RPFGX vs. VOO
RPFGX (Davis Financial Fund) and VOO (Vanguard S&P 500 ETF) are both funds - RPFGX is a Financials Equities fund managed by BlackRock, while VOO is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, RPFGX returned 13.12%/yr vs 15.14%/yr for VOO. Their 0.77 correlation means they have sometimes moved together and sometimes differently. RPFGX charges 0.94%/yr vs 0.03%/yr for VOO.
Performance
RPFGX vs. VOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RPFGX achieves a 3.49% return, which is significantly lower than VOO's 10.16% return. Over the past 10 years, RPFGX has underperformed VOO with an annualized return of 13.12%, while VOO has yielded a comparatively higher 15.14% annualized return.
RPFGX
- 1D
- 0.06%
- 1M
- 1.03%
- 6M
- 4.89%
- YTD
- 3.49%
- 1Y
- 19.21%
- 3Y*
- 22.49%
- 5Y*
- 13.84%
- 10Y*
- 13.12%
- ALL TIME*
- 12.29%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
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 |
| $3.82B | $3.78B | $5.44B |
RPFGX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPFGX Davis Financial Fund | 3.49% | 29.28% | 29.54% | 15.60% | -8.91% | 31.45% | -5.87% | 26.51% | -11.74% | 19.24% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between RPFGX and VOO is 0.55, 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. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.77 |
Over the past year, the correlation between RPFGX and VOO has dropped to 0.55 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RPFGX vs. VOO — Risk / Return Rank
RPFGX
VOO
RPFGX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Financial Fund (RPFGX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.28 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | 2.21 | -1.09 |
| Martin ratioReturn relative to average drawdown | 2.91 | 9.44 | -6.52 |
Loading charts...
Drawdowns
RPFGX vs. VOO - Drawdown Comparison
The maximum RPFGX drawdown since its inception was -67.11%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RPFGX and VOO.
Loading charts...
Drawdown Indicators
| RPFGX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.11% | -33.99% | -33.12% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -8.90% | -5.64% |
Max Drawdown (3Y)Largest decline over 3 years | -16.30% | -18.69% | +2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -26.86% | -24.52% | -2.34% |
Max Drawdown (10Y)Largest decline over 10 years | -45.24% | -33.99% | -11.25% |
Current DrawdownCurrent decline from peak | -1.26% | -1.38% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -9.83% | -3.67% | -6.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.58% | 2.08% | +3.50% |
Volatility
RPFGX vs. VOO - Volatility Comparison
Davis Financial Fund (RPFGX) has a higher volatility of 4.21% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that RPFGX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RPFGX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 3.54% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 11.76% | 10.10% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.14% | 12.82% | +2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.10% | 16.93% | +2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.21% | 18.01% | +4.20% |
RPFGX vs. VOO - Expense Ratio Comparison
RPFGX has a 0.94% expense ratio, which is higher than VOO's 0.03% expense ratio.
Dividends
RPFGX vs. VOO - Dividend Comparison
RPFGX's dividend yield for the trailing twelve months is around 3.84%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPFGX Davis Financial Fund | 3.84% | 3.98% | 4.19% | 6.96% | 3.41% | 6.60% | 5.60% | 7.96% | 8.93% | 2.32% | 1.68% | 2.26% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
RPFGX and VOO have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RPFGX has higher volatility (4.21%) compared to VOO (3.54%). In terms of maximum drawdown, RPFGX dropped -67.11% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs 1.08), 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.
Find the right allocation for RPFGX and VOO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer