0.63%0.77%0.72%1.11%0.58%1.51%2.06%0.96%1.26%1.14%0.91%0.65%

Drawdowns

NPRTX vs. DAGVX - Drawdown Comparison

The maximum NPRTX drawdown since its inception was -66.25%, which is greater than DAGVX's maximum drawdown of -54.89%. Use the drawdown chart below to compare losses from any high point for NPRTX and DAGVX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.56%
-1.11%
NPRTX
DAGVX

Volatility

NPRTX vs. DAGVX - Volatility Comparison

The current volatility for Neuberger Berman Large Cap Value Fund (NPRTX) is 3.20%, while BNY Mellon Dynamic Value Fund (DAGVX) has a volatility of 4.45%. This indicates that NPRTX experiences smaller price fluctuations and is considered to be less risky than DAGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
3.20%
4.45%
NPRTX
DAGVX