RPFGX vs. VTCLX
RPFGX (Davis Financial Fund) and VTCLX (Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares) are both mutual funds - RPFGX is a Financials Equities fund managed by BlackRock, while VTCLX is a Large Cap Blend Equities fund tracking the Russell 1000 Index. Over the past 10 years, RPFGX returned 13.19%/yr vs 15.01%/yr for VTCLX. Their correlation of 0.82 means they have usually moved in the same direction. RPFGX charges 0.94%/yr vs 0.05%/yr for VTCLX.
Performance
RPFGX vs. VTCLX - 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 VTCLX's 9.93% return. Over the past 10 years, RPFGX has underperformed VTCLX with an annualized return of 13.19%, while VTCLX has yielded a comparatively higher 15.01% 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%
VTCLX
- 1D
- 0.60%
- 1M
- -0.20%
- 6M
- 7.78%
- YTD
- 9.93%
- 1Y
- 21.13%
- 3Y*
- 18.88%
- 5Y*
- 12.06%
- 10Y*
- 15.01%
- ALL TIME*
- 10.11%
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. VTCLX - 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% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 9.93% | 17.44% | 23.76% | 26.62% | -19.07% | 26.87% | 21.08% | 31.47% | -4.98% | 22.40% |
Correlation
The correlation between RPFGX and VTCLX is 0.58, 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. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2001 | 0.82 |
Over the past year, the correlation between RPFGX and VTCLX has dropped to 0.58 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
RPFGX vs. VTCLX — Risk / Return Rank
RPFGX
VTCLX
RPFGX vs. VTCLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Financial Fund (RPFGX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX). 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 | VTCLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.26 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 2.19 | -1.01 |
| Martin ratioReturn relative to average drawdown | 3.07 | 9.51 | -6.44 |
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Drawdowns
RPFGX vs. VTCLX - Drawdown Comparison
The maximum RPFGX drawdown since its inception was -67.11%, which is greater than VTCLX's maximum drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for RPFGX and VTCLX.
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Drawdown Indicators
| RPFGX | VTCLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.11% | -55.18% | -11.93% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -8.79% | -5.75% |
Max Drawdown (3Y)Largest decline over 3 years | -16.30% | -19.01% | +2.71% |
Max Drawdown (5Y)Largest decline over 5 years | -26.86% | -24.98% | -1.88% |
Max Drawdown (10Y)Largest decline over 10 years | -45.24% | -34.56% | -10.68% |
Current DrawdownCurrent decline from peak | -1.33% | -1.24% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -9.83% | -7.53% | -2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.58% | 2.02% | +3.56% |
Volatility
RPFGX vs. VTCLX - Volatility Comparison
Davis Financial Fund (RPFGX) has a higher volatility of 3.97% compared to Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) at 3.47%. This indicates that RPFGX's price experiences larger fluctuations and is considered to be riskier than VTCLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPFGX | VTCLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 3.47% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 11.73% | 10.17% | +1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 12.98% | +2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.09% | 17.32% | +1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.21% | 18.27% | +3.94% |
RPFGX vs. VTCLX - Expense Ratio Comparison
RPFGX has a 0.94% expense ratio, which is higher than VTCLX's 0.05% expense ratio.
Dividends
RPFGX vs. VTCLX - Dividend Comparison
RPFGX's dividend yield for the trailing twelve months is around 3.85%, more than VTCLX's 0.91% yield.
| 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% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 0.91% | 0.93% | 1.04% | 1.24% | 1.47% | 1.04% | 1.32% | 1.52% | 1.83% | 1.57% | 1.76% | 1.69% |
Frequently Asked Questions
RPFGX and VTCLX have a correlation of 0.58, 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 VTCLX (3.47%). In terms of maximum drawdown, RPFGX dropped -67.11% vs VTCLX's -55.18%.
VTCLX currently has the higher Sharpe Ratio (1.48 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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