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CIVIX vs. DODFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CIVIX vs. DODFX - Performance Comparison

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

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CIVIX vs. DODFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIVIX
Causeway International Value Instl
-7.02%39.13%3.73%27.29%-6.77%9.12%5.41%20.11%-18.62%27.20%
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, CIVIX achieves a -7.02% return, which is significantly lower than DODFX's -1.76% return. Over the past 10 years, CIVIX has underperformed DODFX with an annualized return of 9.29%, while DODFX has yielded a comparatively higher 9.82% annualized return.


CIVIX

1D
0.78%
1M
-15.11%
YTD
-7.02%
6M
0.62%
1Y
17.46%
3Y*
14.39%
5Y*
10.21%
10Y*
9.29%

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

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CIVIX vs. DODFX - Expense Ratio Comparison

CIVIX has a 0.85% expense ratio, which is higher than DODFX's 0.62% expense ratio.


Return for Risk

CIVIX vs. DODFX — Risk / Return Rank

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

CIVIX
CIVIX Risk / Return Rank: 3737
Overall Rank
CIVIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
CIVIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
CIVIX Omega Ratio Rank: 3939
Omega Ratio Rank
CIVIX Calmar Ratio Rank: 3333
Calmar Ratio Rank
CIVIX Martin Ratio Rank: 3232
Martin Ratio Rank

DODFX
DODFX Risk / Return Rank: 8080
Overall Rank
DODFX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DODFX Sortino Ratio Rank: 8080
Sortino Ratio Rank
DODFX Omega Ratio Rank: 8181
Omega Ratio Rank
DODFX Calmar Ratio Rank: 7979
Calmar Ratio Rank
DODFX Martin Ratio Rank: 7676
Martin Ratio Rank
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.

CIVIX vs. DODFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Causeway International Value Instl (CIVIX) 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.


CIVIXDODFXDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.56

-0.71

Sortino ratio

Return per unit of downside risk

1.24

2.02

-0.78

Omega ratio

Gain probability vs. loss probability

1.18

1.31

-0.13

Calmar ratio

Return relative to maximum drawdown

0.91

1.86

-0.95

Martin ratio

Return relative to average drawdown

3.49

7.28

-3.79

CIVIX vs. DODFX - Sharpe Ratio Comparison

The current CIVIX Sharpe Ratio is 0.85, which is lower than the DODFX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of CIVIX and DODFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CIVIXDODFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.56

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.62

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.54

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.39

0.00

Correlation

The correlation between CIVIX and DODFX is 0.91, 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

CIVIX vs. DODFX - Dividend Comparison

CIVIX's dividend yield for the trailing twelve months is around 10.45%, more than DODFX's 5.15% yield.


TTM20252024202320222021202020192018201720162015
CIVIX
Causeway International Value Instl
10.45%9.72%9.25%3.61%1.78%1.82%1.37%4.63%3.55%1.83%1.96%1.95%
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

CIVIX vs. DODFX - Drawdown Comparison

The maximum CIVIX drawdown since its inception was -60.93%, roughly equal to the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for CIVIX and DODFX.


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Drawdown Indicators


CIVIXDODFXDifference

Max Drawdown

Largest peak-to-trough decline

-60.93%

-63.23%

+2.30%

Max Drawdown (1Y)

Largest decline over 1 year

-16.19%

-11.42%

-4.77%

Max Drawdown (5Y)

Largest decline over 5 years

-28.51%

-24.52%

-3.99%

Max Drawdown (10Y)

Largest decline over 10 years

-44.87%

-44.61%

-0.26%

Current Drawdown

Current decline from peak

-15.38%

-10.86%

-4.52%

Average Drawdown

Average peak-to-trough decline

-11.02%

-11.72%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

3.00%

+1.21%

Volatility

CIVIX vs. DODFX - Volatility Comparison

Causeway International Value Instl (CIVIX) has a higher volatility of 8.07% compared to Dodge & Cox International Stock Fund (DODFX) at 6.58%. This indicates that CIVIX's price experiences larger fluctuations and is considered to be riskier 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


CIVIXDODFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

6.58%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.08%

9.74%

+2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

18.74%

15.00%

+3.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.84%

15.78%

+2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.26%

18.23%

+1.03%