RPFGX vs. FFANX
RPFGX (Davis Financial Fund) and FFANX (Fidelity Asset Manager 40% Fund) are both mutual funds - RPFGX is a Financials Equities fund managed by BlackRock, while FFANX is a Diversified Portfolio fund actively managed by Fidelity. Over the past 10 years, RPFGX returned 13.19%/yr vs 6.59%/yr for FFANX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. RPFGX charges 0.94%/yr vs 0.53%/yr for FFANX.
Performance
RPFGX vs. FFANX - Performance Comparison
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Returns By Period
In the year-to-date period, RPFGX achieves a 3.41% return, which is significantly lower than FFANX's 6.50% return. Over the past 10 years, RPFGX has outperformed FFANX with an annualized return of 13.19%, while FFANX has yielded a comparatively lower 6.59% annualized return.
RPFGX
- 1D
- -0.07%
- 1M
- 0.96%
- 6M
- 3.71%
- YTD
- 3.41%
- 1Y
- 19.12%
- 3Y*
- 22.79%
- 5Y*
- 13.82%
- 10Y*
- 13.19%
- ALL TIME*
- 12.29%
FFANX
- 1D
- 0.07%
- 1M
- -0.56%
- 6M
- 4.27%
- YTD
- 6.50%
- 1Y
- 13.33%
- 3Y*
- 10.31%
- 5Y*
- 4.89%
- 10Y*
- 6.59%
- ALL TIME*
- 5.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
RPFGX Davis Financial Fund | $0.00 | $0.00 | $0.00 |
RPFGX vs. FFANX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPFGX Davis Financial Fund | 3.41% | 29.28% | 29.54% | 15.60% | -8.91% | 31.45% | -5.87% | 26.51% | -11.74% | 19.24% |
FFANX Fidelity Asset Manager 40% Fund | 6.50% | 13.16% | 7.40% | 11.52% | -13.62% | 8.03% | 13.10% | 15.81% | -4.06% | 11.25% |
Correlation
The correlation between RPFGX and FFANX is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.52 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2007 | 0.73 |
Over the past year, the correlation between RPFGX and FFANX has dropped to 0.52 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
RPFGX vs. FFANX — Risk / Return Rank
RPFGX
FFANX
RPFGX vs. FFANX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Financial Fund (RPFGX) and Fidelity Asset Manager 40% Fund (FFANX). 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.
| RPFGX | FFANX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.34 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 2.51 | -1.33 |
| Martin ratioReturn relative to average drawdown | 3.07 | 10.39 | -7.32 |
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Drawdowns
RPFGX vs. FFANX - Drawdown Comparison
The maximum RPFGX drawdown since its inception was -67.11%, which is greater than FFANX's maximum drawdown of -31.69%. Use the drawdown chart below to compare losses from any high point for RPFGX and FFANX.
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Drawdown Indicators
| RPFGX | FFANX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.11% | -31.69% | -35.42% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -5.20% | -9.34% |
Max Drawdown (3Y)Largest decline over 3 years | -16.30% | -7.55% | -8.75% |
Max Drawdown (5Y)Largest decline over 5 years | -26.86% | -18.52% | -8.34% |
Max Drawdown (10Y)Largest decline over 10 years | -45.24% | -18.52% | -26.72% |
Current DrawdownCurrent decline from peak | -1.33% | -1.08% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -9.83% | -3.77% | -6.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.58% | 1.25% | +4.33% |
Volatility
RPFGX vs. FFANX - Volatility Comparison
Davis Financial Fund (RPFGX) has a higher volatility of 3.97% compared to Fidelity Asset Manager 40% Fund (FFANX) at 2.08%. This indicates that RPFGX's price experiences larger fluctuations and is considered to be riskier than FFANX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPFGX | FFANX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 2.08% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 11.73% | 6.28% | +5.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 7.33% | +7.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.09% | 7.99% | +11.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.21% | 7.73% | +14.48% |
RPFGX vs. FFANX - Expense Ratio Comparison
RPFGX has a 0.94% expense ratio, which is higher than FFANX's 0.53% expense ratio.
Dividends
RPFGX vs. FFANX - Dividend Comparison
RPFGX's dividend yield for the trailing twelve months is around 3.85%, more than FFANX's 3.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFANX Fidelity Asset Manager 40% Fund | 3.66% | 3.97% | 2.81% | 2.49% | 5.75% | 2.35% | 2.36% | 3.67% | 4.56% | 2.56% | 1.43% | 3.18% |
RPFGX Davis Financial Fund | 3.85% | 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 FFANX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RPFGX has higher volatility (3.97%) compared to FFANX (2.08%). In terms of maximum drawdown, RPFGX dropped -67.11% vs FFANX's -31.69%.
FFANX currently has the higher Sharpe Ratio (1.78 vs 1.14), 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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