RPFCX vs. PALDX
Compare and contrast key facts about Davis Appreciation & Income Fund (RPFCX) and PGIM 60/40 Allocation Fund (PALDX).
RPFCX is managed by Davis Funds. It was launched on Apr 30, 1992. PALDX is managed by PGIM. It was launched on Sep 12, 2017.
Performance
RPFCX vs. PALDX - Performance Comparison
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RPFCX vs. PALDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPFCX Davis Appreciation & Income Fund | -1.07% | 20.90% | 9.10% | 23.00% | -15.65% | 25.74% | 4.74% | 20.33% | -8.02% | 6.74% |
PALDX PGIM 60/40 Allocation Fund | -3.62% | 13.62% | 18.96% | 18.90% | -15.65% | 16.30% | 10.68% | 22.27% | -4.12% | 5.95% |
Returns By Period
In the year-to-date period, RPFCX achieves a -1.07% return, which is significantly higher than PALDX's -3.62% return.
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%
PALDX
- 1D
- -0.22%
- 1M
- -5.44%
- YTD
- -3.62%
- 6M
- -1.03%
- 1Y
- 12.43%
- 3Y*
- 13.72%
- 5Y*
- 7.99%
- 10Y*
- —
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RPFCX vs. PALDX - Expense Ratio Comparison
RPFCX has a 1.00% expense ratio, which is higher than PALDX's 0.03% expense ratio.
Return for Risk
RPFCX vs. PALDX — Risk / Return Rank
RPFCX
PALDX
RPFCX vs. PALDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Appreciation & Income Fund (RPFCX) and PGIM 60/40 Allocation Fund (PALDX). 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.
| RPFCX | PALDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.12 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.89 | 1.65 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.25 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.42 | +0.33 |
Martin ratioReturn relative to average drawdown | 7.10 | 6.83 | +0.27 |
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
| RPFCX | PALDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.12 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.67 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.71 | -0.15 |
Correlation
The correlation between RPFCX and PALDX is 0.83, 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. PALDX - Dividend Comparison
RPFCX's dividend yield for the trailing twelve months is around 6.52%, more than PALDX's 5.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PALDX PGIM 60/40 Allocation Fund | 5.62% | 5.42% | 10.40% | 2.94% | 6.19% | 6.87% | 2.58% | 4.58% | 3.65% | 1.48% | 0.00% | 0.00% |
Drawdowns
RPFCX vs. PALDX - Drawdown Comparison
The maximum RPFCX drawdown since its inception was -56.39%, which is greater than PALDX's maximum drawdown of -26.16%. Use the drawdown chart below to compare losses from any high point for RPFCX and PALDX.
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Drawdown Indicators
| RPFCX | PALDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.39% | -26.16% | -30.23% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -8.20% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -20.47% | -5.16% |
Max Drawdown (10Y)Largest decline over 10 years | -30.72% | — | — |
Current DrawdownCurrent decline from peak | -6.70% | -5.96% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -7.46% | -4.16% | -3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 1.70% | +0.40% |
Volatility
RPFCX vs. PALDX - Volatility Comparison
Davis Appreciation & Income Fund (RPFCX) and PGIM 60/40 Allocation Fund (PALDX) have volatilities of 3.16% and 3.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPFCX | PALDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 3.05% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 6.68% | 5.86% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.86% | 11.52% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 12.08% | +2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.83% | 12.75% | +2.08% |