DODBX vs. VWENX
Compare and contrast key facts about Dodge & Cox Balanced Fund (DODBX) and Vanguard Wellington Fund Admiral Shares (VWENX).
DODBX is managed by Dodge & Cox. It was launched on Jun 25, 1931. VWENX is managed by Vanguard. It was launched on May 14, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODBX or VWENX.
Key characteristics
| DODBX | VWENX | |
|---|---|---|
| YTD Return | 12.10% | 15.88% |
| 1Y Return | 19.57% | 22.27% |
| 3Y Return (Ann) | 5.62% | 0.73% |
| 5Y Return (Ann) | 9.41% | 4.63% |
| 10Y Return (Ann) | 8.43% | 4.41% |
| Sharpe Ratio | 3.04 | 2.87 |
| Sortino Ratio | 4.41 | 4.00 |
| Omega Ratio | 1.58 | 1.54 |
| Calmar Ratio | 5.15 | 1.33 |
| Martin Ratio | 22.37 | 20.10 |
| Ulcer Index | 0.96% | 1.20% |
| Daily Std Dev | 7.04% | 8.44% |
| Max Drawdown | -50.21% | -38.68% |
| Current Drawdown | -0.94% | -0.53% |
Correlation
The correlation between DODBX and VWENX is 0.91, 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. VWENX - Performance Comparison
In the year-to-date period, DODBX achieves a 12.10% return, which is significantly lower than VWENX's 15.88% return. Over the past 10 years, DODBX has outperformed VWENX with an annualized return of 8.43%, while VWENX has yielded a comparatively lower 4.41% 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. VWENX - Expense Ratio Comparison
DODBX has a 0.52% expense ratio, which is higher than VWENX's 0.16% expense ratio.
Risk-Adjusted Performance
DODBX vs. VWENX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Balanced Fund (DODBX) and Vanguard Wellington Fund Admiral Shares (VWENX). 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. VWENX - Dividend Comparison
DODBX's dividend yield for the trailing twelve months is around 2.69%, less than VWENX's 5.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODBX Dodge & Cox Balanced Fund | 2.69% | 2.63% | 2.04% | 1.60% | 2.18% | 2.42% | 2.16% | 2.14% | 2.26% | 2.18% | 4.23% | 1.68% |
VWENX Vanguard Wellington Fund Admiral Shares | 5.46% | 6.08% | 2.34% | 1.79% | 2.15% | 2.61% | 3.10% | 2.53% | 2.64% | 2.81% | 2.63% | 2.58% |
Drawdowns
DODBX vs. VWENX - Drawdown Comparison
The maximum DODBX drawdown since its inception was -50.21%, which is greater than VWENX's maximum drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for DODBX and VWENX. For additional features, visit the drawdowns tool.
Volatility
DODBX vs. VWENX - Volatility Comparison
The current volatility for Dodge & Cox Balanced Fund (DODBX) is 2.20%, while Vanguard Wellington Fund Admiral Shares (VWENX) has a volatility of 2.65%. This indicates that DODBX experiences smaller price fluctuations and is considered to be less risky than VWENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.