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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Davis Global Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Davis Global Fund (DGFAX) has returned -9.57% so far this year and 14.67% over the past 12 months. Over the last ten years, DGFAX has returned 9.87% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Davis Global Fund
- 1D
- 0.43%
- 1M
- -9.00%
- YTD
- -9.57%
- 6M
- -5.02%
- 1Y
- 14.67%
- 3Y*
- 17.60%
- 5Y*
- 4.44%
- 10Y*
- 9.87%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 23, 2004, DGFAX's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, your investment would double in approximately 7.2 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +17.2%, while the worst month was Oct 2008 at -22.9%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.
On a daily basis, DGFAX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +12.7%, while the worst single day was Oct 15, 2008 at -11.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.18% | -0.45% | -9.00% | -9.57% | |||||||||
| 2025 | 4.23% | 1.62% | -1.84% | -2.33% | 6.99% | 5.04% | 1.00% | 5.46% | 3.27% | 0.82% | 0.29% | 3.88% | 31.85% |
| 2024 | -2.65% | 6.10% | 5.05% | 0.52% | 3.97% | -1.52% | 0.54% | 2.86% | 10.35% | -0.63% | 1.90% | -5.00% | 22.59% |
| 2023 | 13.02% | -5.10% | -1.78% | 2.74% | -3.01% | 8.33% | 7.28% | -6.71% | -4.53% | -3.51% | 6.08% | 5.41% | 17.22% |
| 2022 | 0.58% | -6.37% | -3.67% | -8.17% | 2.52% | -4.91% | 1.96% | -1.17% | -10.91% | -0.64% | 17.19% | -1.69% | -16.53% |
| 2021 | 2.68% | 6.18% | 0.12% | 6.63% | -1.62% | -3.12% | -9.51% | -0.46% | -4.30% | 4.25% | -5.11% | 0.26% | -5.15% |
Benchmark Metrics
Davis Global Fund has an annualized alpha of 0.97%, beta of 0.94, and R² of 0.76 versus S&P 500 Index. Calculated based on daily prices since December 27, 2004.
- With beta of 0.94 and R² of 0.76, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.97%
- Beta
- 0.94
- R²
- 0.76
- Upside Capture
- 101.31%
- Downside Capture
- 100.77%
Expense Ratio
DGFAX has a high expense ratio of 0.96%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
DGFAX ranks 30 for risk / return — below 30% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Davis Global Fund (DGFAX) and compare them to a chosen benchmark (S&P 500 Index).
| DGFAX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.90 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.39 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 1.40 | -0.53 |
Martin ratioReturn relative to average drawdown | 3.04 | 6.61 | -3.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DGFAX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Davis Global Fund provided a 8.66% dividend yield over the last twelve months, with an annual payout of $2.60 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.60 | $2.60 | $3.55 | $0.27 | $0.00 | $2.98 | $0.08 | $0.46 | $1.77 | $0.00 | $0.00 | $1.09 |
Dividend yield | 8.66% | 7.83% | 13.06% | 1.07% | 0.00% | 11.55% | 0.27% | 1.88% | 9.25% | 0.00% | 0.00% | 6.12% |
Monthly Dividends
The table displays the monthly dividend distributions for Davis Global Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.60 | $2.60 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.55 | $3.55 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.98 | $2.98 |
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 Global Fund. 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 Global Fund was 65.64%, occurring on Mar 9, 2009. Recovery took 1207 trading sessions.
The current Davis Global Fund drawdown is 12.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.64% | Nov 1, 2007 | 339 | Mar 9, 2009 | 1207 | Dec 20, 2013 | 1546 |
| -42.47% | Apr 30, 2021 | 375 | Oct 24, 2022 | 484 | Sep 27, 2024 | 859 |
| -32.41% | Jan 17, 2020 | 45 | Mar 23, 2020 | 103 | Aug 18, 2020 | 148 |
| -30.01% | Jan 29, 2018 | 229 | Dec 24, 2018 | 267 | Jan 16, 2020 | 496 |
| -22.47% | May 26, 2015 | 182 | Feb 11, 2016 | 128 | Aug 15, 2016 | 310 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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