CPER vs. DODIX
Compare and contrast key facts about United States Copper Index Fund (CPER) and Dodge & Cox Income Fund (DODIX).
CPER is a passively managed fund by Concierge Technologies that tracks the performance of the SummerHaven Copper Index Total Return. It was launched on Nov 15, 2011. DODIX is managed by Dodge & Cox.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CPER or DODIX.
Key characteristics
| CPER | DODIX | |
|---|---|---|
| YTD Return | 7.95% | 2.63% |
| 1Y Return | 14.15% | 9.59% |
| 3Y Return (Ann) | -1.41% | -0.51% |
| 5Y Return (Ann) | 9.60% | 1.45% |
| 10Y Return (Ann) | 2.58% | 2.60% |
| Sharpe Ratio | 0.71 | 1.58 |
| Sortino Ratio | 1.09 | 2.34 |
| Omega Ratio | 1.13 | 1.28 |
| Calmar Ratio | 0.68 | 0.85 |
| Martin Ratio | 1.64 | 6.24 |
| Ulcer Index | 9.79% | 1.54% |
| Daily Std Dev | 22.76% | 6.07% |
| Max Drawdown | -54.04% | -16.38% |
| Current Drawdown | -16.95% | -3.66% |
Correlation
The correlation between CPER and DODIX is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
CPER vs. DODIX - Performance Comparison
In the year-to-date period, CPER achieves a 7.95% return, which is significantly higher than DODIX's 2.63% return. Both investments have delivered pretty close results over the past 10 years, with CPER having a 2.58% annualized return and DODIX not far ahead at 2.60%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CPER vs. DODIX - Expense Ratio Comparison
CPER has a 0.80% expense ratio, which is higher than DODIX's 0.41% expense ratio.
Risk-Adjusted Performance
CPER vs. DODIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for United States Copper Index Fund (CPER) and Dodge & Cox Income Fund (DODIX). 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.
Dividends
CPER vs. DODIX - Dividend Comparison
CPER has not paid dividends to shareholders, while DODIX's dividend yield for the trailing twelve months is around 4.17%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPER United States Copper Index Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DODIX Dodge & Cox Income Fund | 4.17% | 3.86% | 2.84% | 1.89% | 2.44% | 3.04% | 3.00% | 2.76% | 3.11% | 3.03% | 3.84% | 3.07% |
Drawdowns
CPER vs. DODIX - Drawdown Comparison
The maximum CPER drawdown since its inception was -54.04%, which is greater than DODIX's maximum drawdown of -16.38%. Use the drawdown chart below to compare losses from any high point for CPER and DODIX. For additional features, visit the drawdowns tool.
Volatility
CPER vs. DODIX - Volatility Comparison
United States Copper Index Fund (CPER) has a higher volatility of 8.34% compared to Dodge & Cox Income Fund (DODIX) at 1.85%. This indicates that CPER's price experiences larger fluctuations and is considered to be riskier than DODIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.