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PSNYX vs. DRGVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSNYX vs. DRGVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon New York AMT-Free Municipal Bond Fund (PSNYX) and BNY Mellon Dynamic Value Fund Class I (DRGVX). The values are adjusted to include any dividend payments, if applicable.

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PSNYX vs. DRGVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSNYX
BNY Mellon New York AMT-Free Municipal Bond Fund
-0.26%3.47%1.93%5.66%-10.84%1.91%3.77%7.91%-0.39%5.07%
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%

Returns By Period

In the year-to-date period, PSNYX achieves a -0.26% return, which is significantly lower than DRGVX's 2.32% return. Over the past 10 years, PSNYX has underperformed DRGVX with an annualized return of 1.50%, while DRGVX has yielded a comparatively higher 12.96% annualized return.


PSNYX

1D
0.30%
1M
-1.97%
YTD
-0.26%
6M
0.93%
1Y
2.98%
3Y*
2.72%
5Y*
0.23%
10Y*
1.50%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSNYX vs. DRGVX - Expense Ratio Comparison

PSNYX has a 0.79% expense ratio, which is higher than DRGVX's 0.68% expense ratio.


Return for Risk

PSNYX vs. DRGVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PSNYX
PSNYX Risk / Return Rank: 2121
Overall Rank
PSNYX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
PSNYX Sortino Ratio Rank: 1515
Sortino Ratio Rank
PSNYX Omega Ratio Rank: 3131
Omega Ratio Rank
PSNYX Calmar Ratio Rank: 2323
Calmar Ratio Rank
PSNYX Martin Ratio Rank: 1818
Martin Ratio Rank

DRGVX
DRGVX Risk / Return Rank: 5959
Overall Rank
DRGVX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DRGVX Sortino Ratio Rank: 5353
Sortino Ratio Rank
DRGVX Omega Ratio Rank: 5555
Omega Ratio Rank
DRGVX Calmar Ratio Rank: 6262
Calmar Ratio Rank
DRGVX Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PSNYX vs. DRGVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon New York AMT-Free Municipal Bond Fund (PSNYX) and BNY Mellon Dynamic Value Fund Class I (DRGVX). 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.


PSNYXDRGVXDifference

Sharpe ratio

Return per unit of total volatility

0.60

1.07

-0.48

Sortino ratio

Return per unit of downside risk

0.83

1.54

-0.71

Omega ratio

Gain probability vs. loss probability

1.18

1.23

-0.06

Calmar ratio

Return relative to maximum drawdown

0.84

1.56

-0.73

Martin ratio

Return relative to average drawdown

2.38

6.92

-4.54

PSNYX vs. DRGVX - Sharpe Ratio Comparison

The current PSNYX Sharpe Ratio is 0.60, which is lower than the DRGVX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of PSNYX and DRGVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSNYXDRGVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

1.07

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.81

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.69

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.61

+0.30

Correlation

The correlation between PSNYX and DRGVX is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PSNYX vs. DRGVX - Dividend Comparison

PSNYX's dividend yield for the trailing twelve months is around 2.92%, less than DRGVX's 6.72% yield.


TTM20252024202320222021202020192018201720162015
PSNYX
BNY Mellon New York AMT-Free Municipal Bond Fund
2.92%3.80%2.72%2.12%2.16%2.09%3.15%3.13%2.68%2.63%2.85%3.00%
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%

Drawdowns

PSNYX vs. DRGVX - Drawdown Comparison

The maximum PSNYX drawdown since its inception was -27.64%, smaller than the maximum DRGVX drawdown of -42.60%. Use the drawdown chart below to compare losses from any high point for PSNYX and DRGVX.


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Drawdown Indicators


PSNYXDRGVXDifference

Max Drawdown

Largest peak-to-trough decline

-27.64%

-42.60%

+14.96%

Max Drawdown (1Y)

Largest decline over 1 year

-4.87%

-12.22%

+7.35%

Max Drawdown (5Y)

Largest decline over 5 years

-15.65%

-17.01%

+1.36%

Max Drawdown (10Y)

Largest decline over 10 years

-15.65%

-42.60%

+26.95%

Current Drawdown

Current decline from peak

-2.25%

-4.62%

+2.37%

Average Drawdown

Average peak-to-trough decline

-3.09%

-4.39%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

2.76%

-1.05%

Volatility

PSNYX vs. DRGVX - Volatility Comparison

The current volatility for BNY Mellon New York AMT-Free Municipal Bond Fund (PSNYX) is 1.22%, while BNY Mellon Dynamic Value Fund Class I (DRGVX) has a volatility of 4.71%. This indicates that PSNYX experiences smaller price fluctuations and is considered to be less risky than DRGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSNYXDRGVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

4.71%

-3.49%

Volatility (6M)

Calculated over the trailing 6-month period

1.74%

9.13%

-7.39%

Volatility (1Y)

Calculated over the trailing 1-year period

5.71%

16.88%

-11.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.11%

15.60%

-11.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.05%

18.82%

-14.77%