DODBX vs. VOO
Compare and contrast key facts about Dodge & Cox Balanced Fund (DODBX) and Vanguard S&P 500 ETF (VOO).
DODBX is managed by Dodge & Cox. It was launched on Jun 25, 1931. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODBX or VOO.
Key characteristics
| DODBX | VOO | |
|---|---|---|
| YTD Return | 12.64% | 27.15% |
| 1Y Return | 22.69% | 39.90% |
| 3Y Return (Ann) | 5.77% | 10.28% |
| 5Y Return (Ann) | 9.52% | 16.00% |
| 10Y Return (Ann) | 8.51% | 13.43% |
| Sharpe Ratio | 3.06 | 3.15 |
| Sortino Ratio | 4.44 | 4.19 |
| Omega Ratio | 1.58 | 1.59 |
| Calmar Ratio | 3.52 | 4.60 |
| Martin Ratio | 22.67 | 21.00 |
| Ulcer Index | 0.95% | 1.85% |
| Daily Std Dev | 7.06% | 12.34% |
| Max Drawdown | -50.21% | -33.99% |
| Current Drawdown | -0.10% | 0.00% |
Correlation
The correlation between DODBX and VOO is 0.89, 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. VOO - Performance Comparison
In the year-to-date period, DODBX achieves a 12.64% return, which is significantly lower than VOO's 27.15% return. Over the past 10 years, DODBX has underperformed VOO with an annualized return of 8.51%, while VOO has yielded a comparatively higher 13.43% 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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DODBX vs. VOO - Expense Ratio Comparison
DODBX has a 0.52% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
DODBX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Balanced Fund (DODBX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
DODBX's dividend yield for the trailing twelve months is around 2.68%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODBX Dodge & Cox Balanced Fund | 2.68% | 2.63% | 2.04% | 1.60% | 2.18% | 2.42% | 2.16% | 2.14% | 2.26% | 2.18% | 4.23% | 1.68% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DODBX vs. VOO - Drawdown Comparison
The maximum DODBX drawdown since its inception was -50.21%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DODBX and VOO. For additional features, visit the drawdowns tool.
Volatility
DODBX vs. VOO - Volatility Comparison
The current volatility for Dodge & Cox Balanced Fund (DODBX) is 2.03%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.95%. This indicates that DODBX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.