DODBX vs. AOM
Compare and contrast key facts about Dodge & Cox Balanced Fund (DODBX) and iShares Core Moderate Allocation ETF (AOM).
DODBX is managed by Dodge & Cox. It was launched on Jun 25, 1931. AOM is a passively managed fund by iShares that tracks the performance of the S&P Target Risk Moderate. It was launched on Nov 4, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODBX or AOM.
Key characteristics
| DODBX | AOM | |
|---|---|---|
| YTD Return | 13.16% | 9.42% |
| 1Y Return | 22.44% | 17.49% |
| 3Y Return (Ann) | 5.97% | 1.70% |
| 5Y Return (Ann) | 9.77% | 4.80% |
| 10Y Return (Ann) | 8.54% | 4.84% |
| Sharpe Ratio | 3.32 | 2.82 |
| Sortino Ratio | 4.84 | 4.20 |
| Omega Ratio | 1.64 | 1.54 |
| Calmar Ratio | 4.16 | 1.64 |
| Martin Ratio | 24.40 | 18.27 |
| Ulcer Index | 0.95% | 0.99% |
| Daily Std Dev | 7.00% | 6.42% |
| Max Drawdown | -50.21% | -19.96% |
| Current Drawdown | 0.00% | -0.69% |
Correlation
The correlation between DODBX and AOM is 0.78, 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
DODBX vs. AOM - Performance Comparison
In the year-to-date period, DODBX achieves a 13.16% return, which is significantly higher than AOM's 9.42% return. Over the past 10 years, DODBX has outperformed AOM with an annualized return of 8.54%, while AOM has yielded a comparatively lower 4.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DODBX vs. AOM - Expense Ratio Comparison
DODBX has a 0.52% expense ratio, which is higher than AOM's 0.25% expense ratio.
Risk-Adjusted Performance
DODBX vs. AOM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Balanced Fund (DODBX) and iShares Core Moderate Allocation ETF (AOM). 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
DODBX vs. AOM - Dividend Comparison
DODBX's dividend yield for the trailing twelve months is around 2.66%, less than AOM's 2.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODBX Dodge & Cox Balanced Fund | 2.66% | 2.63% | 2.04% | 1.60% | 2.18% | 2.42% | 2.16% | 2.14% | 2.26% | 2.18% | 4.23% | 1.68% |
AOM iShares Core Moderate Allocation ETF | 2.84% | 2.79% | 2.27% | 1.56% | 2.02% | 2.66% | 2.53% | 3.31% | 2.14% | 1.98% | 2.08% | 1.87% |
Drawdowns
DODBX vs. AOM - Drawdown Comparison
The maximum DODBX drawdown since its inception was -50.21%, which is greater than AOM's maximum drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for DODBX and AOM. For additional features, visit the drawdowns tool.
Volatility
DODBX vs. AOM - Volatility Comparison
Dodge & Cox Balanced Fund (DODBX) has a higher volatility of 2.02% compared to iShares Core Moderate Allocation ETF (AOM) at 1.66%. This indicates that DODBX's price experiences larger fluctuations and is considered to be riskier than AOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.