PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
DGFAX vs. DILAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

DGFAX vs. DILAX

Last updated May 12, 2025

Compare and contrast key facts about Davis Global Fund (DGFAX) and Davis International Fund (DILAX).

DGFAX is managed by Davis Funds. It was launched on Dec 21, 2004. DILAX is managed by Davis Funds. It was launched on Dec 29, 2006.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGFAX or DILAX.

Correlation

The correlation between DGFAX and DILAX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

DGFAX vs. DILAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davis Global Fund (DGFAX) and Davis International Fund (DILAX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

DGFAX:

8.24%

DILAX:

10.80%

Max Drawdown

DGFAX:

-0.21%

DILAX:

-0.58%

Current Drawdown

DGFAX:

-0.07%

DILAX:

-0.00%

Returns By Period

DGFAX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

DILAX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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

DGFAX vs. DILAX - Expense Ratio Comparison

DGFAX has a 0.96% expense ratio, which is lower than DILAX's 1.00% expense ratio.

DILAX
Davis International Fund
DGFAX
Davis Global Fund

Risk-Adjusted Performance

DGFAX vs. DILAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DGFAX
The Risk-Adjusted Performance Rank of DGFAX is 6969
Overall Rank
The Sharpe Ratio Rank of DGFAX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of DGFAX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of DGFAX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of DGFAX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of DGFAX is 6767
Martin Ratio Rank
DILAX
The Risk-Adjusted Performance Rank of DILAX is 6464
Overall Rank
The Sharpe Ratio Rank of DILAX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of DILAX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of DILAX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of DILAX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of DILAX is 5656
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.

DGFAX vs. DILAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Global Fund (DGFAX) and Davis International Fund (DILAX). 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.

No data
No data
No data
No data
No data

Loading data...

Dividends

DGFAX vs. DILAX - Dividend Comparison

DGFAX's dividend yield for the trailing twelve months is around 1.15%, less than DILAX's 2.07% yield.

TTM20242023202220212020201920182017201620152014
DGFAX
Davis Global Fund		1.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DILAX
Davis International Fund		2.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DGFAX vs. DILAX - Drawdown Comparison

The maximum DGFAX drawdown since its inception was -0.21%, smaller than the maximum DILAX drawdown of -0.58%. Use the drawdown chart below to compare losses from any high point for DGFAX and DILAX. For additional features, visit the drawdowns tool.

Loading data...

Volatility

DGFAX vs. DILAX - Volatility Comparison

Loading data...