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RFBAX vs. VFFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFBAX vs. VFFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davis Government Bond Fund (RFBAX) and Victory INCORE Fund for Income Class I (VFFIX). The values are adjusted to include any dividend payments, if applicable.

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RFBAX vs. VFFIX - 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%
VFFIX
Victory INCORE Fund for Income Class I
0.11%4.51%4.48%4.14%-5.23%-1.60%3.05%4.14%1.24%0.67%

Returns By Period

In the year-to-date period, RFBAX achieves a 0.32% return, which is significantly higher than VFFIX's 0.11% return. Over the past 10 years, RFBAX has underperformed VFFIX with an annualized return of 1.03%, while VFFIX has yielded a comparatively higher 1.41% 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%

VFFIX

1D
0.15%
1M
-0.71%
YTD
0.11%
6M
1.26%
1Y
3.66%
3Y*
3.87%
5Y*
1.29%
10Y*
1.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RFBAX vs. VFFIX - Expense Ratio Comparison

RFBAX has a 1.00% expense ratio, which is higher than VFFIX's 0.64% expense ratio.


Return for Risk

RFBAX vs. VFFIX — 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

VFFIX
VFFIX Risk / Return Rank: 9595
Overall Rank
VFFIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VFFIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VFFIX Omega Ratio Rank: 9494
Omega Ratio Rank
VFFIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
VFFIX Martin Ratio Rank: 9696
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. VFFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Government Bond Fund (RFBAX) and Victory INCORE Fund for Income Class I (VFFIX). 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.


RFBAXVFFIXDifference

Sharpe ratio

Return per unit of total volatility

1.81

1.94

-0.13

Sortino ratio

Return per unit of downside risk

2.96

3.06

-0.11

Omega ratio

Gain probability vs. loss probability

1.49

1.48

+0.01

Calmar ratio

Return relative to maximum drawdown

4.51

3.94

+0.56

Martin ratio

Return relative to average drawdown

15.32

14.20

+1.12

RFBAX vs. VFFIX - Sharpe Ratio Comparison

The current RFBAX Sharpe Ratio is 1.81, which is comparable to the VFFIX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of RFBAX and VFFIX, 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


RFBAXVFFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

1.94

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.52

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.63

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.64

+0.41

Correlation

The correlation between RFBAX and VFFIX is 0.44, 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. VFFIX - Dividend Comparison

RFBAX's dividend yield for the trailing twelve months is around 2.77%, less than VFFIX's 5.27% 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%
VFFIX
Victory INCORE Fund for Income Class I
5.27%4.43%5.60%5.67%5.68%5.15%4.89%5.41%5.87%5.50%5.51%5.37%

Drawdowns

RFBAX vs. VFFIX - Drawdown Comparison

The maximum RFBAX drawdown since its inception was -8.03%, smaller than the maximum VFFIX drawdown of -8.60%. Use the drawdown chart below to compare losses from any high point for RFBAX and VFFIX.


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Drawdown Indicators


RFBAXVFFIXDifference

Max Drawdown

Largest peak-to-trough decline

-8.03%

-8.60%

+0.57%

Max Drawdown (1Y)

Largest decline over 1 year

-0.77%

-1.00%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-7.61%

-8.04%

+0.43%

Max Drawdown (10Y)

Largest decline over 10 years

-8.03%

-8.60%

+0.57%

Current Drawdown

Current decline from peak

-0.58%

-0.71%

+0.13%

Average Drawdown

Average peak-to-trough decline

-1.19%

-1.47%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

0.28%

-0.05%

Volatility

RFBAX vs. VFFIX - Volatility Comparison

The current volatility for Davis Government Bond Fund (RFBAX) is 0.48%, while Victory INCORE Fund for Income Class I (VFFIX) has a volatility of 0.68%. This indicates that RFBAX experiences smaller price fluctuations and is considered to be less risky than VFFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RFBAXVFFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

0.68%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

1.14%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

1.93%

1.89%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.06%

2.51%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.78%

2.25%

-0.47%