BSPGX vs. DODFX
BSPGX (iShares S&P 500 Index Fund Class G) and DODFX (Dodge & Cox International Stock Fund) are both mutual funds - BSPGX is a S&P 500 fund tracking the S&P 500 Index, while DODFX is a Foreign Large Cap Equities fund actively managed by Dodge & Cox. BSPGX is passively managed, while DODFX is actively managed. Over the past 5 years, BSPGX returned 12.83%/yr vs 12.71%/yr for DODFX. Their 0.72 correlation means they have sometimes moved together and sometimes differently. BSPGX charges 0.01%/yr vs 0.61%/yr for DODFX.
Performance
BSPGX vs. DODFX - Performance Comparison
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Returns By Period
In the year-to-date period, BSPGX achieves a 10.12% return, which is significantly lower than DODFX's 14.88% return.
BSPGX
- 1D
- 0.71%
- 1M
- 0.14%
- 6M
- 7.97%
- YTD
- 10.12%
- 1Y
- 21.45%
- 3Y*
- 19.39%
- 5Y*
- 12.83%
- 10Y*
- —
- ALL TIME*
- 15.97%
DODFX
- 1D
- 0.11%
- 1M
- 0.91%
- 6M
- 8.18%
- YTD
- 14.88%
- 1Y
- 31.04%
- 3Y*
- 18.81%
- 5Y*
- 12.71%
- 10Y*
- 11.11%
- ALL TIME*
- 8.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BSPGX vs. DODFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BSPGX iShares S&P 500 Index Fund Class G | 10.12% | 17.85% | 24.96% | 26.27% | -18.12% | 28.66% | 19.16% | 11.06% |
DODFX Dodge & Cox International Stock Fund | 14.88% | 38.77% | 3.74% | 16.70% | -6.78% | 10.99% | 5.15% | 8.01% |
Correlation
The correlation between BSPGX and DODFX is 0.72, 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. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2019 | 0.72 |
The correlation between BSPGX and DODFX has been stable across timeframes, ranging from 0.65 to 0.72 - a consistent structural relationship.
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Return for Risk
BSPGX vs. DODFX — Risk / Return Rank
BSPGX
DODFX
BSPGX vs. DODFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund Class G (BSPGX) 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.
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.
| BSPGX | DODFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.39 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 2.73 | -0.53 |
| Martin ratioReturn relative to average drawdown | 9.46 | 10.38 | -0.92 |
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Drawdowns
BSPGX vs. DODFX - Drawdown Comparison
The maximum BSPGX drawdown since its inception was -33.74%, smaller than the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for BSPGX and DODFX.
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Drawdown Indicators
| BSPGX | DODFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.74% | -63.23% | +29.49% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -11.14% | +2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -18.73% | -14.41% | -4.32% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -24.52% | +0.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.61% | — |
Current DrawdownCurrent decline from peak | -1.41% | 0.00% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -11.59% | +6.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.93% | -0.86% |
Volatility
BSPGX vs. DODFX - Volatility Comparison
The current volatility for iShares S&P 500 Index Fund Class G (BSPGX) is 3.52%, while Dodge & Cox International Stock Fund (DODFX) has a volatility of 4.00%. This indicates that BSPGX experiences smaller price fluctuations and is considered to be less risky 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
| BSPGX | DODFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 4.00% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 12.45% | -2.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.86% | 14.30% | -1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 16.02% | +0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.90% | 17.84% | +2.06% |
BSPGX vs. DODFX - Expense Ratio Comparison
BSPGX has a 0.01% expense ratio, which is lower than DODFX's 0.61% expense ratio.
Dividends
BSPGX vs. DODFX - Dividend Comparison
BSPGX's dividend yield for the trailing twelve months is around 1.67%, less than DODFX's 4.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSPGX iShares S&P 500 Index Fund Class G | 1.67% | 1.74% | 1.43% | 1.52% | 2.04% | 1.83% | 2.09% | 2.25% | 0.00% | 0.00% | 0.00% | 0.00% |
DODFX Dodge & Cox International Stock Fund | 4.40% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
Frequently Asked Questions
BSPGX and DODFX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DODFX has higher volatility (4.00%) compared to BSPGX (3.52%). In terms of maximum drawdown, BSPGX dropped -33.74% vs DODFX's -63.23%.
DODFX currently has the higher Sharpe Ratio (2.14 vs 1.52), 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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