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DODEX vs. EELV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DODEX vs. EELV - Performance Comparison

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

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DODEX vs. EELV - 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%
EELV
Invesco S&P Emerging Markets Low Volatility ETF
3.35%21.97%1.90%8.85%-3.98%6.83%

Returns By Period

In the year-to-date period, DODEX achieves a 3.84% return, which is significantly higher than EELV's 3.35% return.


DODEX

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

EELV

1D
2.07%
1M
-4.13%
YTD
3.35%
6M
6.88%
1Y
20.18%
3Y*
11.22%
5Y*
7.96%
10Y*
6.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DODEX vs. EELV - Expense Ratio Comparison

DODEX has a 0.70% expense ratio, which is higher than EELV's 0.30% expense ratio.


Return for Risk

DODEX vs. EELV — 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

EELV
EELV Risk / Return Rank: 8585
Overall Rank
EELV Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EELV Sortino Ratio Rank: 8686
Sortino Ratio Rank
EELV Omega Ratio Rank: 8585
Omega Ratio Rank
EELV Calmar Ratio Rank: 8585
Calmar Ratio Rank
EELV Martin Ratio Rank: 8484
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. EELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Emerging Markets Stock Fund (DODEX) and Invesco S&P Emerging Markets Low Volatility ETF (EELV). 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.


DODEXEELVDifference

Sharpe ratio

Return per unit of total volatility

2.28

1.65

+0.63

Sortino ratio

Return per unit of downside risk

2.84

2.31

+0.53

Omega ratio

Gain probability vs. loss probability

1.44

1.33

+0.11

Calmar ratio

Return relative to maximum drawdown

2.79

2.52

+0.27

Martin ratio

Return relative to average drawdown

11.14

9.42

+1.72

DODEX vs. EELV - Sharpe Ratio Comparison

The current DODEX Sharpe Ratio is 2.28, which is higher than the EELV Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of DODEX and EELV, 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


DODEXEELVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

1.65

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.30

+0.08

Correlation

The correlation between DODEX and EELV is 0.73, 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.


Dividends

DODEX vs. EELV - Dividend Comparison

DODEX's dividend yield for the trailing twelve months is around 2.72%, less than EELV's 3.62% 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%
EELV
Invesco S&P Emerging Markets Low Volatility ETF
3.62%3.75%4.70%4.00%3.45%4.35%2.82%3.14%5.50%2.92%2.29%2.53%

Drawdowns

DODEX vs. EELV - Drawdown Comparison

The maximum DODEX drawdown since its inception was -37.01%, roughly equal to the maximum EELV drawdown of -36.35%. Use the drawdown chart below to compare losses from any high point for DODEX and EELV.


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Drawdown Indicators


DODEXEELVDifference

Max Drawdown

Largest peak-to-trough decline

-37.01%

-36.35%

-0.66%

Max Drawdown (1Y)

Largest decline over 1 year

-11.87%

-8.22%

-3.65%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

Max Drawdown (10Y)

Largest decline over 10 years

-36.35%

Current Drawdown

Current decline from peak

-10.97%

-5.28%

-5.69%

Average Drawdown

Average peak-to-trough decline

-13.20%

-9.00%

-4.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.20%

+0.77%

Volatility

DODEX vs. EELV - Volatility Comparison

Dodge & Cox Emerging Markets Stock Fund (DODEX) has a higher volatility of 7.14% compared to Invesco S&P Emerging Markets Low Volatility ETF (EELV) at 5.96%. This indicates that DODEX's price experiences larger fluctuations and is considered to be riskier than EELV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DODEXEELVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

5.96%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

8.40%

+2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

15.57%

12.26%

+3.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

11.52%

+5.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.72%

13.70%

+3.02%