DGFAX vs. RPFRX
DGFAX (Davis Global Fund) and RPFRX (Davis Real Estate Fund) are both mutual funds - DGFAX is a Global Equities fund managed by Davis, while RPFRX is a REIT fund managed by Davis. Over the past 10 years, DGFAX returned 10.79%/yr vs 3.59%/yr for RPFRX. Their 0.53 correlation means they have sometimes moved together and sometimes differently. DGFAX charges 0.96%/yr vs 0.95%/yr for RPFRX.
Performance
DGFAX vs. RPFRX - Performance Comparison
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Returns By Period
In the year-to-date period, DGFAX achieves a 3.04% return, which is significantly lower than RPFRX's 15.95% return. Over the past 10 years, DGFAX has outperformed RPFRX with an annualized return of 10.79%, while RPFRX has yielded a comparatively lower 3.59% annualized return.
DGFAX
- 1D
- 0.80%
- 1M
- 3.13%
- 6M
- 3.23%
- YTD
- 3.04%
- 1Y
- 20.64%
- 3Y*
- 16.97%
- 5Y*
- 9.01%
- 10Y*
- 10.79%
- ALL TIME*
- 8.74%
RPFRX
- 1D
- -0.56%
- 1M
- 1.14%
- 6M
- 13.02%
- YTD
- 15.95%
- 1Y
- 14.95%
- 3Y*
- 5.19%
- 5Y*
- 0.23%
- 10Y*
- 3.59%
- ALL TIME*
- 8.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
DGFAX Davis Global Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
DGFAX vs. RPFRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGFAX Davis Global Fund | 3.04% | 31.85% | 22.59% | 17.22% | -16.53% | -5.15% | 23.06% | 31.61% | -20.73% | 33.33% |
RPFRX Davis Real Estate Fund | 15.95% | -6.17% | 2.30% | 10.48% | -26.78% | 43.26% | -8.25% | 25.39% | -4.52% | 8.32% |
Correlation
The correlation between DGFAX and RPFRX is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2004 | 0.53 |
The correlation between DGFAX and RPFRX shifts across timeframes, from 0.37 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DGFAX vs. RPFRX — Risk / Return Rank
DGFAX
RPFRX
DGFAX vs. RPFRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Global Fund (DGFAX) and Davis Real Estate Fund (RPFRX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DGFAX | RPFRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.15 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.22 | +0.12 |
| Martin ratioReturn relative to average drawdown | 4.28 | 3.08 | +1.20 |
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Drawdowns
DGFAX vs. RPFRX - Drawdown Comparison
The maximum DGFAX drawdown since its inception was -65.64%, smaller than the maximum RPFRX drawdown of -75.01%. Use the drawdown chart below to compare losses from any high point for DGFAX and RPFRX.
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Drawdown Indicators
| DGFAX | RPFRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.64% | -75.01% | +9.37% |
Max Drawdown (1Y)Largest decline over 1 year | -12.72% | -10.13% | -2.59% |
Max Drawdown (3Y)Largest decline over 3 years | -16.92% | -22.20% | +5.28% |
Max Drawdown (5Y)Largest decline over 5 years | -34.13% | -35.52% | +1.39% |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | -42.29% | -0.18% |
Current DrawdownCurrent decline from peak | -0.90% | -10.09% | +9.19% |
Average DrawdownAverage peak-to-trough decline | -14.60% | -13.40% | -1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 4.02% | -0.03% |
Volatility
DGFAX vs. RPFRX - Volatility Comparison
Davis Global Fund (DGFAX) and Davis Real Estate Fund (RPFRX) have volatilities of 4.20% and 4.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGFAX | RPFRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 4.23% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.44% | 11.09% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.87% | 14.94% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.27% | 19.53% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.91% | 21.17% | -1.26% |
DGFAX vs. RPFRX - Expense Ratio Comparison
DGFAX has a 0.96% expense ratio, which is higher than RPFRX's 0.95% expense ratio.
Dividends
DGFAX vs. RPFRX - Dividend Comparison
DGFAX's dividend yield for the trailing twelve months is around 7.60%, more than RPFRX's 6.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGFAX Davis Global Fund | 7.60% | 7.83% | 13.06% | 1.07% | 0.00% | 11.55% | 0.27% | 1.88% | 9.25% | 0.00% | 0.00% | 6.12% |
RPFRX Davis Real Estate Fund | 6.37% | 6.48% | 1.43% | 2.26% | 5.33% | 1.05% | 1.77% | 2.78% | 6.03% | 5.84% | 1.61% | 1.19% |
Frequently Asked Questions
DGFAX and RPFRX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RPFRX has higher volatility (4.23%) compared to DGFAX (4.20%). In terms of maximum drawdown, DGFAX dropped -65.64% vs RPFRX's -75.01%.
DGFAX currently has the higher Sharpe Ratio (1.15 vs 0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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