RPFRX vs. BABA
RPFRX (Davis Real Estate Fund) is REIT fund managed by Davis Funds, while BABA (Alibaba Group Holding Limited) is a stock. Over the past 10 years, RPFRX returned 3.60%/yr vs 3.92%/yr for BABA. At a 0.22 correlation, their price movements are largely independent.
Performance
RPFRX vs. BABA - Performance Comparison
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Returns By Period
In the year-to-date period, RPFRX achieves a 13.38% return, which is significantly higher than BABA's -22.67% return. Over the past 10 years, RPFRX has underperformed BABA with an annualized return of 3.60%, while BABA has yielded a comparatively higher 3.92% annualized return.
RPFRX
- 1D
- 0.41%
- 1M
- 0.44%
- 6M
- 11.75%
- YTD
- 13.38%
- 1Y
- 7.70%
- 3Y*
- 4.30%
- 5Y*
- -0.10%
- 10Y*
- 3.60%
BABA
- 1D
- -0.03%
- 1M
- -0.44%
- 6M
- -32.13%
- YTD
- -22.67%
- 1Y
- 4.74%
- 3Y*
- 8.07%
- 5Y*
- -11.08%
- 10Y*
- 3.92%
RPFRX vs. BABA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPFRX Davis Real Estate Fund | 13.38% | -6.17% | 2.30% | 10.48% | -26.78% | 43.26% | -8.25% | 25.39% | -4.52% | 8.32% |
BABA Alibaba Group Holding Limited | -22.67% | 75.80% | 11.77% | -10.83% | -25.84% | -48.96% | 9.73% | 54.74% | -20.51% | 96.37% |
Correlation
The correlation between RPFRX and BABA is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2014 | 0.22 |
The correlation between RPFRX and BABA shifts across timeframes, from 0.07 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RPFRX vs. BABA — Risk / Return Rank
RPFRX
BABA
RPFRX vs. BABA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Real Estate Fund (RPFRX) and Alibaba Group Holding Limited (BABA). 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.
| RPFRX | BABA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.06 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 0.10 | +0.71 |
| Martin ratioReturn relative to average drawdown | 1.94 | 0.20 | +1.73 |
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Drawdowns
RPFRX vs. BABA - Drawdown Comparison
The maximum RPFRX drawdown since its inception was -75.01%, smaller than the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for RPFRX and BABA.
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Drawdown Indicators
| RPFRX | BABA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.01% | -80.09% | +5.08% |
Max Drawdown (1Y)Largest decline over 1 year | -10.13% | -49.47% | +39.34% |
Max Drawdown (3Y)Largest decline over 3 years | -22.20% | -49.47% | +27.27% |
Max Drawdown (5Y)Largest decline over 5 years | -35.52% | -70.50% | +34.98% |
Max Drawdown (10Y)Largest decline over 10 years | -42.29% | -80.09% | +37.80% |
Current DrawdownCurrent decline from peak | -12.08% | -62.36% | +50.28% |
Average DrawdownAverage peak-to-trough decline | -13.40% | -37.74% | +24.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | 23.25% | -19.07% |
Volatility
RPFRX vs. BABA - Volatility Comparison
The current volatility for Davis Real Estate Fund (RPFRX) is 4.83%, while Alibaba Group Holding Limited (BABA) has a volatility of 13.75%. This indicates that RPFRX experiences smaller price fluctuations and is considered to be less risky than BABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPFRX | BABA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 13.75% | -8.92% |
Volatility (6M)Calculated over the trailing 6-month period | 11.09% | 30.31% | -19.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 45.05% | -30.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.55% | 51.65% | -32.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.16% | 43.56% | -22.40% |
Dividends
RPFRX vs. BABA - Dividend Comparison
RPFRX's dividend yield for the trailing twelve months is around 6.51%, more than BABA's 0.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 0.93% | 1.36% | 1.96% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RPFRX Davis Real Estate Fund | 6.51% | 6.48% | 1.43% | 2.26% | 5.33% | 1.05% | 1.77% | 2.78% | 6.03% | 5.84% | 1.61% | 1.19% |
Frequently Asked Questions
RPFRX and BABA have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BABA has higher volatility (13.75%) compared to RPFRX (4.83%). In terms of maximum drawdown, RPFRX dropped -75.01% vs BABA's -80.09%.
RPFRX currently has the higher Sharpe Ratio (0.54 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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