RPFGX vs. ASFYX
Compare and contrast key facts about Davis Financial Fund (RPFGX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
RPFGX is managed by BlackRock. It was launched on May 1, 1991. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
RPFGX vs. ASFYX - Performance Comparison
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RPFGX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPFGX Davis Financial Fund | -8.77% | 29.28% | 29.54% | 15.60% | -8.91% | 31.45% | -5.87% | 26.51% | -11.74% | 19.24% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.72% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 8.99% | -12.59% | 6.78% |
Returns By Period
In the year-to-date period, RPFGX achieves a -8.77% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, RPFGX has outperformed ASFYX with an annualized return of 12.09%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
RPFGX
- 1D
- 2.67%
- 1M
- -4.54%
- YTD
- -8.77%
- 6M
- -0.81%
- 1Y
- 14.10%
- 3Y*
- 22.32%
- 5Y*
- 12.12%
- 10Y*
- 12.09%
ASFYX
- 1D
- 0.12%
- 1M
- -0.84%
- YTD
- 6.72%
- 6M
- 10.49%
- 1Y
- 3.28%
- 3Y*
- -2.85%
- 5Y*
- 2.28%
- 10Y*
- 1.88%
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RPFGX vs. ASFYX - Expense Ratio Comparison
RPFGX has a 0.94% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
RPFGX vs. ASFYX — Risk / Return Rank
RPFGX
ASFYX
RPFGX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Financial Fund (RPFGX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). 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.
| RPFGX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.27 | +0.45 |
Sortino ratioReturn per unit of downside risk | 1.07 | 0.42 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.06 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 0.18 | +0.83 |
Martin ratioReturn relative to average drawdown | 3.23 | 0.29 | +2.94 |
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
| RPFGX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.27 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.17 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.15 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.31 | +0.26 |
Correlation
The correlation between RPFGX and ASFYX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
RPFGX vs. ASFYX - Dividend Comparison
RPFGX's dividend yield for the trailing twelve months is around 4.36%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPFGX Davis Financial Fund | 4.36% | 3.98% | 4.19% | 6.96% | 3.41% | 6.60% | 5.60% | 7.96% | 8.93% | 2.32% | 1.68% | 2.26% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.42% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
RPFGX vs. ASFYX - Drawdown Comparison
The maximum RPFGX drawdown since its inception was -67.11%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for RPFGX and ASFYX.
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Drawdown Indicators
| RPFGX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.11% | -36.43% | -30.68% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -13.51% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -26.86% | -36.43% | +9.57% |
Max Drawdown (10Y)Largest decline over 10 years | -45.24% | -36.43% | -8.81% |
Current DrawdownCurrent decline from peak | -11.61% | -24.28% | +12.67% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -13.10% | +3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.55% | 8.26% | -3.71% |
Volatility
RPFGX vs. ASFYX - Volatility Comparison
Davis Financial Fund (RPFGX) has a higher volatility of 5.06% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that RPFGX's price experiences larger fluctuations and is considered to be riskier than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPFGX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | 3.82% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 11.48% | 10.00% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.12% | 13.00% | +6.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.28% | 13.67% | +5.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.29% | 12.68% | +9.61% |