RPFGX vs. SFPAX
RPFGX (Davis Financial Fund) and SFPAX (Saratoga Financial Service Fund) are both Financials Equities funds from BlackRock. Over the past 10 years, RPFGX returned 13.19%/yr vs 9.04%/yr for SFPAX. Their correlation of 0.92 means they have usually moved in the same direction. RPFGX charges 0.94%/yr vs 3.81%/yr for SFPAX.
Performance
RPFGX vs. SFPAX - Performance Comparison
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Returns By Period
Over the past 10 years, RPFGX has outperformed SFPAX with an annualized return of 13.19%, while SFPAX has yielded a comparatively lower 9.04% 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%
SFPAX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- 2.51%
- 3Y*
- 15.10%
- 5Y*
- 6.22%
- 10Y*
- 9.04%
- ALL TIME*
- 3.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
RPFGX Davis Financial Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
RPFGX vs. SFPAX - 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% |
SFPAX Saratoga Financial Service Fund | 0.00% | 7.00% | 26.05% | 10.58% | -14.36% | 31.17% | -5.81% | 29.63% | -19.23% | 19.28% |
Correlation
The correlation between RPFGX and SFPAX is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.92 |
Over the past year, the correlation between RPFGX and SFPAX has dropped to 0.44 - well below their long-term average of 0.92, suggesting their price drivers have been diverging.
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Return for Risk
RPFGX vs. SFPAX — Risk / Return Rank
RPFGX
SFPAX
RPFGX vs. SFPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Financial Fund (RPFGX) and Saratoga Financial Service Fund (SFPAX). 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 | SFPAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.98 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | -0.21 | +1.39 |
| Martin ratioReturn relative to average drawdown | 3.07 | -0.42 | +3.49 |
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Drawdowns
RPFGX vs. SFPAX - Drawdown Comparison
The maximum RPFGX drawdown since its inception was -67.11%, smaller than the maximum SFPAX drawdown of -71.98%. Use the drawdown chart below to compare losses from any high point for RPFGX and SFPAX.
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Drawdown Indicators
| RPFGX | SFPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.11% | -71.98% | +4.87% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -4.86% | -9.68% |
Max Drawdown (3Y)Largest decline over 3 years | -16.30% | -17.92% | +1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -26.86% | -27.51% | +0.65% |
Max Drawdown (10Y)Largest decline over 10 years | -45.24% | -45.64% | +0.40% |
Current DrawdownCurrent decline from peak | -1.33% | -2.65% | +1.32% |
Average DrawdownAverage peak-to-trough decline | -9.83% | -20.91% | +11.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.58% | 2.32% | +3.26% |
Volatility
RPFGX vs. SFPAX - Volatility Comparison
Davis Financial Fund (RPFGX) has a higher volatility of 3.97% compared to Saratoga Financial Service Fund (SFPAX) at 0.00%. This indicates that RPFGX's price experiences larger fluctuations and is considered to be riskier than SFPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPFGX | SFPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 0.00% | +3.97% |
Volatility (6M)Calculated over the trailing 6-month period | 11.73% | 1.96% | +9.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 9.20% | +5.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.09% | 18.73% | +0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.21% | 22.51% | -0.30% |
RPFGX vs. SFPAX - Expense Ratio Comparison
RPFGX has a 0.94% expense ratio, which is lower than SFPAX's 3.81% expense ratio.
Dividends
RPFGX vs. SFPAX - Dividend Comparison
RPFGX's dividend yield for the trailing twelve months is around 3.85%, while SFPAX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SFPAX Saratoga Financial Service Fund | 0.00% | 0.00% | 5.91% | 5.05% | 5.71% | 5.03% | 4.18% | 7.10% | 22.58% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RPFGX and SFPAX have a correlation of 0.44, 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 SFPAX (0.00%). In terms of maximum drawdown, RPFGX dropped -67.11% vs SFPAX's -71.98%.
RPFGX currently has the higher Sharpe Ratio (1.14 vs -0.11), 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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