TRPIX vs. DQIRX
TRPIX (T. Rowe Price Value Fund Class I) and DQIRX (BNY Mellon Equity Income Fund) are both Large Cap Value Equities funds. Over the past 10 years, TRPIX returned 11.99%/yr vs 14.39%/yr for DQIRX. Their correlation of 0.87 suggests significant overlap in exposure. TRPIX charges 0.57%/yr vs 0.78%/yr for DQIRX.
Performance
TRPIX vs. DQIRX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with TRPIX having a 14.05% return and DQIRX slightly lower at 13.39%. Over the past 10 years, TRPIX has underperformed DQIRX with an annualized return of 11.99%, while DQIRX has yielded a comparatively higher 14.39% annualized return.
TRPIX
- 1D
- 0.54%
- 1M
- 1.27%
- YTD
- 14.05%
- 6M
- 13.48%
- 1Y
- 23.06%
- 3Y*
- 17.09%
- 5Y*
- 10.61%
- 10Y*
- 11.99%
DQIRX
- 1D
- 0.80%
- 1M
- -0.95%
- YTD
- 13.39%
- 6M
- 13.04%
- 1Y
- 31.76%
- 3Y*
- 23.08%
- 5Y*
- 16.11%
- 10Y*
- 14.39%
TRPIX vs. DQIRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRPIX T. Rowe Price Value Fund Class I | 14.05% | 12.34% | 15.14% | 12.33% | -11.25% | 29.99% | 10.62% | 26.38% | -9.31% | 17.37% |
DQIRX BNY Mellon Equity Income Fund | 13.39% | 19.01% | 26.93% | 19.21% | -9.35% | 29.13% | 4.81% | 24.98% | -3.60% | 17.40% |
Correlation
The correlation between TRPIX and DQIRX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2015 | 0.87 |
The correlation between TRPIX and DQIRX shifts across timeframes, from 0.72 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TRPIX vs. DQIRX — Risk / Return Rank
TRPIX
DQIRX
TRPIX vs. DQIRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Value Fund Class I (TRPIX) and BNY Mellon Equity Income Fund (DQIRX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TRPIX | DQIRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.51 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | 4.69 | -1.30 |
| Martin ratioReturn relative to average drawdown | 13.29 | 19.39 | -6.10 |
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Drawdowns
TRPIX vs. DQIRX - Drawdown Comparison
The maximum TRPIX drawdown since its inception was -38.64%, smaller than the maximum DQIRX drawdown of -50.77%. Use the drawdown chart below to compare losses from any high point for TRPIX and DQIRX.
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Drawdown Indicators
| TRPIX | DQIRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.64% | -50.77% | +12.13% |
Max Drawdown (1Y)Largest decline over 1 year | -7.04% | -6.79% | -0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -12.98% | -18.48% | +5.50% |
Max Drawdown (5Y)Largest decline over 5 years | -20.27% | -20.34% | +0.07% |
Max Drawdown (10Y)Largest decline over 10 years | -38.64% | -36.82% | -1.82% |
Current DrawdownCurrent decline from peak | -0.64% | -1.98% | +1.34% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -6.92% | +2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 1.64% | +0.13% |
Volatility
TRPIX vs. DQIRX - Volatility Comparison
The current volatility for T. Rowe Price Value Fund Class I (TRPIX) is 3.50%, while BNY Mellon Equity Income Fund (DQIRX) has a volatility of 4.21%. This indicates that TRPIX experiences smaller price fluctuations and is considered to be less risky than DQIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRPIX | DQIRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 4.21% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 8.58% | 8.66% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.07% | 11.43% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.27% | 15.89% | -1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.38% | 17.42% | -0.04% |
TRPIX vs. DQIRX - Expense Ratio Comparison
TRPIX has a 0.57% expense ratio, which is lower than DQIRX's 0.78% expense ratio.
Dividends
TRPIX vs. DQIRX - Dividend Comparison
TRPIX's dividend yield for the trailing twelve months is around 4.15%, more than DQIRX's 2.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DQIRX BNY Mellon Equity Income Fund | 2.87% | 3.12% | 7.05% | 4.56% | 6.54% | 2.61% | 3.42% | 2.50% | 5.29% | 8.45% | 4.04% | 8.22% |
TRPIX T. Rowe Price Value Fund Class I | 4.15% | 4.73% | 8.58% | 3.13% | 10.36% | 11.09% | 2.58% | 1.85% | 11.29% | 5.89% | 3.24% | 8.83% |
Frequently Asked Questions
TRPIX and DQIRX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DQIRX has higher volatility (4.21%) compared to TRPIX (3.50%). In terms of maximum drawdown, TRPIX dropped -38.64% vs DQIRX's -50.77%.
DQIRX currently has the higher Sharpe Ratio (2.79 vs 2.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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