WMFFX vs. DAGVX

Last updated Aug 1, 2026

WMFFX (Washington Mutual Investors Fund Class F-2) and DAGVX (BNY Mellon Dynamic Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, WMFFX returned 13.00%/yr vs 13.59%/yr for DAGVX. Their correlation of 0.93 means they have usually moved in the same direction. WMFFX charges 0.37%/yr vs 0.93%/yr for DAGVX.

Performance

WMFFX vs. DAGVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Washington Mutual Investors Fund Class F-2 (WMFFX) and BNY Mellon Dynamic Value Fund (DAGVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WMFFX achieves a 9.13% return, which is significantly lower than DAGVX's 16.28% return. Both investments have delivered pretty close results over the past 10 years, with WMFFX having a 13.00% annualized return and DAGVX not far ahead at 13.59%.

WMFFX

• 1D: 0.59%
• 1M: 1.04%
• 6M: 7.22%
• YTD: 9.13%
• 1Y: 17.59%
• 3Y*: 17.17%
• 5Y*: 12.51%
• 10Y*: 13.00%
• ALL TIME*: 10.97%

DAGVX

• 1D: 0.76%
• 1M: -0.05%
• 6M: 11.31%
• YTD: 16.28%
• 1Y: 28.97%
• 3Y*: 17.74%
• 5Y*: 13.88%
• 10Y*: 13.59%
• ALL TIME*: 11.59%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DAGVX BNY Mellon Dynamic Value Fund	$0.00	$0.00	$0.00
WMFFX Washington Mutual Investors Fund Class F-2	$0.00	$0.00	$0.00

WMFFX vs. DAGVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WMFFX Washington Mutual Investors Fund Class F-2	9.13%	17.42%	19.24%	16.96%	-8.27%	28.71%	7.89%	25.03%	-5.98%	20.23%
DAGVX BNY Mellon Dynamic Value Fund	16.28%	18.20%	14.16%	12.54%	1.43%	30.90%	3.66%	26.74%	-10.76%	14.78%

Correlation

The correlation between WMFFX and DAGVX is 0.84, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.84
Correlation (3Y) Balances recent behavior with more history.	0.85
Correlation (5Y) Shows whether the relationship held over a longer period.	0.90
Correlation (10Y) Provides a long-term view across more market conditions.	0.90
Correlation (All Time) Calculated using the full available price history since Aug 1, 2008	0.93

The correlation between WMFFX and DAGVX has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.

Return for Risk

WMFFX vs. DAGVX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WMFFX

WMFFX Risk / Return Rank: 59
WMFFX Sharpe Ratio Rank: 61
WMFFX Sortino Ratio Rank: 60
WMFFX Omega Ratio Rank: 57
WMFFX Calmar Ratio Rank: 51
WMFFX Martin Ratio Rank: 64

DAGVX

DAGVX Risk / Return Rank: 88
DAGVX Sharpe Ratio Rank: 86
DAGVX Sortino Ratio Rank: 83
DAGVX Omega Ratio Rank: 81
DAGVX Calmar Ratio Rank: 94
DAGVX Martin Ratio Rank: 94

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WMFFX vs. DAGVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Washington Mutual Investors Fund Class F-2 (WMFFX) 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.

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.

	WMFFX	DAGVX	Difference
Sharpe ratio: Return per unit of total volatility	1.47	2.09	-0.62
Sortino ratio: Return per unit of downside risk	2.11	2.93	-0.82
Omega ratio: Gain probability vs. loss probability	1.26	1.37	-0.11
Calmar ratio: Return relative to maximum drawdown	1.86	3.86	-2.00
Martin ratio: Return relative to average drawdown	8.05	14.79	-6.74

WMFFX vs. DAGVX - Sharpe Ratio Comparison

The current WMFFX Sharpe Ratio is 1.47, which is comparable to the DAGVX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of WMFFX and DAGVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WMFFX vs. DAGVX - Drawdown Comparison

The maximum WMFFX drawdown since its inception was -47.21%, smaller than the maximum DAGVX drawdown of -55.04%. Use the drawdown chart below to compare losses from any high point for WMFFX and DAGVX.

Drawdown Indicators

	WMFFX	DAGVX	Difference
Max Drawdown Largest peak-to-trough decline	-47.21%	-55.04%	+7.83%
Max Drawdown (1Y) Largest decline over 1 year	-8.36%	-6.69%	-1.67%
Max Drawdown (3Y) Largest decline over 3 years	-14.64%	-16.96%	+2.32%
Max Drawdown (5Y) Largest decline over 5 years	-18.53%	-16.96%	-1.57%
Max Drawdown (10Y) Largest decline over 10 years	-34.63%	-42.62%	+7.99%
Current Drawdown Current decline from peak	-0.51%	-0.75%	+0.24%
Average Drawdown Average peak-to-trough decline	-5.31%	-7.61%	+2.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.93%	1.76%	+0.17%

Volatility

WMFFX vs. DAGVX - Volatility Comparison

The current volatility for Washington Mutual Investors Fund Class F-2 (WMFFX) is 2.39%, while BNY Mellon Dynamic Value Fund (DAGVX) has a volatility of 2.82%. This indicates that WMFFX experiences smaller price fluctuations and is considered to be less risky than DAGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WMFFX	DAGVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.39%	2.82%	-0.43%
Volatility (6M) Calculated over the trailing 6-month period	7.83%	9.38%	-1.55%
Volatility (1Y) Calculated over the trailing 1-year period	10.53%	12.34%	-1.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.07%	15.51%	-1.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.28%	18.74%	-2.46%

WMFFX vs. DAGVX - Expense Ratio Comparison

WMFFX has a 0.37% expense ratio, which is lower than DAGVX's 0.93% expense ratio.

Dividends

WMFFX vs. DAGVX - Dividend Comparison

WMFFX's dividend yield for the trailing twelve months is around 9.69%, more than DAGVX's 5.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DAGVX BNY Mellon Dynamic Value Fund	5.75%	6.69%	6.85%	5.09%	7.96%	21.64%	2.64%	3.29%	17.81%	10.71%	2.72%	15.78%
WMFFX Washington Mutual Investors Fund Class F-2	9.69%	10.28%	10.27%	5.92%	6.53%	6.24%	3.26%	6.33%	4.59%	7.43%	6.56%	6.44%

Frequently Asked Questions

Can I hold both WMFFX and DAGVX in my portfolio?

WMFFX and DAGVX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WMFFX or DAGVX?

DAGVX has higher volatility (2.82%) compared to WMFFX (2.39%). In terms of maximum drawdown, WMFFX dropped -47.21% vs DAGVX's -55.04%.

Which has better risk-adjusted returns?

DAGVX currently has the higher Sharpe Ratio (2.09 vs 1.47), 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.