CAAAX vs. DODFX
Compare and contrast key facts about Calvert Growth Allocation Fund (CAAAX) and Dodge & Cox International Stock Fund (DODFX).
CAAAX is managed by Calvert Research and Management. It was launched on Jun 29, 2005. DODFX is managed by Dodge & Cox.
Performance
CAAAX vs. DODFX - Performance Comparison
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CAAAX vs. DODFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAAAX Calvert Growth Allocation Fund | -5.91% | 14.93% | 12.56% | 15.14% | -18.26% | 16.67% | 18.55% | 27.33% | -7.73% | 20.27% |
DODFX Dodge & Cox International Stock Fund | -1.76% | 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, CAAAX achieves a -5.91% return, which is significantly lower than DODFX's -1.76% return. Over the past 10 years, CAAAX has underperformed DODFX with an annualized return of 9.15%, while DODFX has yielded a comparatively higher 9.82% annualized return.
CAAAX
- 1D
- -0.18%
- 1M
- -8.97%
- YTD
- -5.91%
- 6M
- -3.07%
- 1Y
- 9.79%
- 3Y*
- 10.01%
- 5Y*
- 4.99%
- 10Y*
- 9.15%
DODFX
- 1D
- -0.06%
- 1M
- -10.86%
- YTD
- -1.76%
- 6M
- 3.38%
- 1Y
- 24.29%
- 3Y*
- 15.85%
- 5Y*
- 9.77%
- 10Y*
- 9.82%
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CAAAX vs. DODFX - Expense Ratio Comparison
CAAAX has a 0.43% expense ratio, which is lower than DODFX's 0.62% expense ratio.
Return for Risk
CAAAX vs. DODFX — Risk / Return Rank
CAAAX
DODFX
CAAAX vs. DODFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Growth Allocation Fund (CAAAX) 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.
| CAAAX | DODFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 1.56 | -0.90 |
Sortino ratioReturn per unit of downside risk | 1.02 | 2.02 | -1.00 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.31 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.86 | -1.12 |
Martin ratioReturn relative to average drawdown | 3.34 | 7.28 | -3.94 |
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
| CAAAX | DODFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 1.56 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.62 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.54 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.39 | +0.02 |
Correlation
The correlation between CAAAX and DODFX is 0.86, 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
CAAAX vs. DODFX - Dividend Comparison
CAAAX's dividend yield for the trailing twelve months is around 4.25%, less than DODFX's 5.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAAAX Calvert Growth Allocation Fund | 4.25% | 4.00% | 2.50% | 4.47% | 2.81% | 3.68% | 3.34% | 3.53% | 6.44% | 5.57% | 5.13% | 15.27% |
DODFX Dodge & Cox International Stock Fund | 5.15% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
Drawdowns
CAAAX vs. DODFX - Drawdown Comparison
The maximum CAAAX drawdown since its inception was -53.45%, smaller than the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for CAAAX and DODFX.
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Drawdown Indicators
| CAAAX | DODFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.45% | -63.23% | +9.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -11.42% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | -24.52% | -1.38% |
Max Drawdown (10Y)Largest decline over 10 years | -32.59% | -44.61% | +12.02% |
Current DrawdownCurrent decline from peak | -9.39% | -10.86% | +1.47% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -11.72% | +3.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 3.00% | -0.54% |
Volatility
CAAAX vs. DODFX - Volatility Comparison
The current volatility for Calvert Growth Allocation Fund (CAAAX) is 4.61%, while Dodge & Cox International Stock Fund (DODFX) has a volatility of 6.58%. This indicates that CAAAX 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
| CAAAX | DODFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 6.58% | -1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 8.37% | 9.74% | -1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.09% | 15.00% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.00% | 15.78% | -1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.43% | 18.23% | -2.80% |