RPFRX vs. VFIAX
RPFRX (Davis Real Estate Fund) and VFIAX (Vanguard 500 Index Fund Admiral Shares) are both mutual funds - RPFRX is a REIT fund managed by Davis, while VFIAX is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, RPFRX returned 3.72%/yr vs 15.14%/yr for VFIAX. Their 0.63 correlation means they have sometimes moved together and sometimes differently. RPFRX charges 0.95%/yr vs 0.04%/yr for VFIAX.
Performance
RPFRX vs. VFIAX - Performance Comparison
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Returns By Period
In the year-to-date period, RPFRX achieves a 15.13% return, which is significantly higher than VFIAX's 11.74% return. Over the past 10 years, RPFRX has underperformed VFIAX with an annualized return of 3.72%, while VFIAX has yielded a comparatively higher 15.14% annualized return.
RPFRX
- 1D
- 0.45%
- 1M
- 0.43%
- 6M
- 13.35%
- YTD
- 15.13%
- 1Y
- 13.33%
- 3Y*
- 5.77%
- 5Y*
- 0.30%
- 10Y*
- 3.72%
- ALL TIME*
- 8.18%
VFIAX
- 1D
- 1.49%
- 1M
- 1.63%
- 6M
- 10.48%
- YTD
- 11.74%
- 1Y
- 21.46%
- 3Y*
- 20.84%
- 5Y*
- 13.10%
- 10Y*
- 15.14%
- ALL TIME*
- 8.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RPFRX vs. VFIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPFRX Davis Real Estate Fund | 15.13% | -6.17% | 2.30% | 10.48% | -26.78% | 43.26% | -8.25% | 25.39% | -4.52% | 8.32% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 11.74% | 17.83% | 24.97% | 26.24% | -18.16% | 28.65% | 18.32% | 31.46% | -4.45% | 21.78% |
Correlation
The correlation between RPFRX and VFIAX is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2000 | 0.63 |
Over the past year, the correlation between RPFRX and VFIAX has dropped to 0.29 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
RPFRX vs. VFIAX — Risk / Return Rank
RPFRX
VFIAX
RPFRX vs. VFIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Real Estate Fund (RPFRX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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 | VFIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.33 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | 2.62 | -1.22 |
| Martin ratioReturn relative to average drawdown | 3.54 | 11.27 | -7.73 |
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Drawdowns
RPFRX vs. VFIAX - Drawdown Comparison
The maximum RPFRX drawdown since its inception was -75.01%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for RPFRX and VFIAX.
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Drawdown Indicators
| RPFRX | VFIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.01% | -55.20% | -19.81% |
Max Drawdown (1Y)Largest decline over 1 year | -10.13% | -8.90% | -1.23% |
Max Drawdown (3Y)Largest decline over 3 years | -22.20% | -18.75% | -3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -35.52% | -24.53% | -10.99% |
Max Drawdown (10Y)Largest decline over 10 years | -42.29% | -33.83% | -8.46% |
Current DrawdownCurrent decline from peak | -10.72% | 0.00% | -10.72% |
Average DrawdownAverage peak-to-trough decline | -13.40% | -9.35% | -4.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.01% | 2.07% | +1.94% |
Volatility
RPFRX vs. VFIAX - Volatility Comparison
Davis Real Estate Fund (RPFRX) has a higher volatility of 4.20% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.81%. This indicates that RPFRX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPFRX | VFIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 3.81% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 10.20% | +0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.80% | 12.86% | +1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.54% | 17.03% | +2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.17% | 18.08% | +3.09% |
RPFRX vs. VFIAX - Expense Ratio Comparison
RPFRX has a 0.95% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Dividends
RPFRX vs. VFIAX - Dividend Comparison
RPFRX's dividend yield for the trailing twelve months is around 6.42%, more than VFIAX's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPFRX Davis Real Estate Fund | 6.42% | 6.48% | 1.43% | 2.26% | 5.33% | 1.05% | 1.77% | 2.78% | 6.03% | 5.84% | 1.61% | 1.19% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.05% | 1.12% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
RPFRX and VFIAX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RPFRX has higher volatility (4.20%) compared to VFIAX (3.81%). In terms of maximum drawdown, RPFRX dropped -75.01% vs VFIAX's -55.20%.
VFIAX currently has the higher Sharpe Ratio (1.82 vs 0.96), 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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