RPEAX vs. VOO
Compare and contrast key facts about Davis Opportunity Fund (RPEAX) and Vanguard S&P 500 ETF (VOO).
RPEAX is managed by Davis Funds. It was launched on Dec 1, 1994. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
RPEAX vs. VOO - Performance Comparison
Loading graphics...
RPEAX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, RPEAX achieves a -3.24% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, RPEAX has underperformed VOO with an annualized return of 11.97%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RPEAX vs. VOO - Expense Ratio Comparison
RPEAX has a 0.93% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
RPEAX vs. VOO — Risk / Return Rank
RPEAX
VOO
RPEAX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Opportunity Fund (RPEAX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.98 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.50 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.53 | -0.22 |
Martin ratioReturn relative to average drawdown | 4.94 | 7.29 | -2.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RPEAX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.98 | -0.01 |
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 | 0.78 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.83 | -0.29 |
Correlation
The correlation between RPEAX and VOO is 0.87, 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. VOO - Dividend Comparison
RPEAX's dividend yield for the trailing twelve months is around 14.38%, more than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
RPEAX vs. VOO - Drawdown Comparison
The maximum RPEAX drawdown since its inception was -59.71%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RPEAX and VOO.
Loading graphics...
Drawdown Indicators
| RPEAX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.71% | -33.99% | -25.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -11.98% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -26.03% | -24.52% | -1.51% |
Max Drawdown (10Y)Largest decline over 10 years | -39.78% | -33.99% | -5.79% |
Current DrawdownCurrent decline from peak | -10.12% | -6.29% | -3.83% |
Average DrawdownAverage peak-to-trough decline | -10.53% | -3.72% | -6.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.52% | +0.60% |
Volatility
RPEAX vs. VOO - Volatility Comparison
The current volatility for Davis Opportunity Fund (RPEAX) is 4.79%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that RPEAX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RPEAX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 5.29% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 9.96% | 9.44% | +0.52% |
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% | 16.82% | +7.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.72% | 17.99% | +3.73% |