CDHIX vs. DOXFX
Compare and contrast key facts about Calvert International Responsible Index Fund (CDHIX) and Dodge & Cox International Stock X (DOXFX).
CDHIX is managed by Calvert Research and Management. It was launched on Oct 30, 2015. DOXFX is managed by Dodge & Cox. It was launched on Jan 5, 2001.
Performance
CDHIX vs. DOXFX - Performance Comparison
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CDHIX vs. DOXFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CDHIX Calvert International Responsible Index Fund | -1.74% | 33.29% | 5.04% | 20.03% | -2.13% |
DOXFX Dodge & Cox International Stock X | -1.76% | 38.90% | 3.85% | 16.81% | -0.58% |
Returns By Period
The year-to-date returns for both stocks are quite close, with CDHIX having a -1.74% return and DOXFX slightly lower at -1.76%.
CDHIX
- 1D
- -0.11%
- 1M
- -12.55%
- YTD
- -1.74%
- 6M
- 3.84%
- 1Y
- 24.21%
- 3Y*
- 14.65%
- 5Y*
- 7.80%
- 10Y*
- 9.26%
DOXFX
- 1D
- -0.12%
- 1M
- -10.86%
- YTD
- -1.76%
- 6M
- 3.40%
- 1Y
- 24.39%
- 3Y*
- 15.94%
- 5Y*
- —
- 10Y*
- —
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CDHIX vs. DOXFX - Expense Ratio Comparison
CDHIX has a 0.29% expense ratio, which is lower than DOXFX's 0.52% expense ratio.
Return for Risk
CDHIX vs. DOXFX — Risk / Return Rank
CDHIX
DOXFX
CDHIX vs. DOXFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert International Responsible Index Fund (CDHIX) and Dodge & Cox International Stock X (DOXFX). 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.
| CDHIX | DOXFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 1.57 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.84 | 2.03 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.31 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.87 | -0.14 |
Martin ratioReturn relative to average drawdown | 7.06 | 7.32 | -0.26 |
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
| CDHIX | DOXFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.57 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 1.20 | -0.66 |
Correlation
The correlation between CDHIX and DOXFX is 0.89, 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
CDHIX vs. DOXFX - Dividend Comparison
CDHIX's dividend yield for the trailing twelve months is around 3.45%, less than DOXFX's 5.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CDHIX Calvert International Responsible Index Fund | 3.45% | 3.39% | 2.87% | 2.00% | 1.92% | 2.00% | 1.25% | 1.72% | 2.25% | 1.35% | 2.01% |
DOXFX Dodge & Cox International Stock X | 5.24% | 5.15% | 2.36% | 2.38% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CDHIX vs. DOXFX - Drawdown Comparison
The maximum CDHIX drawdown since its inception was -32.32%, which is greater than DOXFX's maximum drawdown of -14.41%. Use the drawdown chart below to compare losses from any high point for CDHIX and DOXFX.
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Drawdown Indicators
| CDHIX | DOXFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.32% | -14.41% | -17.91% |
Max Drawdown (1Y)Largest decline over 1 year | -12.61% | -11.42% | -1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.32% | — | — |
Current DrawdownCurrent decline from peak | -12.61% | -10.86% | -1.75% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -2.75% | -3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 3.00% | +0.08% |
Volatility
CDHIX vs. DOXFX - Volatility Comparison
Calvert International Responsible Index Fund (CDHIX) has a higher volatility of 7.69% compared to Dodge & Cox International Stock X (DOXFX) at 6.48%. This indicates that CDHIX's price experiences larger fluctuations and is considered to be riskier than DOXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CDHIX | DOXFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 6.48% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 11.75% | 9.68% | +2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.36% | 14.95% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.93% | 13.75% | +2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 13.75% | +2.64% |