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DGFAX vs. DILAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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DGFAX vs. DILAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGFAX
Davis Global Fund
-9.57%31.85%22.59%17.22%-16.53%-5.15%23.06%31.61%-20.73%33.33%
DILAX
Davis International Fund
-9.13%30.70%21.56%5.12%-11.47%-22.00%22.69%26.58%-20.97%38.09%

Returns By Period

The year-to-date returns for both investments are quite close, with DGFAX having a -9.57% return and DILAX slightly higher at -9.13%. Over the past 10 years, DGFAX has outperformed DILAX with an annualized return of 9.87%, while DILAX has yielded a comparatively lower 6.33% annualized return.


DGFAX

1D
0.43%
1M
-9.00%
YTD
-9.57%
6M
-5.02%
1Y
14.67%
3Y*
17.60%
5Y*
4.44%
10Y*
9.87%

DILAX

1D
0.79%
1M
-10.78%
YTD
-9.13%
6M
-6.19%
1Y
13.00%
3Y*
13.78%
5Y*
0.68%
10Y*
6.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGFAX vs. DILAX - Expense Ratio Comparison

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


Return for Risk

DGFAX vs. DILAX — Risk / Return Rank

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

DGFAX
DGFAX Risk / Return Rank: 3232
Overall Rank
DGFAX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
DGFAX Sortino Ratio Rank: 3333
Sortino Ratio Rank
DGFAX Omega Ratio Rank: 3535
Omega Ratio Rank
DGFAX Calmar Ratio Rank: 3030
Calmar Ratio Rank
DGFAX Martin Ratio Rank: 2828
Martin Ratio Rank

DILAX
DILAX Risk / Return Rank: 2222
Overall Rank
DILAX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DILAX Sortino Ratio Rank: 2222
Sortino Ratio Rank
DILAX Omega Ratio Rank: 2222
Omega Ratio Rank
DILAX Calmar Ratio Rank: 2121
Calmar Ratio Rank
DILAX Martin Ratio Rank: 2020
Martin Ratio Rank
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.

DGFAX vs. DILAX - Risk-Adjusted Trends 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.


DGFAXDILAXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.60

+0.17

Sortino ratio

Return per unit of downside risk

1.14

0.90

+0.24

Omega ratio

Gain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratio

Return relative to maximum drawdown

0.87

0.61

+0.25

Martin ratio

Return relative to average drawdown

3.04

2.10

+0.94

DGFAX vs. DILAX - Sharpe Ratio Comparison

The current DGFAX Sharpe Ratio is 0.77, which is comparable to the DILAX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of DGFAX and DILAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DGFAXDILAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.60

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.03

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.31

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.16

+0.24

Correlation

The correlation between DGFAX and DILAX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DGFAX vs. DILAX - Dividend Comparison

DGFAX's dividend yield for the trailing twelve months is around 8.66%, more than DILAX's 0.90% yield.


TTM20252024202320222021202020192018201720162015
DGFAX
Davis Global Fund
8.66%7.83%13.06%1.07%0.00%11.55%0.27%1.88%9.25%0.00%0.00%6.12%
DILAX
Davis International Fund
0.90%0.82%2.22%1.55%0.00%1.38%0.00%3.28%2.47%0.11%0.17%3.81%

Drawdowns

DGFAX vs. DILAX - Drawdown Comparison

The maximum DGFAX drawdown since its inception was -65.64%, roughly equal to the maximum DILAX drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for DGFAX and DILAX.


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Drawdown Indicators


DGFAXDILAXDifference

Max Drawdown

Largest peak-to-trough decline

-65.64%

-65.42%

-0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-13.47%

-14.57%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-42.47%

-49.79%

+7.32%

Max Drawdown (10Y)

Largest decline over 10 years

-42.47%

-51.66%

+9.19%

Current Drawdown

Current decline from peak

-12.34%

-13.32%

+0.98%

Average Drawdown

Average peak-to-trough decline

-14.78%

-22.37%

+7.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

4.28%

-0.44%

Volatility

DGFAX vs. DILAX - Volatility Comparison

The current volatility for Davis Global Fund (DGFAX) is 5.48%, while Davis International Fund (DILAX) has a volatility of 7.60%. This indicates that DGFAX experiences smaller price fluctuations and is considered to be less risky than DILAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGFAXDILAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

7.60%

-2.12%

Volatility (6M)

Calculated over the trailing 6-month period

11.07%

12.66%

-1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

18.91%

19.81%

-0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.47%

22.80%

-2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.95%

20.83%

-0.88%