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 Fund Advisors LP. It was launched on Feb 19, 1993. DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFLVX or DODGX.
Key characteristics
| DFLVX | DODGX | |
|---|---|---|
| YTD Return | 13.21% | 14.55% |
| 1Y Return | 20.65% | 22.18% |
| 3Y Return (Ann) | 8.26% | 9.51% |
| 5Y Return (Ann) | 10.41% | 13.98% |
| 10Y Return (Ann) | 8.68% | 10.70% |
| Sharpe Ratio | 1.69 | 1.93 |
| Daily Std Dev | 12.14% | 11.42% |
| Max Drawdown | -65.65% | -63.25% |
| Current Drawdown | -1.36% | -0.85% |
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.
Performance
DFLVX vs. DODGX - Performance Comparison
In the year-to-date period, DFLVX achieves a 13.21% return, which is significantly lower than DODGX's 14.55% return. Over the past 10 years, DFLVX has underperformed DODGX with an annualized return of 8.68%, while DODGX has yielded a comparatively higher 10.70% annualized return. 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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DFLVX vs. DODGX - Expense Ratio Comparison
DFLVX has a 0.22% expense ratio, which is lower than DODGX's 0.51% expense ratio.
Risk-Adjusted Performance
DFLVX vs. DODGX - Risk-Adjusted Performance 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.
Dividends
DFLVX vs. DODGX - Dividend Comparison
DFLVX's dividend yield for the trailing twelve months is around 3.27%, less than DODGX's 4.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 3.27% | 3.65% | 4.56% | 4.19% | 1.97% | 4.04% | 7.83% | 6.49% | 4.24% | 6.52% | 2.28% | 1.44% |
DODGX Dodge & Cox Stock Fund Class I | 4.80% | 3.76% | 5.47% | 3.22% | 6.86% | 10.23% | 9.69% | 6.78% | 6.26% | 5.36% | 3.17% | 1.24% |
Drawdowns
DFLVX vs. DODGX - Drawdown Comparison
The maximum DFLVX drawdown since its inception was -65.65%, roughly equal to the maximum DODGX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for DFLVX and DODGX. For additional features, visit the drawdowns tool.
Volatility
DFLVX vs. DODGX - Volatility Comparison
DFA U.S. Large Cap Value Portfolio (DFLVX) has a higher volatility of 3.60% compared to Dodge & Cox Stock Fund Class I (DODGX) at 2.88%. This indicates that DFLVX's price experiences larger fluctuations and is considered to be riskier than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.