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DODEX vs. DOXIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DODEX vs. DOXIX - 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 Class X (DOXIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DODEX achieves a 25.94% return, which is significantly higher than DOXIX's 0.45% return.


DODEX

1D
0.89%
1M
4.53%
YTD
25.94%
6M
26.80%
1Y
54.38%
3Y*
25.90%
5Y*
10.31%
10Y*

DOXIX

1D
-0.23%
1M
0.71%
YTD
0.45%
6M
0.61%
1Y
5.24%
3Y*
5.17%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DODEX vs. DOXIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
DODEX
Dodge & Cox Emerging Markets Stock Fund
25.94%38.64%7.47%13.37%-0.99%
DOXIX
Dodge & Cox Income Fund Class X
0.45%8.39%2.33%7.75%-2.35%

Correlation

The correlation between DODEX and DOXIX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (All Time)
Calculated using the full available price history since May 3, 2022

0.19

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Return for Risk

DODEX vs. DOXIX — Risk / Return Rank

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

DODEX
DODEX Risk / Return Rank: 9494
Overall Rank
DODEX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DODEX Sortino Ratio Rank: 9292
Sortino Ratio Rank
DODEX Omega Ratio Rank: 9191
Omega Ratio Rank
DODEX Calmar Ratio Rank: 9494
Calmar Ratio Rank
DODEX Martin Ratio Rank: 9393
Martin Ratio Rank

DOXIX
DOXIX Risk / Return Rank: 2626
Overall Rank
DOXIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
DOXIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
DOXIX Omega Ratio Rank: 2626
Omega Ratio Rank
DOXIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
DOXIX Martin Ratio Rank: 2323
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. DOXIX - 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 Class X (DOXIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DODEXDOXIXDifference
Sharpe ratioReturn per unit of total volatility

+2.08

Sortino ratioReturn per unit of downside risk

+2.25

Omega ratioGain probability vs. loss probability

1.64

1.25

+0.39

Calmar ratioReturn relative to maximum drawdown

4.98

1.78

+3.20

Martin ratioReturn relative to average drawdown

18.35

5.11

+13.23

DODEX vs. DOXIX - Sharpe Ratio Comparison

The current DODEX Sharpe Ratio is 3.47, which is higher than the DOXIX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of DODEX and DOXIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DODEX vs. DOXIX - Drawdown Comparison

The maximum DODEX drawdown since its inception was -37.01%, which is greater than DOXIX's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for DODEX and DOXIX.


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Drawdown Indicators


DODEXDOXIXDifference

Max Drawdown

Largest peak-to-trough decline

-37.01%

-8.83%

-28.18%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-3.15%

-7.82%

Max Drawdown (3Y)

Largest decline over 3 years

-16.15%

-5.66%

-10.49%

Max Drawdown (5Y)

Largest decline over 5 years

-36.02%

Current Drawdown

Current decline from peak

0.00%

-1.69%

+1.69%

Average Drawdown

Average peak-to-trough decline

-12.69%

-1.86%

-10.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

1.09%

+1.88%

Volatility

DODEX vs. DOXIX - Volatility Comparison

Dodge & Cox Emerging Markets Stock Fund (DODEX) has a higher volatility of 7.37% compared to Dodge & Cox Income Fund Class X (DOXIX) at 1.18%. This indicates that DODEX's price experiences larger fluctuations and is considered to be riskier than DOXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DODEXDOXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.37%

1.18%

+6.19%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

3.02%

+10.72%

Volatility (1Y)

Calculated over the trailing 1-year period

15.77%

4.02%

+11.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.06%

5.84%

+11.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

5.84%

+11.12%

DODEX vs. DOXIX - Expense Ratio Comparison

DODEX has a 0.70% expense ratio, which is higher than DOXIX's 0.33% expense ratio.


Dividends

DODEX vs. DOXIX - Dividend Comparison

DODEX's dividend yield for the trailing twelve months is around 2.25%, less than DOXIX's 4.33% yield.


PositionTTM20252024202320222021
DODEX
Dodge & Cox Emerging Markets Stock Fund
2.25%2.83%1.94%1.92%1.93%1.38%
DOXIX
Dodge & Cox Income Fund Class X
4.33%4.30%4.32%3.92%2.30%0.00%

Frequently Asked Questions


DODEX and DOXIX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DODEX has higher volatility (7.37%) compared to DOXIX (1.18%). In terms of maximum drawdown, DODEX dropped -37.01% vs DOXIX's -8.83%.

DODEX currently has the higher Sharpe Ratio (3.47 vs 1.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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