RPFGX vs. WFSPX
Compare and contrast key facts about Davis Financial Fund (RPFGX) and iShares S&P 500 Index Fund (WFSPX).
RPFGX is managed by BlackRock. It was launched on May 1, 1991. WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993.
Performance
RPFGX vs. WFSPX - Performance Comparison
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RPFGX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPFGX Davis Financial Fund | -8.77% | 29.28% | 29.54% | 15.60% | -8.91% | 31.45% | -5.87% | 26.51% | -11.74% | 19.24% |
WFSPX iShares S&P 500 Index Fund | -4.63% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Returns By Period
In the year-to-date period, RPFGX achieves a -8.77% return, which is significantly lower than WFSPX's -4.63% return. Over the past 10 years, RPFGX has underperformed WFSPX with an annualized return of 12.09%, while WFSPX has yielded a comparatively higher 13.92% annualized return.
RPFGX
- 1D
- 2.67%
- 1M
- -4.54%
- YTD
- -8.77%
- 6M
- -0.81%
- 1Y
- 14.10%
- 3Y*
- 22.32%
- 5Y*
- 12.12%
- 10Y*
- 12.09%
WFSPX
- 1D
- 2.62%
- 1M
- -5.31%
- YTD
- -4.63%
- 6M
- -2.47%
- 1Y
- 16.96%
- 3Y*
- 18.15%
- 5Y*
- 11.69%
- 10Y*
- 13.92%
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RPFGX vs. WFSPX - Expense Ratio Comparison
RPFGX has a 0.94% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
RPFGX vs. WFSPX — Risk / Return Rank
RPFGX
WFSPX
RPFGX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Financial Fund (RPFGX) and iShares S&P 500 Index Fund (WFSPX). 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.
| RPFGX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.96 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.07 | 1.47 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.22 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.49 | -0.48 |
Martin ratioReturn relative to average drawdown | 3.23 | 7.15 | -3.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RPFGX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.96 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.70 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.78 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.13 | +0.44 |
Correlation
The correlation between RPFGX and WFSPX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
RPFGX vs. WFSPX - Dividend Comparison
RPFGX's dividend yield for the trailing twelve months is around 4.36%, more than WFSPX's 1.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPFGX Davis Financial Fund | 4.36% | 3.98% | 4.19% | 6.96% | 3.41% | 6.60% | 5.60% | 7.96% | 8.93% | 2.32% | 1.68% | 2.26% |
WFSPX iShares S&P 500 Index Fund | 1.54% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
RPFGX vs. WFSPX - Drawdown Comparison
The maximum RPFGX drawdown since its inception was -67.11%, which is greater than WFSPX's maximum drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for RPFGX and WFSPX.
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Drawdown Indicators
| RPFGX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.11% | -58.21% | -8.90% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -12.11% | -2.43% |
Max Drawdown (5Y)Largest decline over 5 years | -26.86% | -24.51% | -2.35% |
Max Drawdown (10Y)Largest decline over 10 years | -45.24% | -33.74% | -11.50% |
Current DrawdownCurrent decline from peak | -11.61% | -6.51% | -5.10% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -12.84% | +2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.55% | 2.53% | +2.02% |
Volatility
RPFGX vs. WFSPX - Volatility Comparison
Davis Financial Fund (RPFGX) and iShares S&P 500 Index Fund (WFSPX) have volatilities of 5.06% and 5.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPFGX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | 5.17% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.48% | 9.44% | +2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.12% | 18.21% | +0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.28% | 16.88% | +2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.29% | 18.00% | +4.29% |