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Davis Select Financial ETF (DFNL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US23908L1089

CUSIP

23908L108

Inception Date

Jan 11, 2017

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

DFNL has an expense ratio of 0.64%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

Davis Select Financial ETF (DFNL) returned 4.28% year-to-date (YTD) and 20.19% over the past 12 months.


DFNL

YTD

4.28%

1M

11.51%

6M

2.20%

1Y

20.19%

5Y*

21.07%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

The table below presents the monthly returns of DFNL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.85%1.36%-3.89%-1.84%3.02%4.28%
20241.21%2.54%6.08%-2.96%4.45%-1.67%7.62%3.21%0.28%2.10%9.47%-5.87%28.56%
20239.71%-1.84%-10.93%2.29%-4.68%7.11%7.58%-5.38%-3.03%-2.65%9.58%8.50%14.45%
20223.11%-0.86%-1.12%-9.03%3.38%-10.71%5.32%-2.76%-7.90%11.64%6.71%-4.02%-8.45%
2021-1.24%12.05%6.29%6.99%3.54%-3.48%-0.56%3.18%-1.20%5.46%-6.52%4.44%31.25%
2020-3.11%-10.37%-24.48%9.25%2.28%-0.79%3.00%5.43%-5.27%1.26%18.12%6.23%-4.97%
20197.61%1.96%-1.88%7.84%-7.02%5.29%1.50%-4.98%5.75%2.17%4.09%3.31%27.37%
20185.97%-2.68%-3.00%0.21%-0.93%-0.49%4.47%0.81%-0.88%-6.72%2.34%-10.24%-11.59%
20170.20%4.97%-1.80%0.43%0.10%3.55%3.29%-1.93%3.29%3.05%1.83%2.05%20.47%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 85, DFNL is among the top 15% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DFNL is 8585
Overall Rank
The Sharpe Ratio Rank of DFNL is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of DFNL is 8383
Sortino Ratio Rank
The Omega Ratio Rank of DFNL is 8585
Omega Ratio Rank
The Calmar Ratio Rank of DFNL is 8888
Calmar Ratio Rank
The Martin Ratio Rank of DFNL is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Davis Select Financial ETF (DFNL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Davis Select Financial ETF Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 1.01
  • 5-Year: 0.91
  • All Time: 0.47

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Davis Select Financial ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Davis Select Financial ETF provided a 2.10% dividend yield over the last twelve months, with an annual payout of $0.83 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80$1.0020172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017
Dividend$0.83$0.83$0.70$0.91$0.75$0.35$0.64$0.64$0.26

Dividend yield

2.10%2.19%2.33%3.34%2.45%1.45%2.52%3.12%1.10%

Monthly Dividends

The table displays the monthly dividend distributions for Davis Select Financial ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.83$0.83
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.70$0.70
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.91$0.91
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.75$0.75
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$0.64
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$0.64
2017$0.26$0.26

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Davis Select Financial ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Davis Select Financial ETF was 44.51%, occurring on Mar 23, 2020. Recovery took 204 trading sessions.

The current Davis Select Financial ETF drawdown is 3.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.51%Jan 3, 202055Mar 23, 2020204Jan 12, 2021259
-26.27%Feb 10, 2022161Sep 30, 2022354Feb 29, 2024515
-21.13%Jan 29, 2018229Dec 24, 2018217Nov 4, 2019446
-16.05%Feb 7, 202542Apr 8, 2025
-9.36%Oct 26, 202126Dec 1, 202126Jan 7, 202252

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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