DGIFX vs. DODGX

Last updated Jun 3, 2026

DGIFX (Disciplined Growth Investors Fund) and DODGX (Dodge & Cox Stock Fund Class I) are both mutual funds - DGIFX is a Diversified Portfolio fund managed by DGI, while DODGX is a Large Cap Value Equities fund managed by Dodge & Cox. Over the past 10 years, DGIFX returned 12.37%/yr vs 12.74%/yr for DODGX. A 0.79 correlation means they provide meaningful diversification when combined. DGIFX charges 0.78%/yr vs 0.51%/yr for DODGX.

Performance

DGIFX vs. DODGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Disciplined Growth Investors Fund (DGIFX) and Dodge & Cox Stock Fund Class I (DODGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGIFX achieves a 16.56% return, which is significantly higher than DODGX's 3.60% return. Both investments have delivered pretty close results over the past 10 years, with DGIFX having a 12.37% annualized return and DODGX not far ahead at 12.74%.

DGIFX

• 1D: 0.77%
• 1M: 5.35%
• YTD: 16.56%
• 6M: 14.72%
• 1Y: 26.60%
• 3Y*: 17.58%
• 5Y*: 10.15%
• 10Y*: 12.37%

DODGX

• 1D: 0.00%
• 1M: 0.36%
• YTD: 3.60%
• 6M: 6.38%
• 1Y: 13.55%
• 3Y*: 15.27%
• 5Y*: 8.67%
• 10Y*: 12.74%

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

DGIFX vs. DODGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGIFX Disciplined Growth Investors Fund	16.56%	3.54%	21.13%	33.10%	-18.35%	9.59%	24.07%	23.97%	-2.39%	14.86%
DODGX Dodge & Cox Stock Fund Class I	3.60%	13.66%	14.36%	17.49%	-7.25%	31.72%	7.10%	24.30%	-7.15%	18.33%

Correlation

The correlation between DGIFX and DODGX is 0.57, 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	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (10Y) Calculated over the trailing 10-year period	0.76
Correlation (All Time) Calculated using the full available price history since Aug 15, 2011	0.79

Over the past year, the correlation between DGIFX and DODGX has dropped to 0.57 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

Return for Risk

DGIFX vs. DODGX — Risk / Return Rank

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

DGIFX

DGIFX Risk / Return Rank: 35
DGIFX Sharpe Ratio Rank: 37
DGIFX Sortino Ratio Rank: 34
DGIFX Omega Ratio Rank: 33
DGIFX Calmar Ratio Rank: 40
DGIFX Martin Ratio Rank: 32

DODGX

DODGX Risk / Return Rank: 19
DODGX Sharpe Ratio Rank: 17
DODGX Sortino Ratio Rank: 17
DODGX Omega Ratio Rank: 16
DODGX Calmar Ratio Rank: 21
DODGX Martin Ratio Rank: 24

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.

DGIFX vs. DODGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Disciplined Growth Investors Fund (DGIFX) 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.

	DGIFX	DODGX	Difference
Sharpe ratio Return per unit of total volatility	1.76	1.23	+0.53
Sortino ratio Return per unit of downside risk	2.46	1.77	+0.69
Omega ratio Gain probability vs. loss probability	1.30	1.22	+0.09
Calmar ratio Return relative to maximum drawdown	2.42	1.79	+0.63
Martin ratio Return relative to average drawdown	7.55	6.31	+1.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGIFX vs. DODGX - Sharpe Ratio Comparison

The current DGIFX Sharpe Ratio is 1.76, which is higher than the DODGX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of DGIFX and DODGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DGIFX	DODGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.76	1.23	+0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.55	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	0.67	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	0.63	+0.08

Drawdowns

DGIFX vs. DODGX - Drawdown Comparison

The maximum DGIFX drawdown since its inception was -30.93%, smaller than the maximum DODGX drawdown of -63.24%. Use the drawdown chart below to compare losses from any high point for DGIFX and DODGX.

Drawdown Indicators

	DGIFX	DODGX	Difference
Max Drawdown Largest peak-to-trough decline	-30.93%	-63.24%	+32.31%
Max Drawdown (1Y) Largest decline over 1 year	-10.91%	-7.48%	-3.43%
Max Drawdown (3Y) Largest decline over 3 years	-30.93%	-14.89%	-16.04%
Max Drawdown (5Y) Largest decline over 5 years	-30.93%	-21.85%	-9.08%
Max Drawdown (10Y) Largest decline over 10 years	-30.93%	-40.41%	+9.48%
Current Drawdown Current decline from peak	-0.59%	-0.88%	+0.29%
Average Drawdown Average peak-to-trough decline	-5.90%	-7.51%	+1.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.50%	2.12%	+1.38%

Volatility

DGIFX vs. DODGX - Volatility Comparison

Disciplined Growth Investors Fund (DGIFX) has a higher volatility of 4.20% compared to Dodge & Cox Stock Fund Class I (DODGX) at 2.28%. This indicates that DGIFX'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.

Volatility by Period

	DGIFX	DODGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.20%	2.28%	+1.92%
Volatility (6M) Calculated over the trailing 6-month period	11.13%	7.99%	+3.14%
Volatility (1Y) Calculated over the trailing 1-year period	15.49%	11.05%	+4.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.11%	15.95%	+5.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.66%	19.22%	-0.56%

DGIFX vs. DODGX - Expense Ratio Comparison

DGIFX has a 0.78% expense ratio, which is higher than DODGX's 0.51% expense ratio.

Dividends

DGIFX vs. DODGX - Dividend Comparison

DGIFX's dividend yield for the trailing twelve months is around 7.07%, less than DODGX's 9.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGIFX Disciplined Growth Investors Fund	7.07%	8.29%	20.95%	2.78%	2.21%	11.12%	10.09%	3.53%	3.74%	4.29%	0.00%	0.00%
DODGX Dodge & Cox Stock Fund Class I	9.38%	9.86%	8.20%	3.76%	5.47%	3.22%	6.74%	10.23%	9.69%	6.78%	6.26%	5.36%

Frequently Asked Questions

Can I hold both DGIFX and DODGX in my portfolio?

DGIFX and DODGX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DGIFX or DODGX?

DGIFX has higher volatility (4.20%) compared to DODGX (2.28%). In terms of maximum drawdown, DGIFX dropped -30.93% vs DODGX's -63.24%.

Which has better risk-adjusted returns?

DGIFX currently has the higher Sharpe Ratio (1.76 vs 1.23), 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.