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DODBX vs. TRAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DODBX vs. TRAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Balanced Fund (DODBX) and T. Rowe Price Capital Appreciation Fund - I Class (TRAIX). The values are adjusted to include any dividend payments, if applicable.

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DODBX vs. TRAIX - 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%
TRAIX
T. Rowe Price Capital Appreciation Fund - I Class
-4.98%21.05%12.64%19.01%-11.89%18.59%18.28%24.71%0.76%15.45%

Returns By Period

In the year-to-date period, DODBX achieves a -1.71% return, which is significantly higher than TRAIX's -4.98% return. Over the past 10 years, DODBX has underperformed TRAIX with an annualized return of 9.30%, while TRAIX has yielded a comparatively higher 11.32% 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%

TRAIX

1D
0.06%
1M
-4.85%
YTD
-4.98%
6M
3.88%
1Y
15.02%
3Y*
13.15%
5Y*
9.13%
10Y*
11.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DODBX vs. TRAIX - Expense Ratio Comparison

DODBX has a 0.52% expense ratio, which is lower than TRAIX's 0.59% expense ratio.


Return for Risk

DODBX vs. TRAIX — 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

TRAIX
TRAIX Risk / Return Rank: 7979
Overall Rank
TRAIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TRAIX Sortino Ratio Rank: 8383
Sortino Ratio Rank
TRAIX Omega Ratio Rank: 7979
Omega Ratio Rank
TRAIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
TRAIX Martin Ratio Rank: 8484
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. TRAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Balanced Fund (DODBX) and T. Rowe Price Capital Appreciation Fund - I Class (TRAIX). 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.


DODBXTRAIXDifference

Sharpe ratio

Return per unit of total volatility

0.74

1.14

-0.40

Sortino ratio

Return per unit of downside risk

1.05

2.13

-1.08

Omega ratio

Gain probability vs. loss probability

1.15

1.30

-0.15

Calmar ratio

Return relative to maximum drawdown

0.89

2.05

-1.15

Martin ratio

Return relative to average drawdown

3.71

8.55

-4.85

DODBX vs. TRAIX - Sharpe Ratio Comparison

The current DODBX Sharpe Ratio is 0.74, which is lower than the TRAIX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of DODBX and TRAIX, 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


DODBXTRAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

1.14

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.69

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.88

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.88

-0.16

Correlation

The correlation between DODBX and TRAIX is 0.80, 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

DODBX vs. TRAIX - Dividend Comparison

DODBX's dividend yield for the trailing twelve months is around 7.35%, less than TRAIX's 16.70% 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%
TRAIX
T. Rowe Price Capital Appreciation Fund - I Class
16.70%15.87%10.52%4.28%9.70%9.35%8.08%5.92%7.57%6.96%3.59%0.00%

Drawdowns

DODBX vs. TRAIX - Drawdown Comparison

The maximum DODBX drawdown since its inception was -50.20%, which is greater than TRAIX's maximum drawdown of -26.84%. Use the drawdown chart below to compare losses from any high point for DODBX and TRAIX.


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Drawdown Indicators


DODBXTRAIXDifference

Max Drawdown

Largest peak-to-trough decline

-50.20%

-26.84%

-23.36%

Max Drawdown (1Y)

Largest decline over 1 year

-7.71%

-6.77%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-17.74%

-17.00%

-0.74%

Max Drawdown (10Y)

Largest decline over 10 years

-31.29%

-26.84%

-4.45%

Current Drawdown

Current decline from peak

-5.43%

-6.24%

+0.81%

Average Drawdown

Average peak-to-trough decline

-4.69%

-2.86%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

1.62%

+0.24%

Volatility

DODBX vs. TRAIX - Volatility Comparison

The current volatility for Dodge & Cox Balanced Fund (DODBX) is 2.56%, while T. Rowe Price Capital Appreciation Fund - I Class (TRAIX) has a volatility of 2.97%. This indicates that DODBX experiences smaller price fluctuations and is considered to be less risky than TRAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DODBXTRAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.56%

2.97%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

5.40%

9.57%

-4.17%

Volatility (1Y)

Calculated over the trailing 1-year period

9.72%

13.40%

-3.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.81%

13.22%

-2.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.26%

12.97%

+0.29%