PortfoliosLab logoPortfoliosLab logo
ISIN
US2562063014
CUSIP
256206301
Inception Date
Apr 30, 2014
Category
Global Bonds
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

DODLX Performance Chart

Dodge & Cox Global Bond Fund (DODLX) is up 1.2% since the beginning of the year. DODLX is currently trading at $11 per share. Investors who bought $1,000 worth of DODLX shares 5 years ago would now be looking at an investment worth $1,164.


Loading charts...

S&P 500 Index

Returns By Period

Dodge & Cox Global Bond Fund (DODLX) has returned 1.23% so far this year and 6.21% over the past 12 months. Over the last ten years, DODLX has returned 4.83% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Dodge & Cox Global Bond Fund

1D
-0.09%
1M
0.98%
YTD
1.23%
6M
1.50%
1Y
6.21%
3Y*
6.58%
5Y*
3.09%
10Y*
4.83%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DODLX Monthly Returns History

Based on dividend-adjusted daily data since May 1, 2014, DODLX's average daily return is +0.01%, while the average monthly return is +0.31%. At this rate, an investment would double in approximately 18.7 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2023 with a return of +5.7%, while the worst month was Mar 2020 at -7.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DODLX closed higher 44% of trading days. The best single day was Apr 9, 2020 with a return of +2.5%, while the worst single day was Mar 18, 2020 at -2.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.16%1.58%-2.88%0.99%0.44%-0.00%1.23%
20251.24%2.16%0.35%1.57%-0.09%2.34%-0.54%1.71%1.21%0.53%0.62%-0.10%11.51%
2024-0.46%-1.01%0.97%-2.59%2.18%0.30%2.62%1.91%1.85%-3.37%0.83%-2.46%0.55%
20233.87%-2.20%1.86%0.77%-0.48%1.44%1.43%-1.13%-2.09%-1.66%5.67%4.56%12.30%
2022-1.73%-2.38%-0.99%-3.57%1.05%-4.14%2.96%-1.05%-4.17%-0.10%5.21%0.85%-8.21%
2021-0.50%-0.91%-1.04%1.19%0.67%0.59%0.42%0.17%-0.75%-0.42%-1.35%1.12%-0.85%

Benchmark Metrics

Dodge & Cox Global Bond Fund has an annualized alpha of 2.34%, beta of 0.11, and R2 of 0.16 versus S&P 500 Index. Calculated based on daily prices since May 01, 2014.

  • This fund participated in 34.76% of S&P 500 Index downside but only 26.53% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.11 may look defensive, but with R2 of 0.16 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.16 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.34%
Beta
0.11
0.16
Upside Capture
26.53%
Downside Capture
34.76%

Expense Ratio

DODLX has an expense ratio of 0.45%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DODLX ranks 27 for risk / return — below 27% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


DODLX Risk / Return Rank: 2727
Overall Rank
DODLX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DODLX Sortino Ratio Rank: 2929
Sortino Ratio Rank
DODLX Omega Ratio Rank: 3030
Omega Ratio Rank
DODLX Calmar Ratio Rank: 2424
Calmar Ratio Rank
DODLX Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Dodge & Cox Global Bond Fund (DODLX) and compare them to S&P 500 Index.

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.


DODLXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.27

1.37

-0.10

Calmar ratioReturn relative to maximum drawdown

1.70

2.78

-1.08

Martin ratioReturn relative to average drawdown

5.18

12.44

-7.26

Dividends

Dividend History

Dodge & Cox Global Bond Fund provided a 4.04% dividend yield over the last twelve months, with an annual payout of $0.46 per share.


2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.40$0.502016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.46$0.46$0.50$0.36$0.51$0.45$0.32$0.38$0.53$0.27$0.18

Dividend yield

4.04%4.07%4.73%3.31%5.05%3.86%2.66%3.40%5.19%2.45%1.69%

Monthly Dividends

The table displays the monthly dividend distributions for Dodge & Cox Global Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.08$0.00$0.00$0.00$0.08
2025$0.00$0.00$0.08$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.16$0.46
2024$0.00$0.00$0.07$0.00$0.00$0.10$0.00$0.00$0.12$0.00$0.00$0.20$0.50
2023$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.10$0.00$0.00$0.16$0.36
2022$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.10$0.00$0.00$0.31$0.51
2021$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.29$0.45

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Dodge & Cox Global Bond Fund. 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 Dodge & Cox Global Bond Fund was 16.30%, occurring on Oct 20, 2022. Recovery took 289 trading sessions.

The current Dodge & Cox Global Bond Fund drawdown is 1.49%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-16.30%Oct 2022
1y 1mo1y 1mo
2y 2moSep 2021 - Dec 2023
COVID crash2020
-15.21%Mar 2020
28d2mo 11d
3mo 9dFeb 2020 - Jun 2020
2016 correction2016
-13.13%Feb 2016
1y 7mo1y 13d
2y 7moJul 2014 - Feb 2017
2025 pullback2025
-6.21%Jan 2025
3mo 15d4mo 22d
8mo 7dSep 2024 - Jun 2025
Rate-hike selloffLate 2018
-3.75%Nov 2018
9mo 21d2mo 16d
1y 2dFeb 2018 - Feb 2019

Drawdown Indicators


DODLXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-16.30%

-56.78%

+40.48%

Max Drawdown (1Y)

Largest decline over 1 year

-3.67%

-9.10%

+5.43%

Max Drawdown (3Y)

Largest decline over 3 years

-6.21%

-18.90%

+12.69%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

-25.43%

+9.13%

Max Drawdown (10Y)

Largest decline over 10 years

-16.30%

-33.92%

+17.62%

Current Drawdown

Current decline from peak

-1.49%

-1.80%

+0.31%

Average Drawdown

Average peak-to-trough decline

-3.03%

-10.71%

+7.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

2.03%

-0.83%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with DODLX

Add Dodge & Cox Global Bond Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with DODLX