RPEAX vs. SSSYX
Compare and contrast key facts about Davis Opportunity Fund (RPEAX) and State Street Equity 500 Index Fund Class K (SSSYX).
RPEAX is managed by Davis Funds. It was launched on Dec 1, 1994. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
RPEAX vs. SSSYX - Performance Comparison
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RPEAX vs. SSSYX - 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% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, RPEAX achieves a -3.24% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, RPEAX has underperformed SSSYX with an annualized return of 11.97%, while SSSYX has yielded a comparatively higher 13.69% 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%
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
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RPEAX vs. SSSYX - Expense Ratio Comparison
RPEAX has a 0.93% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
RPEAX vs. SSSYX — Risk / Return Rank
RPEAX
SSSYX
RPEAX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Opportunity Fund (RPEAX) and State Street Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.84 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.30 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.06 | +0.25 |
Martin ratioReturn relative to average drawdown | 4.94 | 5.13 | -0.20 |
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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.84 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.68 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.11 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.11 | +0.43 |
Correlation
The correlation between RPEAX and SSSYX is 0.85, 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. SSSYX - Dividend Comparison
RPEAX's dividend yield for the trailing twelve months is around 14.38%, more than SSSYX's 1.55% 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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
RPEAX vs. SSSYX - Drawdown Comparison
The maximum RPEAX drawdown since its inception was -59.71%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for RPEAX and SSSYX.
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Drawdown Indicators
| RPEAX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.71% | -91.48% | +31.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -12.10% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -26.03% | -24.49% | -1.54% |
Max Drawdown (10Y)Largest decline over 10 years | -39.78% | -91.48% | +51.70% |
Current DrawdownCurrent decline from peak | -10.12% | -8.88% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -10.53% | -4.20% | -6.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.49% | +0.63% |
Volatility
RPEAX vs. SSSYX - Volatility Comparison
Davis Opportunity Fund (RPEAX) has a higher volatility of 4.79% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 4.24%. This indicates that RPEAX's price experiences larger fluctuations and is considered to be riskier than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPEAX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 4.24% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.96% | 9.08% | +0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.43% | 18.10% | +0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.51% | 16.85% | +7.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.72% | 124.43% | -102.71% |