TRPIX vs. DQIRX
TRPIX (T. Rowe Price Value Fund Class I) and DQIRX (BNY Mellon Equity Income Fund) are both mutual funds - TRPIX is a Large Cap Value Equities fund actively managed by T. Rowe Price, while DQIRX is a Dividend fund managed by Dreyfus. Over the past 10 years, TRPIX returned 12.07%/yr vs 13.98%/yr for DQIRX. Their correlation of 0.87 means they have usually moved in the same direction. TRPIX charges 0.57%/yr vs 0.78%/yr for DQIRX.
Performance
TRPIX vs. DQIRX - Performance Comparison
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Returns By Period
In the year-to-date period, TRPIX achieves a 18.73% return, which is significantly higher than DQIRX's 13.79% return. Over the past 10 years, TRPIX has underperformed DQIRX with an annualized return of 12.07%, while DQIRX has yielded a comparatively higher 13.98% annualized return.
TRPIX
- 1D
- 0.37%
- 1M
- 1.89%
- 6M
- 12.63%
- YTD
- 18.73%
- 1Y
- 26.95%
- 3Y*
- 16.88%
- 5Y*
- 10.38%
- 10Y*
- 12.07%
- ALL TIME*
- 11.94%
DQIRX
- 1D
- 1.03%
- 1M
- 1.33%
- 6M
- 10.63%
- YTD
- 13.79%
- 1Y
- 26.77%
- 3Y*
- 21.54%
- 5Y*
- 15.36%
- 10Y*
- 13.98%
- ALL TIME*
- 10.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
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 | 18.73% | 12.34% | 15.14% | 12.33% | -11.25% | 29.99% | 10.62% | 26.38% | -9.31% | 17.37% |
DQIRX BNY Mellon Equity Income Fund | 13.79% | 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 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.70 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
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 0.70 (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 | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.38 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.61 | 3.59 | +0.02 |
| Martin ratioReturn relative to average drawdown | 14.56 | 13.49 | +1.07 |
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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 | -0.67% | -1.63% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -6.90% | +2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | 1.81% | -0.05% |
Volatility
TRPIX vs. DQIRX - Volatility Comparison
T. Rowe Price Value Fund Class I (TRPIX) and BNY Mellon Equity Income Fund (DQIRX) have volatilities of 2.88% and 2.99%, 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.
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Volatility by Period
| TRPIX | DQIRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 2.99% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 8.61% | -0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.21% | 11.63% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.20% | 15.85% | -1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 17.39% | -0.11% |
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 3.99%, more than DQIRX's 2.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DQIRX BNY Mellon Equity Income Fund | 2.81% | 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 | 3.99% | 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 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DQIRX has higher volatility (2.99%) compared to TRPIX (2.88%). In terms of maximum drawdown, TRPIX dropped -38.64% vs DQIRX's -50.77%.
TRPIX currently has the higher Sharpe Ratio (2.28 vs 2.10), 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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