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AAFTX vs. DODGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAFTX vs. DODGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds 2035 Target Date Retirement Fund (AAFTX) and Dodge & Cox Stock Fund Class I (DODGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAFTX achieves a 6.04% return, which is significantly lower than DODGX's 9.15% return. Over the past 10 years, AAFTX has underperformed DODGX with an annualized return of 10.00%, while DODGX has yielded a comparatively higher 13.08% annualized return.


AAFTX

1D
1.00%
1M
-0.81%
6M
3.90%
YTD
6.04%
1Y
13.51%
3Y*
13.18%
5Y*
7.15%
10Y*
10.00%
ALL TIME*
7.86%

DODGX

1D
-0.11%
1M
2.59%
6M
7.53%
YTD
9.15%
1Y
18.56%
3Y*
14.02%
5Y*
10.20%
10Y*
13.08%
ALL TIME*
11.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

AAFTX vs. DODGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAFTX
American Funds 2035 Target Date Retirement Fund
6.04%16.77%12.40%16.50%-16.53%15.20%17.23%22.81%-5.48%20.68%
DODGX
Dodge & Cox Stock Fund Class I
9.15%13.66%14.36%17.49%-7.25%31.72%7.10%24.30%-7.15%18.33%

Correlation

The correlation between AAFTX and DODGX is 0.63, 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.

0.63

Correlation (3Y)
Balances recent behavior with more history.

0.74

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.82

Correlation (10Y)
Provides a long-term view across more market conditions.

0.82

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2007

0.89

Over the past year, the correlation between AAFTX and DODGX has dropped to 0.63 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.

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Return for Risk

AAFTX vs. DODGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AAFTX
AAFTX Risk / Return Rank: 5656
Overall Rank
AAFTX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
AAFTX Sortino Ratio Rank: 5656
Sortino Ratio Rank
AAFTX Omega Ratio Rank: 5656
Omega Ratio Rank
AAFTX Calmar Ratio Rank: 4949
Calmar Ratio Rank
AAFTX Martin Ratio Rank: 6262
Martin Ratio Rank

DODGX
DODGX Risk / Return Rank: 5656
Overall Rank
DODGX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DODGX Sortino Ratio Rank: 5454
Sortino Ratio Rank
DODGX Omega Ratio Rank: 4848
Omega Ratio Rank
DODGX Calmar Ratio Rank: 6464
Calmar Ratio Rank
DODGX Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AAFTX vs. DODGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds 2035 Target Date Retirement Fund (AAFTX) and Dodge & Cox Stock Fund Class I (DODGX). 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.


AAFTXDODGXDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.25

1.23

+0.02

Calmar ratioReturn relative to maximum drawdown

1.79

2.05

-0.26

Martin ratioReturn relative to average drawdown

7.73

7.50

+0.23

AAFTX vs. DODGX - Sharpe Ratio Comparison

The current AAFTX Sharpe Ratio is 1.38, which is comparable to the DODGX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of AAFTX and DODGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AAFTX vs. DODGX - Drawdown Comparison

The maximum AAFTX drawdown since its inception was -49.89%, smaller than the maximum DODGX drawdown of -63.24%. Use the drawdown chart below to compare losses from any high point for AAFTX and DODGX.


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Drawdown Indicators


AAFTXDODGXDifference

Max Drawdown

Largest peak-to-trough decline

-49.89%

-63.24%

+13.35%

Max Drawdown (1Y)

Largest decline over 1 year

-6.99%

-7.48%

+0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-10.58%

-14.89%

+4.31%

Max Drawdown (5Y)

Largest decline over 5 years

-23.31%

-21.85%

-1.46%

Max Drawdown (10Y)

Largest decline over 10 years

-26.72%

-40.41%

+13.69%

Current Drawdown

Current decline from peak

-1.29%

-0.45%

-0.84%

Average Drawdown

Average peak-to-trough decline

-6.75%

-7.49%

+0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

2.06%

-0.44%

Volatility

AAFTX vs. DODGX - Volatility Comparison

The current volatility for American Funds 2035 Target Date Retirement Fund (AAFTX) is 2.26%, while Dodge & Cox Stock Fund Class I (DODGX) has a volatility of 3.37%. This indicates that AAFTX experiences smaller price fluctuations and is considered to be less risky than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAFTXDODGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

3.37%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.36%

8.41%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

9.09%

11.52%

-2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.50%

15.88%

-4.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.64%

19.09%

-6.45%

AAFTX vs. DODGX - Expense Ratio Comparison

AAFTX has a 0.33% expense ratio, which is lower than DODGX's 0.51% expense ratio.


Dividends

AAFTX vs. DODGX - Dividend Comparison

AAFTX's dividend yield for the trailing twelve months is around 5.65%, less than DODGX's 8.80% yield.


PositionTTM20252024202320222021202020192018201720162015
AAFTX
American Funds 2035 Target Date Retirement Fund
5.65%5.99%4.26%2.61%5.43%5.25%3.53%4.21%4.80%2.38%3.52%5.63%
DODGX
Dodge & Cox Stock Fund Class I
8.80%9.86%8.20%3.76%5.47%3.22%6.74%10.23%9.69%6.78%6.26%5.36%

Frequently Asked Questions


AAFTX and DODGX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DODGX has higher volatility (3.37%) compared to AAFTX (2.26%). In terms of maximum drawdown, AAFTX dropped -49.89% vs DODGX's -63.24%.

AAFTX currently has the higher Sharpe Ratio (1.38 vs 1.33), 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.

Portfolio Optimizer

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