RPEAX vs. PAGRX
Compare and contrast key facts about Davis Opportunity Fund (RPEAX) and Permanent Portfolio Aggressive Growth Portfolio (PAGRX).
RPEAX is managed by Davis Funds. It was launched on Dec 1, 1994. PAGRX is managed by Permanent Portfolio. It was launched on Jan 2, 1990.
Performance
RPEAX vs. PAGRX - Performance Comparison
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RPEAX vs. PAGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPEAX Davis Opportunity Fund | -3.24% | 21.86% | 32.82% | 22.21% | -14.12% | 24.92% | 12.78% | 25.06% | -23.66% | 23.09% |
PAGRX Permanent Portfolio Aggressive Growth Portfolio | -3.85% | 36.92% | 44.52% | 38.73% | -26.06% | 24.84% | 37.65% | 40.34% | -12.41% | 21.19% |
Returns By Period
In the year-to-date period, RPEAX achieves a -3.24% return, which is significantly higher than PAGRX's -3.85% return. Over the past 10 years, RPEAX has underperformed PAGRX with an annualized return of 11.97%, while PAGRX has yielded a comparatively higher 18.68% annualized return.
RPEAX
- 1D
- -0.08%
- 1M
- -8.29%
- YTD
- -3.24%
- 6M
- 1.18%
- 1Y
- 17.38%
- 3Y*
- 24.20%
- 5Y*
- 12.69%
- 10Y*
- 11.97%
PAGRX
- 1D
- -1.68%
- 1M
- -8.33%
- YTD
- -3.85%
- 6M
- 0.87%
- 1Y
- 39.42%
- 3Y*
- 34.02%
- 5Y*
- 17.10%
- 10Y*
- 18.68%
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RPEAX vs. PAGRX - Expense Ratio Comparison
RPEAX has a 0.93% expense ratio, which is lower than PAGRX's 1.21% expense ratio.
Return for Risk
RPEAX vs. PAGRX — Risk / Return Rank
RPEAX
PAGRX
RPEAX vs. PAGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Opportunity Fund (RPEAX) and Permanent Portfolio Aggressive Growth Portfolio (PAGRX). 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 | PAGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.55 | -0.58 |
Sortino ratioReturn per unit of downside risk | 1.44 | 2.25 | -0.81 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.33 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.59 | -1.28 |
Martin ratioReturn relative to average drawdown | 4.94 | 13.26 | -8.32 |
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 | PAGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.55 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.70 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.77 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.52 | +0.02 |
Correlation
The correlation between RPEAX and PAGRX is 0.84, 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. PAGRX - Dividend Comparison
RPEAX's dividend yield for the trailing twelve months is around 14.38%, more than PAGRX's 0.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPEAX Davis Opportunity Fund | 14.38% | 13.91% | 33.00% | 6.17% | 8.47% | 9.23% | 2.88% | 4.86% | 0.64% | 2.70% | 2.44% | 21.42% |
PAGRX Permanent Portfolio Aggressive Growth Portfolio | 0.03% | 0.03% | 5.62% | 2.72% | 7.79% | 6.82% | 15.08% | 17.51% | 12.33% | 8.70% | 16.94% | 6.31% |
Drawdowns
RPEAX vs. PAGRX - Drawdown Comparison
The maximum RPEAX drawdown since its inception was -59.71%, which is greater than PAGRX's maximum drawdown of -55.87%. Use the drawdown chart below to compare losses from any high point for RPEAX and PAGRX.
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Drawdown Indicators
| RPEAX | PAGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.71% | -55.87% | -3.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -13.80% | +2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -26.03% | -36.52% | +10.49% |
Max Drawdown (10Y)Largest decline over 10 years | -39.78% | -38.01% | -1.77% |
Current DrawdownCurrent decline from peak | -10.12% | -9.14% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -10.53% | -10.09% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.70% | +0.42% |
Volatility
RPEAX vs. PAGRX - Volatility Comparison
The current volatility for Davis Opportunity Fund (RPEAX) is 4.79%, while Permanent Portfolio Aggressive Growth Portfolio (PAGRX) has a volatility of 5.49%. This indicates that RPEAX experiences smaller price fluctuations and is considered to be less risky than PAGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPEAX | PAGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 5.49% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.96% | 13.43% | -3.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.43% | 25.49% | -7.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.51% | 24.49% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.72% | 24.47% | -2.75% |