DNVYX vs. SFLNX
Compare and contrast key facts about Davis New York Venture Fund Class Y (DNVYX) and Schwab Fundamental US Large Company Index Fund (SFLNX).
DNVYX is an actively managed fund by Davis Advisors. It was launched on Feb 17, 1969. SFLNX is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI US Large Company Index. It was launched on Apr 2, 2007.
Performance
DNVYX vs. SFLNX - Performance Comparison
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DNVYX vs. SFLNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DNVYX Davis New York Venture Fund Class Y | -0.03% | 27.17% | 31.80% | 30.49% | -17.34% | 12.74% | 11.68% | 31.35% | -12.79% | 22.51% |
SFLNX Schwab Fundamental US Large Company Index Fund | 2.71% | 17.02% | 16.78% | 18.16% | -6.89% | 31.64% | 9.12% | 28.91% | -7.43% | 17.08% |
Returns By Period
In the year-to-date period, DNVYX achieves a -0.03% return, which is significantly lower than SFLNX's 2.71% return. Over the past 10 years, DNVYX has outperformed SFLNX with an annualized return of 14.16%, while SFLNX has yielded a comparatively lower 13.25% annualized return.
DNVYX
- 1D
- 2.32%
- 1M
- -3.97%
- YTD
- -0.03%
- 6M
- 7.66%
- 1Y
- 24.50%
- 3Y*
- 27.33%
- 5Y*
- 12.07%
- 10Y*
- 14.16%
SFLNX
- 1D
- 1.98%
- 1M
- -3.63%
- YTD
- 2.71%
- 6M
- 6.30%
- 1Y
- 19.89%
- 3Y*
- 17.10%
- 5Y*
- 11.99%
- 10Y*
- 13.25%
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DNVYX vs. SFLNX - Expense Ratio Comparison
DNVYX has a 0.67% expense ratio, which is higher than SFLNX's 0.25% expense ratio.
Return for Risk
DNVYX vs. SFLNX — Risk / Return Rank
DNVYX
SFLNX
DNVYX vs. SFLNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis New York Venture Fund Class Y (DNVYX) and Schwab Fundamental US Large Company Index Fund (SFLNX). 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.
| DNVYX | SFLNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.24 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.94 | 1.79 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.28 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.10 | 1.72 | +0.39 |
Martin ratioReturn relative to average drawdown | 9.08 | 8.22 | +0.86 |
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
| DNVYX | SFLNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.24 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.79 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.72 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.51 | -0.02 |
Correlation
The correlation between DNVYX and SFLNX is 0.92, 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
DNVYX vs. SFLNX - Dividend Comparison
DNVYX's dividend yield for the trailing twelve months is around 11.15%, more than SFLNX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DNVYX Davis New York Venture Fund Class Y | 11.15% | 11.15% | 31.98% | 7.88% | 7.54% | 21.48% | 5.93% | 7.63% | 23.81% | 8.39% | 12.88% | 22.87% |
SFLNX Schwab Fundamental US Large Company Index Fund | 1.63% | 1.68% | 1.78% | 1.86% | 2.09% | 4.78% | 6.17% | 5.33% | 9.69% | 3.28% | 7.23% | 5.68% |
Drawdowns
DNVYX vs. SFLNX - Drawdown Comparison
The maximum DNVYX drawdown since its inception was -58.41%, roughly equal to the maximum SFLNX drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for DNVYX and SFLNX.
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Drawdown Indicators
| DNVYX | SFLNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.41% | -56.18% | -2.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -12.28% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -32.39% | -18.98% | -13.41% |
Max Drawdown (10Y)Largest decline over 10 years | -36.97% | -37.59% | +0.62% |
Current DrawdownCurrent decline from peak | -5.49% | -4.24% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -9.49% | -6.06% | -3.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.56% | +0.24% |
Volatility
DNVYX vs. SFLNX - Volatility Comparison
Davis New York Venture Fund Class Y (DNVYX) has a higher volatility of 4.91% compared to Schwab Fundamental US Large Company Index Fund (SFLNX) at 4.01%. This indicates that DNVYX's price experiences larger fluctuations and is considered to be riskier than SFLNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DNVYX | SFLNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 4.01% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.93% | 8.18% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.42% | 16.24% | +2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.97% | 15.34% | +6.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.15% | 18.41% | +2.74% |