DFLVX vs. DODGX
Compare and contrast key facts about DFA U.S. Large Cap Value Portfolio (DFLVX) and Dodge & Cox Stock Fund Class I (DODGX).
DFLVX is managed by Dimensional. It was launched on Feb 19, 1993. DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965.
Performance
DFLVX vs. DODGX - Performance Comparison
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DFLVX vs. DODGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 4.08% | 16.36% | 12.76% | 11.52% | -5.81% | 30.40% | -0.58% | 25.46% | -11.68% | 18.50% |
DODGX Dodge & Cox Stock Fund Class I | -1.65% | 13.66% | 14.36% | 17.49% | -7.25% | 31.72% | 7.10% | 24.30% | -7.15% | 18.33% |
Returns By Period
In the year-to-date period, DFLVX achieves a 4.08% return, which is significantly higher than DODGX's -1.65% return. Over the past 10 years, DFLVX has underperformed DODGX with an annualized return of 11.15%, while DODGX has yielded a comparatively higher 12.55% annualized return.
DFLVX
- 1D
- 1.90%
- 1M
- -3.73%
- YTD
- 4.08%
- 6M
- 8.89%
- 1Y
- 18.62%
- 3Y*
- 14.87%
- 5Y*
- 10.06%
- 10Y*
- 11.15%
DODGX
- 1D
- 2.09%
- 1M
- -5.31%
- YTD
- -1.65%
- 6M
- 0.63%
- 1Y
- 8.01%
- 3Y*
- 13.95%
- 5Y*
- 9.38%
- 10Y*
- 12.55%
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DFLVX vs. DODGX - Expense Ratio Comparison
DFLVX has a 0.22% expense ratio, which is lower than DODGX's 0.51% expense ratio.
Return for Risk
DFLVX vs. DODGX — Risk / Return Rank
DFLVX
DODGX
DFLVX vs. DODGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value Portfolio (DFLVX) and Dodge & Cox Stock Fund Class I (DODGX). 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.
| DFLVX | DODGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.49 | +0.64 |
Sortino ratioReturn per unit of downside risk | 1.63 | 0.78 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.11 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 0.60 | +0.80 |
Martin ratioReturn relative to average drawdown | 6.16 | 2.50 | +3.66 |
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
| DFLVX | DODGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.49 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.59 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.65 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.62 | -0.11 |
Correlation
The correlation between DFLVX and DODGX is 0.94, 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
DFLVX vs. DODGX - Dividend Comparison
DFLVX's dividend yield for the trailing twelve months is around 1.62%, less than DODGX's 9.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 1.62% | 1.71% | 1.87% | 3.65% | 4.56% | 5.90% | 1.97% | 4.04% | 7.83% | 6.06% | 3.77% | 6.52% |
DODGX Dodge & Cox Stock Fund Class I | 9.89% | 9.86% | 8.20% | 3.76% | 5.47% | 3.22% | 6.74% | 10.23% | 9.69% | 6.78% | 6.26% | 5.36% |
Drawdowns
DFLVX vs. DODGX - Drawdown Comparison
The maximum DFLVX drawdown since its inception was -65.65%, roughly equal to the maximum DODGX drawdown of -63.24%. Use the drawdown chart below to compare losses from any high point for DFLVX and DODGX.
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Drawdown Indicators
| DFLVX | DODGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.65% | -63.24% | -2.41% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -12.23% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -19.83% | -21.85% | +2.02% |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | -40.41% | -1.38% |
Current DrawdownCurrent decline from peak | -4.06% | -5.31% | +1.25% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -7.53% | -0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.94% | -0.14% |
Volatility
DFLVX vs. DODGX - Volatility Comparison
DFA U.S. Large Cap Value Portfolio (DFLVX) and Dodge & Cox Stock Fund Class I (DODGX) have volatilities of 4.16% and 4.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFLVX | DODGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 4.23% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.48% | 8.72% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.53% | 16.33% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.95% | 16.05% | -0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 19.25% | -0.85% |