DILAX vs. DGFAX
Compare and contrast key facts about Davis International Fund (DILAX) and Davis Global Fund (DGFAX).
DILAX is managed by Davis Funds. It was launched on Dec 29, 2006. DGFAX is managed by Davis Funds. It was launched on Dec 21, 2004.
Performance
DILAX vs. DGFAX - Performance Comparison
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DILAX vs. DGFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DILAX Davis International Fund | -9.13% | 30.70% | 21.56% | 5.12% | -11.47% | -22.00% | 22.69% | 26.58% | -20.97% | 38.09% |
DGFAX Davis Global Fund | -9.57% | 31.85% | 22.59% | 17.22% | -16.53% | -5.15% | 23.06% | 31.61% | -20.73% | 33.33% |
Returns By Period
The year-to-date returns for both stocks are quite close, with DILAX having a -9.13% return and DGFAX slightly lower at -9.57%. Over the past 10 years, DILAX has underperformed DGFAX with an annualized return of 6.33%, while DGFAX has yielded a comparatively higher 9.87% annualized return.
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%
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%
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DILAX vs. DGFAX - Expense Ratio Comparison
DILAX has a 1.00% expense ratio, which is higher than DGFAX's 0.96% expense ratio.
Return for Risk
DILAX vs. DGFAX — Risk / Return Rank
DILAX
DGFAX
DILAX vs. DGFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis International Fund (DILAX) and Davis Global Fund (DGFAX). 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.
| DILAX | DGFAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.77 | -0.17 |
Sortino ratioReturn per unit of downside risk | 0.90 | 1.14 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 0.87 | -0.25 |
Martin ratioReturn relative to average drawdown | 2.10 | 3.04 | -0.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DILAX | DGFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.77 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.22 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.50 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.40 | -0.24 |
Correlation
The correlation between DILAX and DGFAX 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
DILAX vs. DGFAX - Dividend Comparison
DILAX's dividend yield for the trailing twelve months is around 0.90%, less than DGFAX's 8.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
DILAX vs. DGFAX - Drawdown Comparison
The maximum DILAX drawdown since its inception was -65.42%, roughly equal to the maximum DGFAX drawdown of -65.64%. Use the drawdown chart below to compare losses from any high point for DILAX and DGFAX.
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Drawdown Indicators
| DILAX | DGFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.42% | -65.64% | +0.22% |
Max Drawdown (1Y)Largest decline over 1 year | -14.57% | -13.47% | -1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -49.79% | -42.47% | -7.32% |
Max Drawdown (10Y)Largest decline over 10 years | -51.66% | -42.47% | -9.19% |
Current DrawdownCurrent decline from peak | -13.32% | -12.34% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -22.37% | -14.78% | -7.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 3.84% | +0.44% |
Volatility
DILAX vs. DGFAX - Volatility Comparison
Davis International Fund (DILAX) has a higher volatility of 7.60% compared to Davis Global Fund (DGFAX) at 5.48%. This indicates that DILAX's price experiences larger fluctuations and is considered to be riskier than DGFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DILAX | DGFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.60% | 5.48% | +2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.66% | 11.07% | +1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.81% | 18.91% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.80% | 20.47% | +2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.83% | 19.95% | +0.88% |