RPEAX vs. VSTSX
RPEAX (Davis Opportunity Fund) and VSTSX (Vanguard Total Stock Market Index Fund Institutional Select Shares) are both Large Cap Blend Equities funds. Over the past 5 years, RPEAX returned 14.58%/yr vs 11.77%/yr for VSTSX. Their correlation of 0.86 means they have usually moved in the same direction. RPEAX charges 0.93%/yr vs 0.01%/yr for VSTSX.
Performance
RPEAX vs. VSTSX - Performance Comparison
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Returns By Period
In the year-to-date period, RPEAX achieves a 14.77% return, which is significantly higher than VSTSX's 10.51% return.
RPEAX
- 1D
- -0.22%
- 1M
- 2.46%
- 6M
- 10.82%
- YTD
- 14.77%
- 1Y
- 31.86%
- 3Y*
- 24.76%
- 5Y*
- 14.58%
- 10Y*
- 13.19%
- ALL TIME*
- 11.53%
VSTSX
- 1D
- 0.57%
- 1M
- -0.21%
- 6M
- 8.18%
- YTD
- 10.51%
- 1Y
- 21.83%
- 3Y*
- 18.95%
- 5Y*
- 11.77%
- 10Y*
- —
- ALL TIME*
- 14.62%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RPEAX vs. VSTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPEAX Davis Opportunity Fund | 14.77% | 21.86% | 32.82% | 22.21% | -14.12% | 24.92% | 12.78% | 25.06% | -23.66% | 23.09% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 10.51% | 17.16% | 23.27% | 26.54% | -19.49% | 25.75% | 21.02% | 30.81% | -5.15% | 20.21% |
Correlation
The correlation between RPEAX and VSTSX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.86 |
The correlation between RPEAX and VSTSX has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.
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Return for Risk
RPEAX vs. VSTSX — Risk / Return Rank
RPEAX
VSTSX
RPEAX vs. VSTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Opportunity Fund (RPEAX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RPEAX | VSTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.27 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 2.23 | +0.71 |
| Martin ratioReturn relative to average drawdown | 10.73 | 9.65 | +1.08 |
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Drawdowns
RPEAX vs. VSTSX - Drawdown Comparison
The maximum RPEAX drawdown since its inception was -59.71%, which is greater than VSTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for RPEAX and VSTSX.
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Drawdown Indicators
| RPEAX | VSTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.71% | -34.97% | -24.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -8.92% | -1.23% |
Max Drawdown (3Y)Largest decline over 3 years | -25.44% | -19.36% | -6.08% |
Max Drawdown (5Y)Largest decline over 5 years | -26.03% | -25.35% | -0.68% |
Max Drawdown (10Y)Largest decline over 10 years | -39.78% | — | — |
Current DrawdownCurrent decline from peak | -0.24% | -1.32% | +1.08% |
Average DrawdownAverage peak-to-trough decline | -10.43% | -4.84% | -5.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.06% | +0.72% |
Volatility
RPEAX vs. VSTSX - Volatility Comparison
The current volatility for Davis Opportunity Fund (RPEAX) is 2.65%, while Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) has a volatility of 3.45%. This indicates that RPEAX experiences smaller price fluctuations and is considered to be less risky than VSTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPEAX | VSTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 3.45% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 10.28% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.15% | 13.14% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.49% | 17.46% | +7.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.67% | 18.69% | +2.98% |
RPEAX vs. VSTSX - Expense Ratio Comparison
RPEAX has a 0.93% expense ratio, which is higher than VSTSX's 0.01% expense ratio.
Dividends
RPEAX vs. VSTSX - Dividend Comparison
RPEAX's dividend yield for the trailing twelve months is around 12.12%, more than VSTSX's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPEAX Davis Opportunity Fund | 12.12% | 13.91% | 33.00% | 6.17% | 8.47% | 9.23% | 2.88% | 4.86% | 0.64% | 2.70% | 2.44% | 21.42% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 1.08% | 1.13% | 1.27% | 1.43% | 1.67% | 1.23% | 1.44% | 1.79% | 2.07% | 1.74% | 0.00% | 0.00% |
Frequently Asked Questions
RPEAX and VSTSX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VSTSX has higher volatility (3.45%) compared to RPEAX (2.65%). In terms of maximum drawdown, RPEAX dropped -59.71% vs VSTSX's -34.97%.
RPEAX currently has the higher Sharpe Ratio (2.28 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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