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DFNL vs. BCFN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFNL vs. BCFN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davis Select Financial ETF (DFNL) and Baron Financials ETF (BCFN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFNL achieves a -5.82% return, which is significantly higher than BCFN's -17.02% return.


DFNL

1D
-1.60%
1M
-1.94%
YTD
-5.82%
6M
-1.79%
1Y
12.54%
3Y*
22.23%
5Y*
10.20%
10Y*

BCFN

1D
-2.00%
1M
-4.60%
YTD
-17.02%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFNL vs. BCFN - Yearly Performance Comparison


2026 (YTD)2025
DFNL
Davis Select Financial ETF
-5.82%0.60%
BCFN
Baron Financials ETF
-17.02%0.35%

Correlation

The correlation between DFNL and BCFN is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 16, 2025

0.62

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Return for Risk

DFNL vs. BCFN — Risk / Return Rank

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

DFNL
DFNL Risk / Return Rank: 2323
Overall Rank
DFNL Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DFNL Sortino Ratio Rank: 2323
Sortino Ratio Rank
DFNL Omega Ratio Rank: 2323
Omega Ratio Rank
DFNL Calmar Ratio Rank: 2222
Calmar Ratio Rank
DFNL Martin Ratio Rank: 2222
Martin Ratio Rank

BCFN
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.

DFNL vs. BCFN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Select Financial ETF (DFNL) and Baron Financials ETF (BCFN). 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.


DFNLBCFNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

0.97

Martin ratioReturn relative to average drawdown

2.84

DFNL vs. BCFN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DFNLBCFNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

-1.70

+2.20

Drawdowns

DFNL vs. BCFN - Drawdown Comparison

The maximum DFNL drawdown since its inception was -44.51%, which is greater than BCFN's maximum drawdown of -20.95%. Use the drawdown chart below to compare losses from any high point for DFNL and BCFN.


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Drawdown Indicators


DFNLBCFNDifference

Max Drawdown

Largest peak-to-trough decline

-44.51%

-20.95%

-23.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.94%

Max Drawdown (3Y)

Largest decline over 3 years

-16.05%

Max Drawdown (5Y)

Largest decline over 5 years

-26.27%

Current Drawdown

Current decline from peak

-8.54%

-19.09%

+10.55%

Average Drawdown

Average peak-to-trough decline

-7.66%

-12.17%

+4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

Volatility

DFNL vs. BCFN - Volatility Comparison


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Volatility by Period


DFNLBCFNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

Volatility (6M)

Calculated over the trailing 6-month period

11.22%

Volatility (1Y)

Calculated over the trailing 1-year period

14.68%

19.41%

-4.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.33%

19.41%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.62%

19.41%

+3.21%

DFNL vs. BCFN - Expense Ratio Comparison

DFNL has a 0.64% expense ratio, which is lower than BCFN's 0.80% expense ratio.


Dividends

DFNL vs. BCFN - Dividend Comparison

DFNL's dividend yield for the trailing twelve months is around 1.45%, while BCFN has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
BCFN
Baron Financials ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFNL
Davis Select Financial ETF
1.45%1.37%2.19%2.33%3.34%2.45%1.45%2.52%3.12%1.10%

Frequently Asked Questions


DFNL and BCFN have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DFNL is cheaper at 0.64% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DFNL is cheaper with a 0.64% expense ratio, compared with 0.80% for BCFN.

DFNL has the higher dividend yield at 1.45%, compared with 0.00% for BCFN.

They also come from different issuers: Davis Advisers and Baron Capital. Their fees differ too: 0.64% for DFNL and 0.80% for BCFN.

Portfolio Optimizer

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