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DODBX vs. VTEAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DODBX vs. VTEAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Balanced Fund (DODBX) and Vanguard Tax-Exempt Bond Index Fund Admiral Shares (VTEAX). The values are adjusted to include any dividend payments, if applicable.

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DODBX vs. VTEAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DODBX
Dodge & Cox Balanced Fund
-0.36%14.44%8.76%13.77%-7.30%19.21%7.93%19.64%-4.66%11.51%
VTEAX
Vanguard Tax-Exempt Bond Index Fund Admiral Shares
-0.24%3.67%1.63%6.39%-8.21%1.43%4.97%7.45%0.99%4.94%

Returns By Period

In the year-to-date period, DODBX achieves a -0.36% return, which is significantly lower than VTEAX's -0.24% return. Over the past 10 years, DODBX has outperformed VTEAX with an annualized return of 9.45%, while VTEAX has yielded a comparatively lower 2.09% annualized return.


DODBX

1D
1.37%
1M
-3.79%
YTD
-0.36%
6M
1.20%
1Y
8.67%
3Y*
11.26%
5Y*
7.08%
10Y*
9.45%

VTEAX

1D
0.25%
1M
-1.97%
YTD
-0.24%
6M
1.20%
1Y
3.73%
3Y*
2.86%
5Y*
0.89%
10Y*
2.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DODBX vs. VTEAX - Expense Ratio Comparison

DODBX has a 0.52% expense ratio, which is higher than VTEAX's 0.09% expense ratio.


Return for Risk

DODBX vs. VTEAX — Risk / Return Rank

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

DODBX
DODBX Risk / Return Rank: 4141
Overall Rank
DODBX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
DODBX Sortino Ratio Rank: 3939
Sortino Ratio Rank
DODBX Omega Ratio Rank: 4040
Omega Ratio Rank
DODBX Calmar Ratio Rank: 4242
Calmar Ratio Rank
DODBX Martin Ratio Rank: 4343
Martin Ratio Rank

VTEAX
VTEAX Risk / Return Rank: 4343
Overall Rank
VTEAX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VTEAX Sortino Ratio Rank: 3636
Sortino Ratio Rank
VTEAX Omega Ratio Rank: 6969
Omega Ratio Rank
VTEAX Calmar Ratio Rank: 3434
Calmar Ratio Rank
VTEAX Martin Ratio Rank: 2929
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. VTEAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Balanced Fund (DODBX) and Vanguard Tax-Exempt Bond Index Fund Admiral Shares (VTEAX). 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.


DODBXVTEAXDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.95

-0.05

Sortino ratio

Return per unit of downside risk

1.28

1.24

+0.04

Omega ratio

Gain probability vs. loss probability

1.19

1.27

-0.08

Calmar ratio

Return relative to maximum drawdown

1.11

0.97

+0.14

Martin ratio

Return relative to average drawdown

4.57

3.22

+1.35

DODBX vs. VTEAX - Sharpe Ratio Comparison

The current DODBX Sharpe Ratio is 0.90, which is comparable to the VTEAX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of DODBX and VTEAX, 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


DODBXVTEAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.95

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.25

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.57

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.66

+0.07

Correlation

The correlation between DODBX and VTEAX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DODBX vs. VTEAX - Dividend Comparison

DODBX's dividend yield for the trailing twelve months is around 7.25%, more than VTEAX's 3.05% yield.


TTM20252024202320222021202020192018201720162015
DODBX
Dodge & Cox Balanced Fund
7.25%7.53%8.21%4.64%8.67%10.62%6.92%9.35%9.57%7.53%5.59%5.44%
VTEAX
Vanguard Tax-Exempt Bond Index Fund Admiral Shares
3.05%3.26%3.36%2.98%2.05%1.60%1.97%2.27%2.24%1.95%1.67%0.59%

Drawdowns

DODBX vs. VTEAX - Drawdown Comparison

The maximum DODBX drawdown since its inception was -50.20%, which is greater than VTEAX's maximum drawdown of -12.75%. Use the drawdown chart below to compare losses from any high point for DODBX and VTEAX.


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Drawdown Indicators


DODBXVTEAXDifference

Max Drawdown

Largest peak-to-trough decline

-50.20%

-12.75%

-37.45%

Max Drawdown (1Y)

Largest decline over 1 year

-7.71%

-4.50%

-3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-17.74%

-12.75%

-4.99%

Max Drawdown (10Y)

Largest decline over 10 years

-31.29%

-12.75%

-18.54%

Current Drawdown

Current decline from peak

-4.13%

-2.21%

-1.92%

Average Drawdown

Average peak-to-trough decline

-4.69%

-2.28%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

1.36%

+0.52%

Volatility

DODBX vs. VTEAX - Volatility Comparison

Dodge & Cox Balanced Fund (DODBX) has a higher volatility of 3.03% compared to Vanguard Tax-Exempt Bond Index Fund Admiral Shares (VTEAX) at 1.15%. This indicates that DODBX's price experiences larger fluctuations and is considered to be riskier than VTEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DODBXVTEAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

1.15%

+1.88%

Volatility (6M)

Calculated over the trailing 6-month period

5.55%

1.48%

+4.07%

Volatility (1Y)

Calculated over the trailing 1-year period

9.79%

4.36%

+5.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.82%

3.57%

+7.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.26%

3.65%

+9.61%