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RFBAX vs. RPFRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFBAX vs. RPFRX - Performance Comparison

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

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RFBAX vs. RPFRX - 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%
RPFRX
Davis Real Estate Fund
-3.04%-6.17%2.30%10.48%-26.78%43.26%-8.25%25.39%-4.52%8.32%

Returns By Period

In the year-to-date period, RFBAX achieves a 0.32% return, which is significantly higher than RPFRX's -3.04% return. Over the past 10 years, RFBAX has underperformed RPFRX with an annualized return of 1.03%, while RPFRX has yielded a comparatively higher 2.90% 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%

RPFRX

1D
0.68%
1M
-8.13%
YTD
-3.04%
6M
-8.55%
1Y
-9.13%
3Y*
0.63%
5Y*
-0.29%
10Y*
2.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RFBAX vs. RPFRX - Expense Ratio Comparison

RFBAX has a 1.00% expense ratio, which is higher than RPFRX's 0.95% expense ratio.


Return for Risk

RFBAX vs. RPFRX — 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

RPFRX
RPFRX Risk / Return Rank: 11
Overall Rank
RPFRX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
RPFRX Sortino Ratio Rank: 11
Sortino Ratio Rank
RPFRX Omega Ratio Rank: 22
Omega Ratio Rank
RPFRX Calmar Ratio Rank: 11
Calmar Ratio Rank
RPFRX Martin Ratio Rank: 11
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. RPFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Government Bond Fund (RFBAX) 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.


RFBAXRPFRXDifference

Sharpe ratio

Return per unit of total volatility

1.81

-0.49

+2.30

Sortino ratio

Return per unit of downside risk

2.96

-0.56

+3.52

Omega ratio

Gain probability vs. loss probability

1.49

0.93

+0.56

Calmar ratio

Return relative to maximum drawdown

4.51

-0.67

+5.17

Martin ratio

Return relative to average drawdown

15.32

-1.83

+17.15

RFBAX vs. RPFRX - Sharpe Ratio Comparison

The current RFBAX Sharpe Ratio is 1.81, which is higher than the RPFRX Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of RFBAX and RPFRX, 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


RFBAXRPFRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

-0.49

+2.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

-0.01

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.14

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.36

+0.69

Correlation

The correlation between RFBAX and RPFRX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RFBAX vs. RPFRX - Dividend Comparison

RFBAX's dividend yield for the trailing twelve months is around 2.77%, less than RPFRX's 7.43% 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%
RPFRX
Davis Real Estate Fund
7.43%6.48%1.43%2.26%5.33%1.05%1.77%2.78%6.03%5.84%1.61%1.19%

Drawdowns

RFBAX vs. RPFRX - Drawdown Comparison

The maximum RFBAX drawdown since its inception was -8.03%, smaller than the maximum RPFRX drawdown of -75.01%. Use the drawdown chart below to compare losses from any high point for RFBAX and RPFRX.


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Drawdown Indicators


RFBAXRPFRXDifference

Max Drawdown

Largest peak-to-trough decline

-8.03%

-75.01%

+66.98%

Max Drawdown (1Y)

Largest decline over 1 year

-0.77%

-13.53%

+12.76%

Max Drawdown (5Y)

Largest decline over 5 years

-7.61%

-35.52%

+27.91%

Max Drawdown (10Y)

Largest decline over 10 years

-8.03%

-42.29%

+34.26%

Current Drawdown

Current decline from peak

-0.58%

-24.82%

+24.24%

Average Drawdown

Average peak-to-trough decline

-1.19%

-13.38%

+12.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

4.93%

-4.70%

Volatility

RFBAX vs. RPFRX - Volatility Comparison

The current volatility for Davis Government Bond Fund (RFBAX) is 0.48%, while Davis Real Estate Fund (RPFRX) has a volatility of 4.38%. This indicates that RFBAX experiences smaller price fluctuations and is considered to be less risky than RPFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RFBAXRPFRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

4.38%

-3.90%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

10.04%

-8.85%

Volatility (1Y)

Calculated over the trailing 1-year period

1.93%

17.53%

-15.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.06%

19.52%

-17.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.78%

21.10%

-19.32%