RPEAX vs. NYVTX
Compare and contrast key facts about Davis Opportunity Fund (RPEAX) and Davis New York Venture Fund (NYVTX).
RPEAX is managed by Davis Funds. It was launched on Dec 1, 1994. NYVTX is managed by Davis Funds. It was launched on Feb 17, 1969.
Performance
RPEAX vs. NYVTX - Performance Comparison
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RPEAX vs. NYVTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPEAX Davis Opportunity Fund | -0.63% | 21.86% | 32.82% | 22.21% | -14.12% | 24.92% | 12.78% | 25.06% | -23.66% | 23.09% |
NYVTX Davis New York Venture Fund | -0.07% | 26.83% | 17.27% | 30.14% | -17.54% | 12.47% | 11.42% | 30.99% | -12.99% | 22.18% |
Returns By Period
In the year-to-date period, RPEAX achieves a -0.63% return, which is significantly lower than NYVTX's -0.07% return. Both investments have delivered pretty close results over the past 10 years, with RPEAX having a 12.27% annualized return and NYVTX not far ahead at 12.57%.
RPEAX
- 1D
- 2.69%
- 1M
- -5.67%
- YTD
- -0.63%
- 6M
- 3.59%
- 1Y
- 19.99%
- 3Y*
- 25.30%
- 5Y*
- 13.09%
- 10Y*
- 12.27%
NYVTX
- 1D
- 2.34%
- 1M
- -3.99%
- YTD
- -0.07%
- 6M
- 7.52%
- 1Y
- 24.23%
- 3Y*
- 22.27%
- 5Y*
- 9.27%
- 10Y*
- 12.57%
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RPEAX vs. NYVTX - Expense Ratio Comparison
RPEAX has a 0.93% expense ratio, which is higher than NYVTX's 0.89% expense ratio.
Return for Risk
RPEAX vs. NYVTX — Risk / Return Rank
RPEAX
NYVTX
RPEAX vs. NYVTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Opportunity Fund (RPEAX) and Davis New York Venture Fund (NYVTX). 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.
| RPEAX | NYVTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.34 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.92 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.29 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 2.08 | -0.31 |
Martin ratioReturn relative to average drawdown | 6.60 | 8.93 | -2.33 |
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
| RPEAX | NYVTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.34 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.47 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.63 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.48 | +0.06 |
Correlation
The correlation between RPEAX and NYVTX is 0.89, 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
RPEAX vs. NYVTX - Dividend Comparison
RPEAX's dividend yield for the trailing twelve months is around 14.00%, more than NYVTX's 11.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPEAX Davis Opportunity Fund | 14.00% | 13.91% | 33.00% | 6.17% | 8.47% | 9.23% | 2.88% | 4.86% | 0.64% | 2.70% | 2.44% | 21.42% |
NYVTX Davis New York Venture Fund | 11.47% | 11.46% | 21.31% | 7.92% | 7.48% | 21.93% | 5.88% | 7.54% | 24.08% | 8.32% | 12.85% | 22.97% |
Drawdowns
RPEAX vs. NYVTX - Drawdown Comparison
The maximum RPEAX drawdown since its inception was -59.71%, roughly equal to the maximum NYVTX drawdown of -58.56%. Use the drawdown chart below to compare losses from any high point for RPEAX and NYVTX.
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Drawdown Indicators
| RPEAX | NYVTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.71% | -58.56% | -1.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -12.07% | +0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -26.03% | -32.62% | +6.59% |
Max Drawdown (10Y)Largest decline over 10 years | -39.78% | -36.98% | -2.80% |
Current DrawdownCurrent decline from peak | -7.70% | -5.52% | -2.18% |
Average DrawdownAverage peak-to-trough decline | -10.53% | -10.21% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.81% | +0.35% |
Volatility
RPEAX vs. NYVTX - Volatility Comparison
Davis Opportunity Fund (RPEAX) has a higher volatility of 5.69% compared to Davis New York Venture Fund (NYVTX) at 4.93%. This indicates that RPEAX's price experiences larger fluctuations and is considered to be riskier than NYVTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPEAX | NYVTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 4.93% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 10.30% | 9.93% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.58% | 18.41% | +0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.54% | 19.84% | +4.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.74% | 20.07% | +1.67% |