ZTR vs. RPFCX
ZTR (Virtus Total Return Fund) and RPFCX (Davis Appreciation & Income Fund) are both Diversified Portfolio funds. Over the past 10 years, ZTR returned 6.50%/yr vs 10.69%/yr for RPFCX. Their 0.36 correlation means their historical movements had little consistent relationship. ZTR charges 3.77%/yr vs 1.00%/yr for RPFCX.
Performance
ZTR vs. RPFCX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ZTR having a 14.03% return and RPFCX slightly higher at 14.17%. Over the past 10 years, ZTR has underperformed RPFCX with an annualized return of 6.50%, while RPFCX has yielded a comparatively higher 10.69% annualized return.
ZTR
- 1D
- -0.58%
- 1M
- 0.22%
- 6M
- 9.82%
- YTD
- 14.03%
- 1Y
- 21.28%
- 3Y*
- 14.51%
- 5Y*
- 4.90%
- 10Y*
- 6.50%
- ALL TIME*
- 5.75%
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 | |
| $894.66K | $1.50M | $1.08M |
ZTR vs. RPFCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZTR Virtus Total Return Fund | 14.03% | 18.63% | 18.31% | -3.21% | -21.32% | 20.57% | -11.78% | 44.65% | -24.86% | 29.52% |
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 ZTR and RPFCX is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1993 | 0.36 |
The correlation between ZTR and RPFCX shifts across timeframes, from 0.36 (all time) to 0.48 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ZTR vs. RPFCX — Risk / Return Rank
ZTR
RPFCX
ZTR vs. RPFCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Total Return Fund (ZTR) 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.
| ZTR | RPFCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.54 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 3.99 | -1.08 |
| Martin ratioReturn relative to average drawdown | 7.67 | 15.92 | -8.25 |
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Drawdowns
ZTR vs. RPFCX - Drawdown Comparison
The maximum ZTR drawdown since its inception was -57.25%, roughly equal to the maximum RPFCX drawdown of -56.39%. Use the drawdown chart below to compare losses from any high point for ZTR and RPFCX.
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Drawdown Indicators
| ZTR | RPFCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.25% | -56.39% | -0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -7.07% | -6.76% | -0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -23.06% | -14.82% | -8.24% |
Max Drawdown (5Y)Largest decline over 5 years | -42.64% | -25.63% | -17.01% |
Max Drawdown (10Y)Largest decline over 10 years | -57.25% | -30.72% | -26.53% |
Current DrawdownCurrent decline from peak | -0.58% | -0.39% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -9.32% | -7.40% | -1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 1.70% | +0.98% |
Volatility
ZTR vs. RPFCX - Volatility Comparison
Virtus Total Return Fund (ZTR) has a higher volatility of 2.68% compared to Davis Appreciation & Income Fund (RPFCX) at 2.02%. This indicates that ZTR'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
| ZTR | RPFCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 2.02% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 9.10% | 6.74% | +2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.42% | 9.05% | +2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 14.04% | +2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 14.75% | +6.85% |
ZTR vs. RPFCX - Expense Ratio Comparison
ZTR has a 3.77% expense ratio, which is higher than RPFCX's 1.00% expense ratio.
Dividends
ZTR vs. RPFCX - Dividend Comparison
ZTR's dividend yield for the trailing twelve months is around 8.96%, 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% |
ZTR Virtus Total Return Fund | 8.96% | 9.52% | 10.24% | 15.25% | 15.88% | 10.96% | 13.72% | 11.89% | 15.18% | 13.85% | 10.58% | 9.11% |
Frequently Asked Questions
ZTR and RPFCX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ZTR has higher volatility (2.68%) compared to RPFCX (2.02%). In terms of maximum drawdown, ZTR dropped -57.25% vs RPFCX's -56.39%.
RPFCX currently has the higher Sharpe Ratio (2.98 vs 1.80), 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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