RPFGX vs. BDMIX
Compare and contrast key facts about Davis Financial Fund (RPFGX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX).
RPFGX is managed by BlackRock. It was launched on May 1, 1991. BDMIX is managed by BlackRock. It was launched on Dec 20, 2012.
Performance
RPFGX vs. BDMIX - Performance Comparison
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RPFGX vs. BDMIX - 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% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 4.32% | 18.30% | 21.39% | 14.55% | 1.80% | 3.34% | 0.29% | -0.85% | 2.20% | 12.85% |
Returns By Period
In the year-to-date period, RPFGX achieves a -8.77% return, which is significantly lower than BDMIX's 4.32% return. Over the past 10 years, RPFGX has outperformed BDMIX with an annualized return of 12.09%, while BDMIX has yielded a comparatively lower 7.29% 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%
BDMIX
- 1D
- 0.73%
- 1M
- 1.60%
- YTD
- 4.32%
- 6M
- 8.75%
- 1Y
- 17.17%
- 3Y*
- 18.86%
- 5Y*
- 11.38%
- 10Y*
- 7.29%
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RPFGX vs. BDMIX - Expense Ratio Comparison
RPFGX has a 0.94% expense ratio, which is lower than BDMIX's 1.57% expense ratio.
Return for Risk
RPFGX vs. BDMIX — Risk / Return Rank
RPFGX
BDMIX
RPFGX vs. BDMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Financial Fund (RPFGX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX). 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 | BDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 2.55 | -1.82 |
Sortino ratioReturn per unit of downside risk | 1.07 | 3.73 | -2.66 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.48 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 5.14 | -4.12 |
Martin ratioReturn relative to average drawdown | 3.23 | 14.25 | -11.02 |
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 | BDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 2.55 | -1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 1.76 | -1.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 1.27 | -0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 1.15 | -0.58 |
Correlation
The correlation between RPFGX and BDMIX is 0.09, 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. BDMIX - Dividend Comparison
RPFGX's dividend yield for the trailing twelve months is around 4.36%, less than BDMIX's 8.56% 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% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 8.56% | 8.94% | 13.26% | 7.42% | 0.00% | 1.23% | 0.30% | 6.78% | 0.94% | 0.00% | 0.00% | 1.86% |
Drawdowns
RPFGX vs. BDMIX - Drawdown Comparison
The maximum RPFGX drawdown since its inception was -67.11%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for RPFGX and BDMIX.
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Drawdown Indicators
| RPFGX | BDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.11% | -11.89% | -55.22% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -3.60% | -10.94% |
Max Drawdown (5Y)Largest decline over 5 years | -26.86% | -7.45% | -19.41% |
Max Drawdown (10Y)Largest decline over 10 years | -45.24% | -9.44% | -35.80% |
Current DrawdownCurrent decline from peak | -11.61% | -0.13% | -11.48% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -2.71% | -7.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.55% | 1.30% | +3.25% |
Volatility
RPFGX vs. BDMIX - Volatility Comparison
Davis Financial Fund (RPFGX) has a higher volatility of 5.06% compared to BlackRock Global Long/Short Equity Fund Class I (BDMIX) at 1.72%. This indicates that RPFGX's price experiences larger fluctuations and is considered to be riskier than BDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPFGX | BDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | 1.72% | +3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.48% | 4.78% | +6.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.12% | 6.93% | +12.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.28% | 6.51% | +12.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.29% | 5.77% | +16.52% |