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DODEX vs. DODIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DODEX vs. DODIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Emerging Markets Stock Fund (DODEX) and Dodge & Cox Income Fund (DODIX). The values are adjusted to include any dividend payments, if applicable.

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DODEX vs. DODIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DODEX
Dodge & Cox Emerging Markets Stock Fund
3.84%38.64%7.47%13.37%-14.91%-9.57%
DODIX
Dodge & Cox Income Fund
-0.19%8.32%2.25%7.69%-11.42%0.72%

Returns By Period

In the year-to-date period, DODEX achieves a 3.84% return, which is significantly higher than DODIX's -0.19% return.


DODEX

1D
-0.65%
1M
-10.12%
YTD
3.84%
6M
8.44%
1Y
36.44%
3Y*
18.51%
5Y*
10Y*

DODIX

1D
0.63%
1M
-2.32%
YTD
-0.19%
6M
1.09%
1Y
5.10%
3Y*
4.90%
5Y*
1.40%
10Y*
3.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DODEX vs. DODIX - Expense Ratio Comparison

DODEX has a 0.70% expense ratio, which is higher than DODIX's 0.41% expense ratio.


Return for Risk

DODEX vs. DODIX — Risk / Return Rank

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

DODEX
DODEX Risk / Return Rank: 9393
Overall Rank
DODEX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DODEX Sortino Ratio Rank: 9393
Sortino Ratio Rank
DODEX Omega Ratio Rank: 9292
Omega Ratio Rank
DODEX Calmar Ratio Rank: 9292
Calmar Ratio Rank
DODEX Martin Ratio Rank: 9292
Martin Ratio Rank

DODIX
DODIX Risk / Return Rank: 6767
Overall Rank
DODIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DODIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
DODIX Omega Ratio Rank: 5353
Omega Ratio Rank
DODIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DODIX Martin Ratio Rank: 6464
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.

DODEX vs. DODIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Emerging Markets Stock Fund (DODEX) and Dodge & Cox Income Fund (DODIX). 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.


DODEXDODIXDifference

Sharpe ratio

Return per unit of total volatility

2.28

1.15

+1.13

Sortino ratio

Return per unit of downside risk

2.84

1.65

+1.19

Omega ratio

Gain probability vs. loss probability

1.44

1.21

+0.23

Calmar ratio

Return relative to maximum drawdown

2.79

2.02

+0.77

Martin ratio

Return relative to average drawdown

11.14

6.03

+5.11

DODEX vs. DODIX - Sharpe Ratio Comparison

The current DODEX Sharpe Ratio is 2.28, which is higher than the DODIX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of DODEX and DODIX, 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


DODEXDODIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

1.15

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

1.47

-1.09

Correlation

The correlation between DODEX and DODIX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DODEX vs. DODIX - Dividend Comparison

DODEX's dividend yield for the trailing twelve months is around 2.72%, less than DODIX's 4.29% yield.


TTM20252024202320222021202020192018201720162015
DODEX
Dodge & Cox Emerging Markets Stock Fund
2.72%2.83%1.94%1.92%1.93%1.38%0.00%0.00%0.00%0.00%0.00%0.00%
DODIX
Dodge & Cox Income Fund
4.29%4.23%4.24%3.86%2.19%3.23%4.66%3.63%3.43%3.03%3.25%3.09%

Drawdowns

DODEX vs. DODIX - Drawdown Comparison

The maximum DODEX drawdown since its inception was -37.01%, which is greater than DODIX's maximum drawdown of -16.89%. Use the drawdown chart below to compare losses from any high point for DODEX and DODIX.


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Drawdown Indicators


DODEXDODIXDifference

Max Drawdown

Largest peak-to-trough decline

-37.01%

-16.89%

-20.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.87%

-2.94%

-8.93%

Max Drawdown (5Y)

Largest decline over 5 years

-16.89%

Max Drawdown (10Y)

Largest decline over 10 years

-16.89%

Current Drawdown

Current decline from peak

-10.97%

-2.32%

-8.65%

Average Drawdown

Average peak-to-trough decline

-13.20%

-1.50%

-11.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

0.98%

+1.99%

Volatility

DODEX vs. DODIX - Volatility Comparison

Dodge & Cox Emerging Markets Stock Fund (DODEX) has a higher volatility of 7.14% compared to Dodge & Cox Income Fund (DODIX) at 1.85%. This indicates that DODEX's price experiences larger fluctuations and is considered to be riskier than DODIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DODEXDODIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

1.85%

+5.29%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

2.80%

+8.19%

Volatility (1Y)

Calculated over the trailing 1-year period

15.57%

4.61%

+10.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

5.52%

+11.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.72%

4.42%

+12.30%