CGDV vs. DODFX

Last updated Jun 14, 2026

CGDV (Capital Group Dividend Value ETF) and DODFX (Dodge & Cox International Stock Fund) are both funds - CGDV is a Large Cap Value Equities fund actively managed by Capital Group, while DODFX is a Foreign Large Cap Equities fund actively managed by Dodge & Cox. Both are actively managed. Over the past 3 years, CGDV returned 24.15%/yr vs 19.81%/yr for DODFX. A 0.74 correlation means they provide meaningful diversification when combined. CGDV charges 0.33%/yr vs 0.61%/yr for DODFX.

Performance

CGDV vs. DODFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Dividend Value ETF (CGDV) and Dodge & Cox International Stock Fund (DODFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with CGDV having a 11.55% return and DODFX slightly lower at 11.48%.

CGDV

• 1D: 0.66%
• 1M: 0.35%
• YTD: 11.55%
• 6M: 12.50%
• 1Y: 28.33%
• 3Y*: 24.15%
• 5Y*: —
• 10Y*: —

DODFX

• 1D: 2.97%
• 1M: 2.00%
• YTD: 11.48%
• 6M: 13.39%
• 1Y: 27.03%
• 3Y*: 19.81%
• 5Y*: 10.83%
• 10Y*: 11.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CGDV vs. DODFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CGDV Capital Group Dividend Value ETF	11.55%	25.50%	20.10%	28.81%	-0.44%
DODFX Dodge & Cox International Stock Fund	11.48%	38.77%	3.74%	16.70%	-7.37%

Correlation

The correlation between CGDV and DODFX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022	0.74

The correlation between CGDV and DODFX has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.

Return for Risk

CGDV vs. DODFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CGDV

CGDV Risk / Return Rank: 78
CGDV Sharpe Ratio Rank: 82
CGDV Sortino Ratio Rank: 81
CGDV Omega Ratio Rank: 82
CGDV Calmar Ratio Rank: 65
CGDV Martin Ratio Rank: 79

DODFX

DODFX Risk / Return Rank: 67
DODFX Sharpe Ratio Rank: 73
DODFX Sortino Ratio Rank: 68
DODFX Omega Ratio Rank: 71
DODFX Calmar Ratio Rank: 63
DODFX Martin Ratio Rank: 59

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CGDV vs. DODFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Dividend Value ETF (CGDV) 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.

	CGDV	DODFX	Difference
Sharpe ratio: Return per unit of total volatility	2.27	1.99	+0.28
Sortino ratio: Return per unit of downside risk	3.11	2.71	+0.40
Omega ratio: Gain probability vs. loss probability	1.42	1.37	+0.05
Calmar ratio: Return relative to maximum drawdown	2.83	2.49	+0.34
Martin ratio: Return relative to average drawdown	13.19	9.40	+3.78

CGDV vs. DODFX - Sharpe Ratio Comparison

The current CGDV Sharpe Ratio is 2.27, which is comparable to the DODFX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of CGDV and DODFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CGDV vs. DODFX - Drawdown Comparison

The maximum CGDV drawdown since its inception was -21.82%, smaller than the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for CGDV and DODFX.

Drawdown Indicators

	CGDV	DODFX	Difference
Max Drawdown Largest peak-to-trough decline	-21.82%	-63.23%	+41.41%
Max Drawdown (1Y) Largest decline over 1 year	-9.75%	-11.14%	+1.39%
Max Drawdown (3Y) Largest decline over 3 years	-14.28%	-14.41%	+0.13%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.52%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-44.61%	—
Current Drawdown Current decline from peak	-0.98%	-1.13%	+0.15%
Average Drawdown Average peak-to-trough decline	-3.60%	-11.65%	+8.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	2.94%	-0.85%

Volatility

CGDV vs. DODFX - Volatility Comparison

The current volatility for Capital Group Dividend Value ETF (CGDV) is 4.52%, while Dodge & Cox International Stock Fund (DODFX) has a volatility of 5.81%. This indicates that CGDV 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.

Volatility by Period

	CGDV	DODFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.52%	5.81%	-1.29%
Volatility (6M) Calculated over the trailing 6-month period	9.80%	11.91%	-2.11%
Volatility (1Y) Calculated over the trailing 1-year period	12.13%	13.89%	-1.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.57%	16.03%	-0.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.57%	18.23%	-2.66%

CGDV vs. DODFX - Expense Ratio Comparison

CGDV has a 0.33% expense ratio, which is lower than DODFX's 0.61% expense ratio.

Dividends

CGDV vs. DODFX - Dividend Comparison

CGDV's dividend yield for the trailing twelve months is around 1.17%, less than DODFX's 4.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CGDV Capital Group Dividend Value ETF	1.17%	1.29%	1.60%	1.65%	1.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DODFX Dodge & Cox International Stock Fund	4.53%	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

Can I hold both CGDV and DODFX in my portfolio?

CGDV and DODFX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CGDV or DODFX?

DODFX has higher volatility (5.81%) compared to CGDV (4.52%). In terms of maximum drawdown, CGDV dropped -21.82% vs DODFX's -63.23%.

Which has better risk-adjusted returns?

CGDV currently has the higher Sharpe Ratio (2.27 vs 1.99), 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.