UPDDX vs. DAGVX

Last updated Jun 5, 2026

UPDDX (Upright Growth & Income Fund) and DAGVX (BNY Mellon Dynamic Value Fund) are both Large Cap Value Equities funds. At a correlation of -0.20, they often move in opposite directions. UPDDX charges 2.57%/yr vs 0.93%/yr for DAGVX.

Performance

UPDDX vs. DAGVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Upright Growth & Income Fund (UPDDX) and BNY Mellon Dynamic Value Fund (DAGVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

UPDDX

• 1D: -1.24%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DAGVX

• 1D: -0.34%
• 1M: 3.12%
• YTD: 13.66%
• 6M: 15.03%
• 1Y: 29.81%
• 3Y*: 19.59%
• 5Y*: 13.07%
• 10Y*: 13.47%

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

UPDDX vs. DAGVX - Yearly Performance Comparison

	2026 (YTD)
UPDDX Upright Growth & Income Fund	2.39%
DAGVX BNY Mellon Dynamic Value Fund	0.34%

Correlation

The correlation between UPDDX and DAGVX is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 29, 2026	-0.20

Return for Risk

UPDDX vs. DAGVX — Risk / Return Rank

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

DAGVX

DAGVX Risk / Return Rank: 75
DAGVX Sharpe Ratio Rank: 71
DAGVX Sortino Ratio Rank: 68
DAGVX Omega Ratio Rank: 62
DAGVX Calmar Ratio Rank: 88
DAGVX Martin Ratio Rank: 86

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.

UPDDX vs. DAGVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Upright Growth & Income Fund (UPDDX) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	UPDDX	DAGVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.45	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.84	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.72	—
Sharpe Ratio (All Time) Calculated using the full available price history	15.08	0.58	+14.50

Drawdowns

UPDDX vs. DAGVX - Drawdown Comparison

The maximum UPDDX drawdown since its inception was -1.24%, smaller than the maximum DAGVX drawdown of -55.04%. Use the drawdown chart below to compare losses from any high point for UPDDX and DAGVX.

Drawdown Indicators

	UPDDX	DAGVX	Difference
Max Drawdown Largest peak-to-trough decline	-1.24%	-55.04%	+53.80%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.69%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-16.96%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.96%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.62%	—
Current Drawdown Current decline from peak	-1.24%	-0.34%	-0.90%
Average Drawdown Average peak-to-trough decline	-0.39%	-7.65%	+7.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.81%	—

Volatility

Volatility by Period

	UPDDX	DAGVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.58%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.12%	—
Volatility (1Y) Calculated over the trailing 1-year period	26.35%	11.91%	+14.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.35%	15.58%	+10.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.35%	18.83%	+7.52%

UPDDX vs. DAGVX - Expense Ratio Comparison

UPDDX has a 2.57% expense ratio, which is higher than DAGVX's 0.93% expense ratio.

Dividends

UPDDX vs. DAGVX - Dividend Comparison

UPDDX has not paid dividends to shareholders, while DAGVX's dividend yield for the trailing twelve months is around 5.88%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DAGVX BNY Mellon Dynamic Value Fund	5.88%	6.69%	6.85%	5.09%	7.96%	21.64%	2.64%	3.29%	17.81%	10.71%	2.72%	15.78%
UPDDX Upright Growth & Income Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both UPDDX and DAGVX in my portfolio?

UPDDX and DAGVX have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.