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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RPEAX or VOO.
Key characteristics
RPEAX | VOO | |
---|---|---|
YTD Return | 13.01% | 20.75% |
1Y Return | 27.39% | 33.92% |
3Y Return (Ann) | 7.19% | 10.80% |
5Y Return (Ann) | 12.85% | 15.63% |
10Y Return (Ann) | 9.08% | 13.11% |
Sharpe Ratio | 1.81 | 2.47 |
Daily Std Dev | 13.91% | 12.70% |
Max Drawdown | -59.71% | -33.99% |
Current Drawdown | -1.06% | -0.20% |
Correlation
The correlation between RPEAX and VOO is 0.88, 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.
Performance
RPEAX vs. VOO - Performance Comparison
In the year-to-date period, RPEAX achieves a 13.01% return, which is significantly lower than VOO's 20.75% return. Over the past 10 years, RPEAX has underperformed VOO with an annualized return of 9.08%, while VOO has yielded a comparatively higher 13.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RPEAX vs. VOO - Expense Ratio Comparison
RPEAX has a 0.93% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
RPEAX vs. VOO - Risk-Adjusted Performance 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.
Dividends
RPEAX vs. VOO - Dividend Comparison
RPEAX's dividend yield for the trailing twelve months is around 5.46%, more than VOO's 1.26% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Davis Opportunity Fund | 5.46% | 6.17% | 8.47% | 9.23% | 2.88% | 5.23% | 0.64% | 2.70% | 2.44% | 21.42% | 12.09% | 0.18% |
Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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. For additional features, visit the drawdowns tool.
Volatility
RPEAX vs. VOO - Volatility Comparison
Davis Opportunity Fund (RPEAX) has a higher volatility of 4.58% compared to Vanguard S&P 500 ETF (VOO) at 4.19%. This indicates that RPEAX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.