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RPFGX vs. ECAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RPFGX vs. ECAT

Last updated Jun 24, 2026

RPFGX (Davis Financial Fund) and ECAT (BlackRock ESG Capital Allocation Term Trust) are both mutual funds - RPFGX is a Financials Equities fund managed by BlackRock, while ECAT is a Tactical Allocation fund managed by BlackRock. Over the past 3 years, RPFGX returned 24.59%/yr vs 19.30%/yr for ECAT. A 0.54 correlation means they provide meaningful diversification when combined. RPFGX charges 0.94%/yr vs 1.43%/yr for ECAT.

Performance

RPFGX vs. ECAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davis Financial Fund (RPFGX) and BlackRock ESG Capital Allocation Term Trust (ECAT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RPFGX achieves a -2.56% return, which is significantly lower than ECAT's 11.26% return.

RPFGX

1D
0.34%
1M
3.52%
YTD
-2.56%
6M
-3.78%
1Y
14.14%
3Y*
24.59%
5Y*
12.46%
10Y*
13.11%

ECAT

1D
-0.71%
1M
1.46%
YTD
11.26%
6M
9.76%
1Y
21.00%
3Y*
19.30%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

RPFGX vs. ECAT - Yearly Performance Comparison

2026 (YTD)20252024202320222021
RPFGX
Davis Financial Fund		-2.56%29.28%29.54%15.60%-8.91%0.22%
ECAT
BlackRock ESG Capital Allocation Term Trust		11.26%16.64%19.96%32.36%-21.90%-6.25%

Correlation

The correlation between RPFGX and ECAT is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2021

0.54

The correlation between RPFGX and ECAT has been stable across timeframes, ranging from 0.47 to 0.54 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Davis Financial Fund

BlackRock ESG Capital Allocation Term Trust

Often compared with RPFGX:
RPFGX vs. FLCNXRPFGX vs. RPFCXRPFGX vs. VOORPFGX vs. QQQRPFGX vs. FIKBXRPFGX vs. FIDSXRPFGX vs. FFTHX
Often compared with ECAT:
ECAT vs. BCATECAT vs. BGTECAT vs. JQCECAT vs. QQQECAT vs. CIIECAT vs. JEPQECAT vs. GPIQ

Return for Risk

RPFGX vs. ECAT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RPFGX
RPFGX Risk / Return Rank: 1313
Overall Rank
RPFGX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
RPFGX Sortino Ratio Rank: 1515
Sortino Ratio Rank
RPFGX Omega Ratio Rank: 1515
Omega Ratio Rank
RPFGX Calmar Ratio Rank: 1212
Calmar Ratio Rank
RPFGX Martin Ratio Rank: 1010
Martin Ratio Rank
ECAT
ECAT Risk / Return Rank: 3030
Overall Rank
ECAT Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
ECAT Sortino Ratio Rank: 3232
Sortino Ratio Rank
ECAT Omega Ratio Rank: 3131
Omega Ratio Rank
ECAT Calmar Ratio Rank: 2626
Calmar Ratio Rank
ECAT Martin Ratio Rank: 3131
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.

RPFGX vs. ECAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Financial Fund (RPFGX) and BlackRock ESG Capital Allocation Term Trust (ECAT). 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.

RPFGXECATDifference
Sharpe ratioReturn per unit of total volatility
1.03
1.53

-0.50

Sortino ratioReturn per unit of downside risk
1.49
2.19

-0.69

Omega ratioGain probability vs. loss probability

1.18

1.27

-0.09

Calmar ratioReturn relative to maximum drawdown

1.06

1.79

-0.73

Martin ratioReturn relative to average drawdown

2.76

6.64

-3.88

RPFGX vs. ECAT - Sharpe Ratio Comparison

The current RPFGX Sharpe Ratio is 1.03, which is lower than the ECAT Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of RPFGX and ECAT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

RPFGX vs. ECAT - Drawdown Comparison

The maximum RPFGX drawdown since its inception was -67.11%, which is greater than ECAT's maximum drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for RPFGX and ECAT.

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Drawdown Indicators

RPFGXECATDifference

Max Drawdown

Largest peak-to-trough decline

-67.11%

-32.23%

-34.88%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

-11.80%

-2.74%

Max Drawdown (3Y)

Largest decline over 3 years

-16.30%

-15.79%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-26.86%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-45.24%

—

—

Current Drawdown

Current decline from peak

-5.59%

-1.17%

-4.42%

Average Drawdown

Average peak-to-trough decline

-9.86%

-9.03%

-0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.56%

3.17%

+2.39%

Volatility

RPFGX vs. ECAT - Volatility Comparison

The current volatility for Davis Financial Fund (RPFGX) is 4.14%, while BlackRock ESG Capital Allocation Term Trust (ECAT) has a volatility of 4.44%. This indicates that RPFGX experiences smaller price fluctuations and is considered to be less risky than ECAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

RPFGXECATDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

4.44%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

11.76%

11.00%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

14.99%

13.79%

+1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.24%

16.89%

+2.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.32%

16.89%

+5.43%

RPFGX vs. ECAT - Expense Ratio Comparison

RPFGX has a 0.94% expense ratio, which is lower than ECAT's 1.43% expense ratio.

Dividends

RPFGX vs. ECAT - Dividend Comparison

RPFGX's dividend yield for the trailing twelve months is around 4.08%, less than ECAT's 21.94% yield.

PositionTTM20252024202320222021202020192018201720162015
ECAT
BlackRock ESG Capital Allocation Term Trust		21.94%23.00%17.44%9.14%8.94%0.54%0.00%0.00%0.00%0.00%0.00%0.00%
RPFGX
Davis Financial Fund		4.08%3.98%4.19%6.96%3.41%6.60%5.60%7.96%8.93%2.32%1.68%2.26%

Frequently Asked Questions

RPFGX and ECAT have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ECAT has higher volatility (4.44%) compared to RPFGX (4.14%). In terms of maximum drawdown, RPFGX dropped -67.11% vs ECAT's -32.23%.

ECAT currently has the higher Sharpe Ratio (1.53 vs 1.03), 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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