VFAIX vs. DAGVX
Compare and contrast key facts about Vanguard Financials Index Fund Admiral Shares (VFAIX) and BNY Mellon Dynamic Value Fund (DAGVX).
VFAIX is managed by Blackrock. It was launched on Feb 4, 2004. DAGVX is managed by BNY Mellon. It was launched on Sep 29, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFAIX or DAGVX.
Performance
VFAIX vs. DAGVX - Performance Comparison
Returns By Period
In the year-to-date period, VFAIX achieves a 35.52% return, which is significantly higher than DAGVX's 23.64% return. Both investments have delivered pretty close results over the past 10 years, with VFAIX having a 12.02% annualized return and DAGVX not far behind at 11.62%.
VFAIX
35.52%
7.48%
24.14%
47.42%
13.18%
12.02%
DAGVX
23.64%
4.14%
13.04%
28.91%
15.20%
11.62%
Key characteristics
| VFAIX | DAGVX | |
|---|---|---|
| Sharpe Ratio | 3.28 | 2.58 |
| Sortino Ratio | 4.66 | 3.57 |
| Omega Ratio | 1.60 | 1.47 |
| Calmar Ratio | 3.80 | 4.91 |
| Martin Ratio | 23.51 | 17.03 |
| Ulcer Index | 2.05% | 1.70% |
| Daily Std Dev | 14.66% | 11.20% |
| Max Drawdown | -78.64% | -54.89% |
| Current Drawdown | 0.00% | 0.00% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VFAIX vs. DAGVX - Expense Ratio Comparison
VFAIX has a 0.10% expense ratio, which is lower than DAGVX's 0.93% expense ratio.
Correlation
The correlation between VFAIX 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.
Risk-Adjusted Performance
VFAIX vs. DAGVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Financials Index Fund Admiral Shares (VFAIX) 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.
Dividends
VFAIX vs. DAGVX - Dividend Comparison
VFAIX's dividend yield for the trailing twelve months is around 1.59%, more than DAGVX's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFAIX Vanguard Financials Index Fund Admiral Shares | 1.59% | 2.08% | 2.30% | 1.87% | 2.22% | 2.17% | 2.30% | 1.54% | 1.64% | 2.00% | 1.86% | 1.82% |
DAGVX BNY Mellon Dynamic Value Fund | 0.62% | 0.77% | 0.72% | 1.11% | 0.58% | 1.51% | 2.06% | 0.96% | 1.26% | 1.14% | 0.91% | 0.65% |
Drawdowns
VFAIX vs. DAGVX - Drawdown Comparison
The maximum VFAIX drawdown since its inception was -78.64%, which is greater than DAGVX's maximum drawdown of -54.89%. Use the drawdown chart below to compare losses from any high point for VFAIX and DAGVX. For additional features, visit the drawdowns tool.
Volatility
VFAIX vs. DAGVX - Volatility Comparison
Vanguard Financials Index Fund Admiral Shares (VFAIX) has a higher volatility of 7.73% compared to BNY Mellon Dynamic Value Fund (DAGVX) at 4.51%. This indicates that VFAIX's price experiences larger fluctuations and is considered to be riskier than DAGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.