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RPEAX vs. RPFCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPEAX vs. RPFCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davis Opportunity Fund (RPEAX) and Davis Appreciation & Income Fund (RPFCX). The values are adjusted to include any dividend payments, if applicable.

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RPEAX vs. RPFCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RPEAX
Davis Opportunity Fund
-3.24%21.86%32.82%22.21%-14.12%24.92%12.78%25.06%-23.66%23.09%
RPFCX
Davis Appreciation & Income Fund
-1.07%20.90%9.10%23.00%-15.65%25.74%4.74%20.33%-8.02%16.35%

Returns By Period

In the year-to-date period, RPEAX achieves a -3.24% return, which is significantly lower than RPFCX's -1.07% return. Over the past 10 years, RPEAX has outperformed RPFCX with an annualized return of 11.97%, while RPFCX has yielded a comparatively lower 9.67% 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%

RPFCX

1D
0.06%
1M
-5.99%
YTD
-1.07%
6M
5.41%
1Y
16.39%
3Y*
15.71%
5Y*
8.48%
10Y*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RPEAX vs. RPFCX - Expense Ratio Comparison

RPEAX has a 0.93% expense ratio, which is lower than RPFCX's 1.00% expense ratio.


Return for Risk

RPEAX vs. RPFCX — Risk / Return Rank

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

RPEAX
RPEAX Risk / Return Rank: 5252
Overall Rank
RPEAX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
RPEAX Sortino Ratio Rank: 5252
Sortino Ratio Rank
RPEAX Omega Ratio Rank: 5252
Omega Ratio Rank
RPEAX Calmar Ratio Rank: 5555
Calmar Ratio Rank
RPEAX Martin Ratio Rank: 5050
Martin Ratio Rank

RPFCX
RPFCX Risk / Return Rank: 7575
Overall Rank
RPFCX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
RPFCX Sortino Ratio Rank: 7676
Sortino Ratio Rank
RPFCX Omega Ratio Rank: 7575
Omega Ratio Rank
RPFCX Calmar Ratio Rank: 7575
Calmar Ratio Rank
RPFCX Martin Ratio Rank: 7474
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.

RPEAX vs. RPFCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Opportunity Fund (RPEAX) and Davis Appreciation & Income Fund (RPFCX). 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.


RPEAXRPFCXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.33

-0.36

Sortino ratio

Return per unit of downside risk

1.44

1.89

-0.45

Omega ratio

Gain probability vs. loss probability

1.21

1.28

-0.07

Calmar ratio

Return relative to maximum drawdown

1.31

1.75

-0.44

Martin ratio

Return relative to average drawdown

4.94

7.10

-2.17

RPEAX vs. RPFCX - Sharpe Ratio Comparison

The current RPEAX Sharpe Ratio is 0.97, which is comparable to the RPFCX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of RPEAX and RPFCX, 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


RPEAXRPFCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.33

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.60

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.65

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.56

-0.02

Correlation

The correlation between RPEAX and RPFCX is 0.83, 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. RPFCX - Dividend Comparison

RPEAX's dividend yield for the trailing twelve months is around 14.38%, more than RPFCX's 6.52% yield.


TTM20252024202320222021202020192018201720162015
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%
RPFCX
Davis Appreciation & Income Fund
6.52%6.09%1.11%2.91%2.63%0.28%0.78%2.03%1.09%0.83%1.09%1.19%

Drawdowns

RPEAX vs. RPFCX - Drawdown Comparison

The maximum RPEAX drawdown since its inception was -59.71%, which is greater than RPFCX's maximum drawdown of -56.39%. Use the drawdown chart below to compare losses from any high point for RPEAX and RPFCX.


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Drawdown Indicators


RPEAXRPFCXDifference

Max Drawdown

Largest peak-to-trough decline

-59.71%

-56.39%

-3.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-8.52%

-3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-26.03%

-25.63%

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-39.78%

-30.72%

-9.06%

Current Drawdown

Current decline from peak

-10.12%

-6.70%

-3.42%

Average Drawdown

Average peak-to-trough decline

-10.53%

-7.46%

-3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

2.10%

+1.02%

Volatility

RPEAX vs. RPFCX - Volatility Comparison

Davis Opportunity Fund (RPEAX) has a higher volatility of 4.79% compared to Davis Appreciation & Income Fund (RPFCX) at 3.16%. This indicates that RPEAX's price experiences larger fluctuations and is considered to be riskier than RPFCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RPEAXRPFCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

3.16%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

6.68%

+3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

18.43%

12.86%

+5.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.51%

14.15%

+10.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.72%

14.83%

+6.89%