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DODBX vs. FSMEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DODBX vs. FSMEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Balanced Fund (DODBX) and Fidelity Select Medical Technology and Devices Portfolio (FSMEX). The values are adjusted to include any dividend payments, if applicable.

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DODBX vs. FSMEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DODBX
Dodge & Cox Balanced Fund
-1.71%14.44%8.76%13.77%-7.30%19.21%7.93%19.64%-4.66%11.51%
FSMEX
Fidelity Select Medical Technology and Devices Portfolio
-17.58%8.13%18.37%0.62%-24.84%24.56%30.18%29.58%15.98%26.66%

Returns By Period

In the year-to-date period, DODBX achieves a -1.71% return, which is significantly higher than FSMEX's -17.58% return. Over the past 10 years, DODBX has underperformed FSMEX with an annualized return of 9.30%, while FSMEX has yielded a comparatively higher 10.46% annualized return.


DODBX

1D
0.31%
1M
-5.43%
YTD
-1.71%
6M
0.13%
1Y
7.31%
3Y*
10.76%
5Y*
6.96%
10Y*
9.30%

FSMEX

1D
-0.58%
1M
-11.19%
YTD
-17.58%
6M
-11.01%
1Y
-8.83%
3Y*
0.36%
5Y*
-0.71%
10Y*
10.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DODBX vs. FSMEX - Expense Ratio Comparison

DODBX has a 0.52% expense ratio, which is lower than FSMEX's 0.68% expense ratio.


Return for Risk

DODBX vs. FSMEX — Risk / Return Rank

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

DODBX
DODBX Risk / Return Rank: 3333
Overall Rank
DODBX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
DODBX Sortino Ratio Rank: 3030
Sortino Ratio Rank
DODBX Omega Ratio Rank: 3131
Omega Ratio Rank
DODBX Calmar Ratio Rank: 3333
Calmar Ratio Rank
DODBX Martin Ratio Rank: 3535
Martin Ratio Rank

FSMEX
FSMEX Risk / Return Rank: 22
Overall Rank
FSMEX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FSMEX Sortino Ratio Rank: 22
Sortino Ratio Rank
FSMEX Omega Ratio Rank: 22
Omega Ratio Rank
FSMEX Calmar Ratio Rank: 22
Calmar Ratio Rank
FSMEX Martin Ratio Rank: 11
Martin Ratio Rank
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.

DODBX vs. FSMEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Balanced Fund (DODBX) and Fidelity Select Medical Technology and Devices Portfolio (FSMEX). 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.


DODBXFSMEXDifference

Sharpe ratio

Return per unit of total volatility

0.74

-0.41

+1.14

Sortino ratio

Return per unit of downside risk

1.05

-0.46

+1.51

Omega ratio

Gain probability vs. loss probability

1.15

0.94

+0.21

Calmar ratio

Return relative to maximum drawdown

0.89

-0.48

+1.37

Martin ratio

Return relative to average drawdown

3.71

-1.55

+5.26

DODBX vs. FSMEX - Sharpe Ratio Comparison

The current DODBX Sharpe Ratio is 0.74, which is higher than the FSMEX Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of DODBX and FSMEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DODBXFSMEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

-0.41

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

-0.03

+0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.51

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.65

+0.08

Correlation

The correlation between DODBX and FSMEX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DODBX vs. FSMEX - Dividend Comparison

DODBX's dividend yield for the trailing twelve months is around 7.35%, less than FSMEX's 12.78% yield.


TTM20252024202320222021202020192018201720162015
DODBX
Dodge & Cox Balanced Fund
7.35%7.53%8.21%4.64%8.67%10.62%6.92%9.35%9.57%7.53%5.59%5.44%
FSMEX
Fidelity Select Medical Technology and Devices Portfolio
12.78%10.53%17.04%0.00%1.80%8.12%6.65%1.77%7.47%6.26%5.84%16.35%

Drawdowns

DODBX vs. FSMEX - Drawdown Comparison

The maximum DODBX drawdown since its inception was -50.20%, which is greater than FSMEX's maximum drawdown of -40.34%. Use the drawdown chart below to compare losses from any high point for DODBX and FSMEX.


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Drawdown Indicators


DODBXFSMEXDifference

Max Drawdown

Largest peak-to-trough decline

-50.20%

-40.34%

-9.86%

Max Drawdown (1Y)

Largest decline over 1 year

-7.71%

-21.04%

+13.33%

Max Drawdown (5Y)

Largest decline over 5 years

-17.74%

-40.34%

+22.60%

Max Drawdown (10Y)

Largest decline over 10 years

-31.29%

-40.34%

+9.05%

Current Drawdown

Current decline from peak

-5.43%

-22.82%

+17.39%

Average Drawdown

Average peak-to-trough decline

-4.69%

-7.66%

+2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

6.50%

-4.64%

Volatility

DODBX vs. FSMEX - Volatility Comparison

The current volatility for Dodge & Cox Balanced Fund (DODBX) is 2.56%, while Fidelity Select Medical Technology and Devices Portfolio (FSMEX) has a volatility of 5.85%. This indicates that DODBX experiences smaller price fluctuations and is considered to be less risky than FSMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DODBXFSMEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.56%

5.85%

-3.29%

Volatility (6M)

Calculated over the trailing 6-month period

5.40%

12.32%

-6.92%

Volatility (1Y)

Calculated over the trailing 1-year period

9.72%

21.03%

-11.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.81%

20.75%

-9.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.26%

20.59%

-7.33%