RPFRX vs. VRTPX
Compare and contrast key facts about Davis Real Estate Fund (RPFRX) and Vanguard Real Estate II Index Fund (VRTPX).
RPFRX is managed by Davis Funds. It was launched on Jan 3, 1994. VRTPX is managed by Vanguard. It was launched on Sep 26, 2017.
Performance
RPFRX vs. VRTPX - Performance Comparison
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RPFRX vs. VRTPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPFRX Davis Real Estate Fund | -3.04% | -6.17% | 2.30% | 10.48% | -26.78% | 43.26% | -8.25% | 25.39% | -4.52% | 2.65% |
VRTPX Vanguard Real Estate II Index Fund | -0.21% | 2.22% | 3.72% | 13.17% | -26.14% | 40.37% | -4.65% | 28.96% | -5.99% | 1.37% |
Returns By Period
In the year-to-date period, RPFRX achieves a -3.04% return, which is significantly lower than VRTPX's -0.21% return.
RPFRX
- 1D
- 0.68%
- 1M
- -8.13%
- YTD
- -3.04%
- 6M
- -8.55%
- 1Y
- -9.13%
- 3Y*
- 0.63%
- 5Y*
- -0.29%
- 10Y*
- 2.90%
VRTPX
- 1D
- 0.38%
- 1M
- -7.71%
- YTD
- -0.21%
- 6M
- -2.58%
- 1Y
- 0.37%
- 3Y*
- 5.57%
- 5Y*
- 2.69%
- 10Y*
- —
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RPFRX vs. VRTPX - Expense Ratio Comparison
RPFRX has a 0.95% expense ratio, which is higher than VRTPX's 0.08% expense ratio.
Return for Risk
RPFRX vs. VRTPX — Risk / Return Rank
RPFRX
VRTPX
RPFRX vs. VRTPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Real Estate Fund (RPFRX) and Vanguard Real Estate II Index Fund (VRTPX). 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.
| RPFRX | VRTPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.49 | 0.08 | -0.56 |
Sortino ratioReturn per unit of downside risk | -0.56 | 0.22 | -0.78 |
Omega ratioGain probability vs. loss probability | 0.93 | 1.03 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | -0.67 | 0.09 | -0.76 |
Martin ratioReturn relative to average drawdown | -1.83 | 0.37 | -2.20 |
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
| RPFRX | VRTPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.49 | 0.08 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.14 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.21 | +0.15 |
Correlation
The correlation between RPFRX and VRTPX is 0.97, 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
RPFRX vs. VRTPX - Dividend Comparison
RPFRX's dividend yield for the trailing twelve months is around 7.43%, more than VRTPX's 3.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPFRX Davis Real Estate Fund | 7.43% | 6.48% | 1.43% | 2.26% | 5.33% | 1.05% | 1.77% | 2.78% | 6.03% | 5.84% | 1.61% | 1.19% |
VRTPX Vanguard Real Estate II Index Fund | 3.91% | 2.79% | 3.80% | 3.93% | 4.52% | 2.58% | 3.92% | 3.50% | 4.77% | 1.32% | 0.00% | 0.00% |
Drawdowns
RPFRX vs. VRTPX - Drawdown Comparison
The maximum RPFRX drawdown since its inception was -75.01%, which is greater than VRTPX's maximum drawdown of -42.33%. Use the drawdown chart below to compare losses from any high point for RPFRX and VRTPX.
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Drawdown Indicators
| RPFRX | VRTPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.01% | -42.33% | -32.68% |
Max Drawdown (1Y)Largest decline over 1 year | -13.53% | -12.41% | -1.12% |
Max Drawdown (5Y)Largest decline over 5 years | -35.52% | -34.35% | -1.17% |
Max Drawdown (10Y)Largest decline over 10 years | -42.29% | — | — |
Current DrawdownCurrent decline from peak | -24.82% | -11.56% | -13.26% |
Average DrawdownAverage peak-to-trough decline | -13.38% | -11.55% | -1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.93% | 3.15% | +1.78% |
Volatility
RPFRX vs. VRTPX - Volatility Comparison
Davis Real Estate Fund (RPFRX) has a higher volatility of 4.38% compared to Vanguard Real Estate II Index Fund (VRTPX) at 4.15%. This indicates that RPFRX's price experiences larger fluctuations and is considered to be riskier than VRTPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPFRX | VRTPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 4.15% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 9.12% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.53% | 16.32% | +1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.52% | 18.89% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.10% | 21.92% | -0.82% |