ACWX vs. DODFX
Compare and contrast key facts about iShares MSCI ACWI ex U.S. ETF (ACWX) and Dodge & Cox International Stock Fund (DODFX).
ACWX is a passively managed fund by iShares that tracks the performance of the MSCI All Country World ex-U.S. Index. It was launched on Mar 26, 2008. DODFX is managed by Dodge & Cox.
Performance
ACWX vs. DODFX - Performance Comparison
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ACWX vs. DODFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACWX iShares MSCI ACWI ex U.S. ETF | 3.37% | 32.59% | 5.17% | 15.63% | -16.07% | 7.67% | 10.29% | 21.05% | -13.99% | 27.20% |
DODFX Dodge & Cox International Stock Fund | 0.73% | 38.77% | 3.74% | 16.70% | -6.78% | 10.99% | 5.15% | 22.79% | -18.01% | 23.95% |
Returns By Period
In the year-to-date period, ACWX achieves a 3.37% return, which is significantly higher than DODFX's 0.73% return. Over the past 10 years, ACWX has underperformed DODFX with an annualized return of 8.81%, while DODFX has yielded a comparatively higher 10.09% annualized return.
ACWX
- 1D
- 1.34%
- 1M
- -5.18%
- YTD
- 3.37%
- 6M
- 7.55%
- 1Y
- 28.49%
- 3Y*
- 15.86%
- 5Y*
- 7.40%
- 10Y*
- 8.81%
DODFX
- 1D
- 2.54%
- 1M
- -7.11%
- YTD
- 0.73%
- 6M
- 5.33%
- 1Y
- 27.03%
- 3Y*
- 16.82%
- 5Y*
- 10.14%
- 10Y*
- 10.09%
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ACWX vs. DODFX - Expense Ratio Comparison
ACWX has a 0.32% expense ratio, which is lower than DODFX's 0.62% expense ratio.
Return for Risk
ACWX vs. DODFX — Risk / Return Rank
ACWX
DODFX
ACWX vs. DODFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI ex U.S. ETF (ACWX) and Dodge & Cox International Stock Fund (DODFX). 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.
| ACWX | DODFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 1.82 | -0.17 |
Sortino ratioReturn per unit of downside risk | 2.25 | 2.34 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.36 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.53 | 2.31 | +0.22 |
Martin ratioReturn relative to average drawdown | 9.65 | 8.74 | +0.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ACWX | DODFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 1.82 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.64 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.55 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.39 | -0.18 |
Correlation
The correlation between ACWX and DODFX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ACWX vs. DODFX - Dividend Comparison
ACWX's dividend yield for the trailing twelve months is around 2.73%, less than DODFX's 5.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWX iShares MSCI ACWI ex U.S. ETF | 2.73% | 2.82% | 2.97% | 2.96% | 2.68% | 2.74% | 1.88% | 3.22% | 2.60% | 2.40% | 2.77% | 2.51% |
DODFX Dodge & Cox International Stock Fund | 5.02% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
Drawdowns
ACWX vs. DODFX - Drawdown Comparison
The maximum ACWX drawdown since its inception was -60.40%, roughly equal to the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for ACWX and DODFX.
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Drawdown Indicators
| ACWX | DODFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.40% | -63.23% | +2.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -11.42% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -30.07% | -24.52% | -5.55% |
Max Drawdown (10Y)Largest decline over 10 years | -35.38% | -44.61% | +9.23% |
Current DrawdownCurrent decline from peak | -7.28% | -8.60% | +1.32% |
Average DrawdownAverage peak-to-trough decline | -13.44% | -11.72% | -1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 3.02% | -0.02% |
Volatility
ACWX vs. DODFX - Volatility Comparison
iShares MSCI ACWI ex U.S. ETF (ACWX) has a higher volatility of 7.85% compared to Dodge & Cox International Stock Fund (DODFX) at 7.14%. This indicates that ACWX's price experiences larger fluctuations and is considered to be riskier than DODFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACWX | DODFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.85% | 7.14% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 11.78% | 10.03% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.38% | 15.17% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 15.81% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.29% | 18.25% | -0.96% |