NYVTX vs. RCKSX

Last updated Jun 26, 2026

NYVTX (Davis New York Venture Fund) and RCKSX (Rock Oak Core Growth Fund) are both Large Cap Blend Equities funds. Over the past 10 years, NYVTX returned 13.51%/yr vs 11.49%/yr for RCKSX. Their correlation of 0.84 suggests significant overlap in exposure. NYVTX charges 0.89%/yr vs 1.25%/yr for RCKSX.

Performance

NYVTX vs. RCKSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davis New York Venture Fund (NYVTX) and Rock Oak Core Growth Fund (RCKSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NYVTX achieves a 9.99% return, which is significantly lower than RCKSX's 16.11% return. Over the past 10 years, NYVTX has outperformed RCKSX with an annualized return of 13.51%, while RCKSX has yielded a comparatively lower 11.49% annualized return.

NYVTX

• 1D: 0.63%
• 1M: -0.37%
• YTD: 9.99%
• 6M: 9.69%
• 1Y: 27.35%
• 3Y*: 23.21%
• 5Y*: 10.41%
• 10Y*: 13.51%

RCKSX

• 1D: 0.51%
• 1M: 1.28%
• YTD: 16.11%
• 6M: 14.01%
• 1Y: 21.58%
• 3Y*: 19.59%
• 5Y*: 7.69%
• 10Y*: 11.49%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NYVTX vs. RCKSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NYVTX Davis New York Venture Fund	9.99%	26.83%	17.27%	30.14%	-17.54%	12.47%	11.42%	30.99%	-12.99%	22.18%
RCKSX Rock Oak Core Growth Fund	16.11%	12.99%	15.12%	15.57%	-18.09%	9.96%	13.75%	19.05%	-2.14%	22.69%

Correlation

The correlation between NYVTX and RCKSX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.77
Correlation (10Y) Calculated over the trailing 10-year period	0.80
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005	0.84

Over the past year, the correlation between NYVTX and RCKSX has dropped to 0.63 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.

Return for Risk

NYVTX vs. RCKSX — Risk / Return Rank

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

NYVTX

NYVTX Risk / Return Rank: 77
NYVTX Sharpe Ratio Rank: 77
NYVTX Sortino Ratio Rank: 73
NYVTX Omega Ratio Rank: 70
NYVTX Calmar Ratio Rank: 83
NYVTX Martin Ratio Rank: 83

RCKSX

RCKSX Risk / Return Rank: 66
RCKSX Sharpe Ratio Rank: 52
RCKSX Sortino Ratio Rank: 54
RCKSX Omega Ratio Rank: 42
RCKSX Calmar Ratio Rank: 95
RCKSX Martin Ratio Rank: 86

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.

NYVTX vs. RCKSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis New York Venture Fund (NYVTX) and Rock Oak Core Growth Fund (RCKSX). 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.

	NYVTX	RCKSX	Difference
Sharpe ratio: Return per unit of total volatility	2.17	1.75	+0.43
Sortino ratio: Return per unit of downside risk	2.96	2.52	+0.44
Omega ratio: Gain probability vs. loss probability	1.38	1.29	+0.09
Calmar ratio: Return relative to maximum drawdown	3.40	4.91	-1.51
Martin ratio: Return relative to average drawdown	12.99	13.57	-0.58

NYVTX vs. RCKSX - Sharpe Ratio Comparison

The current NYVTX Sharpe Ratio is 2.17, which is comparable to the RCKSX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of NYVTX and RCKSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

NYVTX vs. RCKSX - Drawdown Comparison

The maximum NYVTX drawdown since its inception was -58.56%, roughly equal to the maximum RCKSX drawdown of -57.88%. Use the drawdown chart below to compare losses from any high point for NYVTX and RCKSX.

Drawdown Indicators

	NYVTX	RCKSX	Difference
Max Drawdown Largest peak-to-trough decline	-58.56%	-57.88%	-0.68%
Max Drawdown (1Y) Largest decline over 1 year	-8.01%	-4.14%	-3.87%
Max Drawdown (3Y) Largest decline over 3 years	-21.77%	-18.22%	-3.55%
Max Drawdown (5Y) Largest decline over 5 years	-31.30%	-22.54%	-8.76%
Max Drawdown (10Y) Largest decline over 10 years	-36.98%	-33.10%	-3.88%
Current Drawdown Current decline from peak	-1.88%	0.00%	-1.88%
Average Drawdown Average peak-to-trough decline	-10.16%	-9.48%	-0.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	1.50%	+0.59%

Volatility

NYVTX vs. RCKSX - Volatility Comparison

Davis New York Venture Fund (NYVTX) has a higher volatility of 3.82% compared to Rock Oak Core Growth Fund (RCKSX) at 3.14%. This indicates that NYVTX's price experiences larger fluctuations and is considered to be riskier than RCKSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NYVTX	RCKSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.82%	3.14%	+0.68%
Volatility (6M) Calculated over the trailing 6-month period	9.17%	8.03%	+1.14%
Volatility (1Y) Calculated over the trailing 1-year period	12.64%	11.64%	+1.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.78%	15.64%	+4.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.99%	17.49%	+2.50%

NYVTX vs. RCKSX - Expense Ratio Comparison

NYVTX has a 0.89% expense ratio, which is lower than RCKSX's 1.25% expense ratio.

Dividends

NYVTX vs. RCKSX - Dividend Comparison

NYVTX's dividend yield for the trailing twelve months is around 9.89%, more than RCKSX's 5.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NYVTX Davis New York Venture Fund	9.89%	11.46%	21.31%	7.92%	7.48%	21.93%	5.88%	7.54%	24.08%	8.32%	12.85%	22.97%
RCKSX Rock Oak Core Growth Fund	5.39%	6.26%	0.47%	0.71%	1.00%	4.31%	16.56%	3.18%	0.59%	5.91%	0.70%	3.21%

Frequently Asked Questions

Can I hold both NYVTX and RCKSX in my portfolio?

NYVTX and RCKSX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NYVTX or RCKSX?

NYVTX has higher volatility (3.82%) compared to RCKSX (3.14%). In terms of maximum drawdown, NYVTX dropped -58.56% vs RCKSX's -57.88%.

Which has better risk-adjusted returns?

NYVTX currently has the higher Sharpe Ratio (2.17 vs 1.75), 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.