DODEX vs. VYMI
Compare and contrast key facts about Dodge & Cox Emerging Markets Stock Fund (DODEX) and Vanguard International High Dividend Yield ETF (VYMI).
DODEX is managed by Dodge & Cox. It was launched on May 10, 2021. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016.
Performance
DODEX vs. VYMI - Performance Comparison
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DODEX vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DODEX Dodge & Cox Emerging Markets Stock Fund | 5.97% | 38.64% | 7.47% | 13.37% | -14.91% | -9.57% |
VYMI Vanguard International High Dividend Yield ETF | 6.37% | 38.05% | 7.06% | 17.07% | -7.02% | 0.77% |
Returns By Period
In the year-to-date period, DODEX achieves a 5.97% return, which is significantly lower than VYMI's 6.37% return.
DODEX
- 1D
- 2.05%
- 1M
- -7.66%
- YTD
- 5.97%
- 6M
- 10.10%
- 1Y
- 37.89%
- 3Y*
- 19.31%
- 5Y*
- —
- 10Y*
- —
VYMI
- 1D
- 0.82%
- 1M
- -3.79%
- YTD
- 6.37%
- 6M
- 13.78%
- 1Y
- 33.76%
- 3Y*
- 20.74%
- 5Y*
- 12.62%
- 10Y*
- 10.30%
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DODEX vs. VYMI - Expense Ratio Comparison
DODEX has a 0.70% expense ratio, which is higher than VYMI's 0.07% expense ratio.
Return for Risk
DODEX vs. VYMI — Risk / Return Rank
DODEX
VYMI
DODEX vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Emerging Markets Stock Fund (DODEX) and Vanguard International High Dividend Yield ETF (VYMI). 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.
| DODEX | VYMI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.52 | 2.13 | +0.39 |
Sortino ratioReturn per unit of downside risk | 3.12 | 2.82 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.44 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.21 | 3.09 | +0.12 |
Martin ratioReturn relative to average drawdown | 12.57 | 12.68 | -0.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DODEX | VYMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.52 | 2.13 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.86 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.63 | -0.22 |
Correlation
The correlation between DODEX and VYMI is 0.72, 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. VYMI - Dividend Comparison
DODEX's dividend yield for the trailing twelve months is around 2.67%, less than VYMI's 3.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DODEX Dodge & Cox Emerging Markets Stock Fund | 2.67% | 2.83% | 1.94% | 1.92% | 1.93% | 1.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.60% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Drawdowns
DODEX vs. VYMI - Drawdown Comparison
The maximum DODEX drawdown since its inception was -37.01%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for DODEX and VYMI.
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Drawdown Indicators
| DODEX | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.01% | -40.00% | +2.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -11.08% | -0.79% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.05% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.00% | — |
Current DrawdownCurrent decline from peak | -9.14% | -5.77% | -3.37% |
Average DrawdownAverage peak-to-trough decline | -13.19% | -6.39% | -6.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.70% | +0.33% |
Volatility
DODEX vs. VYMI - Volatility Comparison
Dodge & Cox Emerging Markets Stock Fund (DODEX) has a higher volatility of 7.57% compared to Vanguard International High Dividend Yield ETF (VYMI) at 6.40%. This indicates that DODEX's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DODEX | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.57% | 6.40% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 11.11% | 9.90% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.66% | 15.90% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.74% | 14.75% | +1.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.74% | 16.89% | -0.15% |