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RFBAX vs. PRGMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFBAX vs. PRGMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davis Government Bond Fund (RFBAX) and T. Rowe Price GNMA Fund (PRGMX). The values are adjusted to include any dividend payments, if applicable.

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RFBAX vs. PRGMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RFBAX
Davis Government Bond Fund
0.32%4.49%4.33%3.63%-5.29%-1.48%1.69%3.23%0.42%0.21%
PRGMX
T. Rowe Price GNMA Fund
0.62%10.46%0.92%5.62%-11.45%-2.18%4.21%5.18%0.58%1.23%

Returns By Period

In the year-to-date period, RFBAX achieves a 0.32% return, which is significantly lower than PRGMX's 0.62% return. Over the past 10 years, RFBAX has underperformed PRGMX with an annualized return of 1.03%, while PRGMX has yielded a comparatively higher 1.38% annualized return.


RFBAX

1D
0.00%
1M
-0.39%
YTD
0.32%
6M
0.87%
1Y
3.01%
3Y*
3.84%
5Y*
1.21%
10Y*
1.03%

PRGMX

1D
0.49%
1M
-2.15%
YTD
0.62%
6M
2.89%
1Y
8.10%
3Y*
4.70%
5Y*
0.69%
10Y*
1.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RFBAX vs. PRGMX - Expense Ratio Comparison

RFBAX has a 1.00% expense ratio, which is higher than PRGMX's 0.58% expense ratio.


Return for Risk

RFBAX vs. PRGMX — Risk / Return Rank

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

RFBAX
RFBAX Risk / Return Rank: 9494
Overall Rank
RFBAX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
RFBAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
RFBAX Omega Ratio Rank: 9494
Omega Ratio Rank
RFBAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
RFBAX Martin Ratio Rank: 9696
Martin Ratio Rank

PRGMX
PRGMX Risk / Return Rank: 8989
Overall Rank
PRGMX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PRGMX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PRGMX Omega Ratio Rank: 8383
Omega Ratio Rank
PRGMX Calmar Ratio Rank: 9494
Calmar Ratio Rank
PRGMX Martin Ratio Rank: 8787
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.

RFBAX vs. PRGMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Government Bond Fund (RFBAX) and T. Rowe Price GNMA Fund (PRGMX). 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.


RFBAXPRGMXDifference

Sharpe ratio

Return per unit of total volatility

1.81

1.80

+0.01

Sortino ratio

Return per unit of downside risk

2.96

2.59

+0.37

Omega ratio

Gain probability vs. loss probability

1.49

1.33

+0.16

Calmar ratio

Return relative to maximum drawdown

4.51

3.15

+1.35

Martin ratio

Return relative to average drawdown

15.32

9.25

+6.07

RFBAX vs. PRGMX - Sharpe Ratio Comparison

The current RFBAX Sharpe Ratio is 1.81, which is comparable to the PRGMX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of RFBAX and PRGMX, 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


RFBAXPRGMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

1.80

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.11

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.29

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.94

+0.11

Correlation

The correlation between RFBAX and PRGMX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RFBAX vs. PRGMX - Dividend Comparison

RFBAX's dividend yield for the trailing twelve months is around 2.77%, less than PRGMX's 6.91% yield.


TTM20252024202320222021202020192018201720162015
RFBAX
Davis Government Bond Fund
2.77%3.01%3.23%2.15%0.80%0.57%0.93%1.67%1.17%0.59%0.68%0.75%
PRGMX
T. Rowe Price GNMA Fund
6.91%6.52%3.54%3.54%1.38%0.59%1.44%2.39%2.78%2.98%2.88%3.12%

Drawdowns

RFBAX vs. PRGMX - Drawdown Comparison

The maximum RFBAX drawdown since its inception was -8.03%, smaller than the maximum PRGMX drawdown of -18.22%. Use the drawdown chart below to compare losses from any high point for RFBAX and PRGMX.


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Drawdown Indicators


RFBAXPRGMXDifference

Max Drawdown

Largest peak-to-trough decline

-8.03%

-18.22%

+10.19%

Max Drawdown (1Y)

Largest decline over 1 year

-0.77%

-2.93%

+2.16%

Max Drawdown (5Y)

Largest decline over 5 years

-7.61%

-17.70%

+10.09%

Max Drawdown (10Y)

Largest decline over 10 years

-8.03%

-18.22%

+10.19%

Current Drawdown

Current decline from peak

-0.58%

-2.15%

+1.57%

Average Drawdown

Average peak-to-trough decline

-1.19%

-2.25%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

1.00%

-0.77%

Volatility

RFBAX vs. PRGMX - Volatility Comparison

The current volatility for Davis Government Bond Fund (RFBAX) is 0.48%, while T. Rowe Price GNMA Fund (PRGMX) has a volatility of 1.75%. This indicates that RFBAX experiences smaller price fluctuations and is considered to be less risky than PRGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RFBAXPRGMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

1.75%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

2.79%

-1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

1.93%

4.77%

-2.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.06%

6.33%

-4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.78%

4.73%

-2.95%