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KISS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


DODIX 24%DODLX 16%DODGX 36%DODWX 24%BondBondEquityEquity
PositionCategory/SectorWeight
DODGX
Dodge & Cox Stock Fund Class I
Large Cap Value Equities
36%
DODIX
Dodge & Cox Income Fund
Total Bond Market
24%
DODLX
Dodge & Cox Global Bond Fund
Global Bonds
16%
DODWX
Dodge & Cox Global Stock Fund Class I
Global Equities
24%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in KISS, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
8.52%
15.83%
KISS
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 1, 2014, corresponding to the inception date of DODLX

Returns By Period

As of Oct 30, 2024, the KISS returned 9.98% Year-To-Date and 7.59% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
KISS9.98%-1.34%8.52%23.88%9.25%7.59%
DODLX
Dodge & Cox Global Bond Fund
2.42%-3.45%5.68%13.05%3.53%3.44%
DODIX
Dodge & Cox Income Fund
3.12%-2.70%6.10%12.57%1.52%2.65%
DODWX
Dodge & Cox Global Stock Fund Class I
11.39%-2.35%7.92%27.59%11.65%8.54%
DODGX
Dodge & Cox Stock Fund Class I
17.22%1.18%11.82%34.57%14.24%11.25%

Monthly Returns

The table below presents the monthly returns of KISS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.45%1.01%3.69%-2.79%3.02%-0.15%3.43%1.87%1.37%9.98%
20236.02%-2.89%0.10%1.18%-2.02%4.55%3.49%-1.75%-2.52%-3.20%6.63%5.16%14.93%
20220.37%-1.97%0.51%-5.56%3.12%-6.54%3.52%-2.17%-7.48%5.41%6.47%-2.48%-7.69%
2021-0.44%5.00%2.89%3.49%2.38%0.10%-0.46%1.57%-2.35%2.56%-3.12%3.29%15.57%
2020-1.65%-4.92%-13.84%9.47%3.00%2.23%2.52%3.04%-2.48%-1.05%12.54%3.12%9.87%
20195.86%1.35%0.19%3.12%-4.48%4.24%1.00%-2.39%2.09%1.89%2.18%2.64%18.73%
20183.54%-2.97%-1.84%0.24%-0.38%0.50%3.22%0.13%0.19%-3.99%1.39%-5.51%-5.74%
20171.93%2.14%0.37%0.80%0.52%0.72%1.81%-0.39%2.25%0.18%1.20%1.70%14.01%
2016-4.65%-0.60%5.96%2.32%0.46%-0.98%3.82%1.74%0.72%0.14%3.83%1.21%14.45%
2015-2.31%3.40%-1.10%1.81%0.25%-1.51%0.15%-4.79%-2.98%5.49%-0.56%-2.25%-4.74%
20141.52%1.64%-0.59%2.22%-1.71%-0.02%1.50%-0.82%3.73%

Expense Ratio

KISS features an expense ratio of 0.50%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for DODWX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for DODGX: current value at 0.51% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.51%
Expense ratio chart for DODLX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for DODIX: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of KISS is 71, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of KISS is 7171
Combined Rank
The Sharpe Ratio Rank of KISS is 6666Sharpe Ratio Rank
The Sortino Ratio Rank of KISS is 8181Sortino Ratio Rank
The Omega Ratio Rank of KISS is 7575Omega Ratio Rank
The Calmar Ratio Rank of KISS is 5050Calmar Ratio Rank
The Martin Ratio Rank of KISS is 8181Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.


KISS
Sharpe ratio
The chart of Sharpe ratio for KISS, currently valued at 3.25, compared to the broader market0.002.004.006.003.25
Sortino ratio
The chart of Sortino ratio for KISS, currently valued at 4.73, compared to the broader market-2.000.002.004.006.004.73
Omega ratio
The chart of Omega ratio for KISS, currently valued at 1.62, compared to the broader market0.801.001.201.401.601.802.001.62
Calmar ratio
The chart of Calmar ratio for KISS, currently valued at 3.00, compared to the broader market0.005.0010.003.00
Martin ratio
The chart of Martin ratio for KISS, currently valued at 23.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0023.72
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DODLX
Dodge & Cox Global Bond Fund
2.223.321.421.579.64
DODIX
Dodge & Cox Income Fund
2.002.991.360.938.92
DODWX
Dodge & Cox Global Stock Fund Class I
2.493.501.452.7215.74
DODGX
Dodge & Cox Stock Fund Class I
3.404.591.623.7925.75

Sharpe Ratio

The current KISS Sharpe ratio is 3.25. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of KISS with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.25
3.43
KISS
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

KISS provided a 3.72% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
KISS3.72%3.20%5.31%5.13%4.33%6.87%7.49%4.61%3.99%3.62%3.27%2.19%
DODLX
Dodge & Cox Global Bond Fund
4.18%3.31%5.05%3.86%2.66%3.40%5.19%2.45%1.69%0.00%1.40%0.00%
DODIX
Dodge & Cox Income Fund
4.11%3.86%2.82%3.23%4.66%3.63%3.43%3.03%3.25%3.09%4.15%3.07%
DODWX
Dodge & Cox Global Stock Fund Class I
1.45%1.62%7.73%10.76%1.31%7.41%9.78%4.37%2.86%3.95%3.80%4.18%
DODGX
Dodge & Cox Stock Fund Class I
4.78%3.76%5.47%3.22%6.86%10.23%9.69%6.78%6.26%5.36%3.17%1.24%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.34%
-0.54%
KISS
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the KISS. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the KISS was 28.38%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current KISS drawdown is 1.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.38%Feb 13, 202027Mar 23, 2020161Nov 9, 2020188
-18%Jan 18, 2022175Sep 27, 2022305Dec 13, 2023480
-16.08%May 22, 2015183Feb 11, 2016128Aug 15, 2016311
-13.19%Jan 29, 2018229Dec 24, 2018144Jul 23, 2019373
-5.91%Sep 8, 201429Oct 16, 201488Feb 24, 2015117

Volatility

Volatility Chart

The current KISS volatility is 1.53%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
1.53%
2.71%
KISS
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

DODIXDODGXDODWXDODLX
DODIX1.00-0.040.030.67
DODGX-0.041.000.930.31
DODWX0.030.931.000.42
DODLX0.670.310.421.00
The correlation results are calculated based on daily price changes starting from May 2, 2014