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RPFCX vs. DGFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPFCX vs. DGFAX - Performance Comparison

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

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RPFCX vs. DGFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DGFAX
Davis Global Fund
-9.57%31.85%22.59%17.22%-16.53%-5.15%23.06%31.61%-20.73%33.33%

Returns By Period

In the year-to-date period, RPFCX achieves a -1.07% return, which is significantly higher than DGFAX's -9.57% return. Both investments have delivered pretty close results over the past 10 years, with RPFCX having a 9.67% annualized return and DGFAX not far ahead at 9.87%.


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%

DGFAX

1D
0.43%
1M
-9.00%
YTD
-9.57%
6M
-5.02%
1Y
14.67%
3Y*
17.60%
5Y*
4.44%
10Y*
9.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RPFCX vs. DGFAX - Expense Ratio Comparison

RPFCX has a 1.00% expense ratio, which is higher than DGFAX's 0.96% expense ratio.


Return for Risk

RPFCX vs. DGFAX — Risk / Return Rank

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

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

DGFAX
DGFAX Risk / Return Rank: 3232
Overall Rank
DGFAX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
DGFAX Sortino Ratio Rank: 3333
Sortino Ratio Rank
DGFAX Omega Ratio Rank: 3535
Omega Ratio Rank
DGFAX Calmar Ratio Rank: 3030
Calmar Ratio Rank
DGFAX Martin Ratio Rank: 2828
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.

RPFCX vs. DGFAX - Risk-Adjusted Trends Comparison

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


RPFCXDGFAXDifference

Sharpe ratio

Return per unit of total volatility

1.33

0.77

+0.56

Sortino ratio

Return per unit of downside risk

1.89

1.14

+0.75

Omega ratio

Gain probability vs. loss probability

1.28

1.17

+0.11

Calmar ratio

Return relative to maximum drawdown

1.75

0.87

+0.89

Martin ratio

Return relative to average drawdown

7.10

3.04

+4.06

RPFCX vs. DGFAX - Sharpe Ratio Comparison

The current RPFCX Sharpe Ratio is 1.33, which is higher than the DGFAX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of RPFCX and DGFAX, 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


RPFCXDGFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

0.77

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.22

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.50

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.40

+0.16

Correlation

The correlation between RPFCX and DGFAX is 0.80, 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

RPFCX vs. DGFAX - Dividend Comparison

RPFCX's dividend yield for the trailing twelve months is around 6.52%, less than DGFAX's 8.66% yield.


TTM20252024202320222021202020192018201720162015
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%
DGFAX
Davis Global Fund
8.66%7.83%13.06%1.07%0.00%11.55%0.27%1.88%9.25%0.00%0.00%6.12%

Drawdowns

RPFCX vs. DGFAX - Drawdown Comparison

The maximum RPFCX drawdown since its inception was -56.39%, smaller than the maximum DGFAX drawdown of -65.64%. Use the drawdown chart below to compare losses from any high point for RPFCX and DGFAX.


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Drawdown Indicators


RPFCXDGFAXDifference

Max Drawdown

Largest peak-to-trough decline

-56.39%

-65.64%

+9.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.52%

-13.47%

+4.95%

Max Drawdown (5Y)

Largest decline over 5 years

-25.63%

-42.47%

+16.84%

Max Drawdown (10Y)

Largest decline over 10 years

-30.72%

-42.47%

+11.75%

Current Drawdown

Current decline from peak

-6.70%

-12.34%

+5.64%

Average Drawdown

Average peak-to-trough decline

-7.46%

-14.78%

+7.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

3.84%

-1.74%

Volatility

RPFCX vs. DGFAX - Volatility Comparison

The current volatility for Davis Appreciation & Income Fund (RPFCX) is 3.16%, while Davis Global Fund (DGFAX) has a volatility of 5.48%. This indicates that RPFCX experiences smaller price fluctuations and is considered to be less risky than DGFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RPFCXDGFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

5.48%

-2.32%

Volatility (6M)

Calculated over the trailing 6-month period

6.68%

11.07%

-4.39%

Volatility (1Y)

Calculated over the trailing 1-year period

12.86%

18.91%

-6.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

20.47%

-6.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.83%

19.95%

-5.12%