Correlation
The correlation between CDHIX and DOXFX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CDHIX or DOXFX.
Performance
CDHIX vs. DOXFX - Performance Comparison
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Key characteristics
CDHIX:
0.86
DOXFX:
1.01
CDHIX:
1.19
DOXFX:
1.32
CDHIX:
1.16
DOXFX:
1.18
CDHIX:
0.99
DOXFX:
1.02
CDHIX:
3.10
DOXFX:
3.04
CDHIX:
4.30%
DOXFX:
4.82%
CDHIX:
16.92%
DOXFX:
15.72%
CDHIX:
-32.32%
DOXFX:
-19.24%
CDHIX:
-0.47%
DOXFX:
-0.57%
Returns By Period
In the year-to-date period, CDHIX achieves a 15.54% return, which is significantly lower than DOXFX's 18.52% return.
CDHIX
15.54%
5.60%
11.78%
13.56%
10.97%
11.38%
N/A
DOXFX
18.52%
6.02%
14.44%
14.61%
10.79%
N/A
N/A
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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.
Risk-Adjusted Performance
CDHIX vs. DOXFX — Risk-Adjusted Performance Rank
CDHIX
DOXFX
CDHIX vs. DOXFX - Risk-Adjusted Performance 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.
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Dividends
CDHIX vs. DOXFX - Dividend Comparison
CDHIX's dividend yield for the trailing twelve months is around 2.48%, more than DOXFX's 1.99% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
---|---|---|---|---|---|---|---|---|---|---|---|
CDHIX Calvert International Responsible Index Fund | 2.48% | 2.87% | 2.00% | 1.92% | 1.99% | 1.25% | 1.72% | 2.26% | 1.35% | 2.01% | 0.16% |
DOXFX Dodge & Cox International Stock X | 1.99% | 2.36% | 2.38% | 2.30% | 0.00% | 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 -19.24%. Use the drawdown chart below to compare losses from any high point for CDHIX and DOXFX.
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Volatility
CDHIX vs. DOXFX - Volatility Comparison
Calvert International Responsible Index Fund (CDHIX) has a higher volatility of 3.14% compared to Dodge & Cox International Stock X (DOXFX) at 2.93%. 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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