SCD vs. RPFCX
SCD (LMP Capital and Income Fund Inc.) and RPFCX (Davis Appreciation & Income Fund) are both Diversified Portfolio funds. Over the past 10 years, SCD returned 12.42%/yr vs 10.69%/yr for RPFCX. Their 0.61 correlation means they have sometimes moved together and sometimes differently.
Performance
SCD vs. RPFCX - Performance Comparison
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Returns By Period
In the year-to-date period, SCD achieves a 10.42% return, which is significantly lower than RPFCX's 14.17% return. Over the past 10 years, SCD has outperformed RPFCX with an annualized return of 12.42%, while RPFCX has yielded a comparatively lower 10.69% annualized return.
SCD
- 1D
- 0.13%
- 1M
- 0.14%
- 6M
- 4.08%
- YTD
- 10.42%
- 1Y
- 13.32%
- 3Y*
- 17.78%
- 5Y*
- 12.64%
- 10Y*
- 12.42%
- ALL TIME*
- 10.88%
RPFCX
- 1D
- 0.24%
- 1M
- 1.63%
- 6M
- 11.35%
- YTD
- 14.17%
- 1Y
- 29.00%
- 3Y*
- 16.53%
- 5Y*
- 10.09%
- 10Y*
- 10.69%
- ALL TIME*
- 8.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.35M | $1.70M | $1.12M |
SCD vs. RPFCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCD LMP Capital and Income Fund Inc. | 10.42% | -3.80% | 33.95% | 28.09% | -10.04% | 46.29% | -14.89% | 59.16% | -15.56% | 14.59% |
RPFCX Davis Appreciation & Income Fund | 14.17% | 20.90% | 9.10% | 23.00% | -15.65% | 25.74% | 4.74% | 20.33% | -8.02% | 16.35% |
Correlation
The correlation between SCD and RPFCX is 0.51, 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. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2004 | 0.61 |
The correlation between SCD and RPFCX shifts across timeframes, from 0.51 (1 year) to 0.62 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SCD vs. RPFCX — Risk / Return Rank
SCD
RPFCX
SCD vs. RPFCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LMP Capital and Income Fund Inc. (SCD) and Davis Appreciation & Income Fund (RPFCX). 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.
| SCD | RPFCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.79 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.54 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 3.99 | -2.81 |
| Martin ratioReturn relative to average drawdown | 3.31 | 15.92 | -12.61 |
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Drawdowns
SCD vs. RPFCX - Drawdown Comparison
The maximum SCD drawdown since its inception was -62.40%, which is greater than RPFCX's maximum drawdown of -56.39%. Use the drawdown chart below to compare losses from any high point for SCD and RPFCX.
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Drawdown Indicators
| SCD | RPFCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -56.39% | -6.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -6.76% | -3.60% |
Max Drawdown (3Y)Largest decline over 3 years | -21.81% | -14.82% | -6.99% |
Max Drawdown (5Y)Largest decline over 5 years | -23.41% | -25.63% | +2.22% |
Max Drawdown (10Y)Largest decline over 10 years | -60.76% | -30.72% | -30.04% |
Current DrawdownCurrent decline from peak | -0.63% | -0.39% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -9.99% | -7.40% | -2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 1.70% | +1.97% |
Volatility
SCD vs. RPFCX - Volatility Comparison
LMP Capital and Income Fund Inc. (SCD) has a higher volatility of 2.85% compared to Davis Appreciation & Income Fund (RPFCX) at 2.02%. This indicates that SCD's price experiences larger fluctuations and is considered to be riskier than RPFCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCD | RPFCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 2.02% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 6.74% | +1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.75% | 9.05% | +2.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.63% | 14.04% | +5.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.31% | 14.75% | +8.56% |
Dividends
SCD vs. RPFCX - Dividend Comparison
SCD's dividend yield for the trailing twelve months is around 9.30%, more than RPFCX's 5.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPFCX Davis Appreciation & Income Fund | 5.67% | 6.09% | 1.11% | 2.91% | 2.63% | 0.28% | 0.78% | 2.03% | 1.09% | 0.83% | 1.09% | 1.19% |
SCD LMP Capital and Income Fund Inc. | 9.30% | 9.55% | 7.88% | 8.56% | 12.96% | 10.26% | 10.21% | 7.98% | 11.61% | 8.89% | 9.33% | 9.05% |
Frequently Asked Questions
SCD and RPFCX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCD has higher volatility (2.85%) compared to RPFCX (2.02%). In terms of maximum drawdown, SCD dropped -62.40% vs RPFCX's -56.39%.
RPFCX currently has the higher Sharpe Ratio (2.98 vs 1.04), 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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