PortfoliosLab logoPortfoliosLab logo
DODEX vs. WAEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DODEX vs. WAEMX - Performance Comparison

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

Loading graphics...

DODEX vs. WAEMX - 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%
WAEMX
Wasatch Emerging Markets Small Cap Fund
2.94%5.85%-2.21%21.20%-38.76%21.68%

Returns By Period

In the year-to-date period, DODEX achieves a 3.84% return, which is significantly higher than WAEMX's 2.94% return.


DODEX

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

WAEMX

1D
-1.69%
1M
-7.41%
YTD
2.94%
6M
8.97%
1Y
19.69%
3Y*
6.27%
5Y*
-0.05%
10Y*
6.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DODEX vs. WAEMX - Expense Ratio Comparison

DODEX has a 0.70% expense ratio, which is lower than WAEMX's 1.91% expense ratio.


Return for Risk

DODEX vs. WAEMX — 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

WAEMX
WAEMX Risk / Return Rank: 6767
Overall Rank
WAEMX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
WAEMX Sortino Ratio Rank: 6868
Sortino Ratio Rank
WAEMX Omega Ratio Rank: 5555
Omega Ratio Rank
WAEMX Calmar Ratio Rank: 7777
Calmar Ratio Rank
WAEMX Martin Ratio Rank: 6868
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. WAEMX - Risk-Adjusted Trends Comparison

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


DODEXWAEMXDifference

Sharpe ratio

Return per unit of total volatility

2.28

1.15

+1.13

Sortino ratio

Return per unit of downside risk

2.84

1.69

+1.16

Omega ratio

Gain probability vs. loss probability

1.44

1.22

+0.22

Calmar ratio

Return relative to maximum drawdown

2.79

1.81

+0.98

Martin ratio

Return relative to average drawdown

11.14

6.48

+4.66

DODEX vs. WAEMX - Sharpe Ratio Comparison

The current DODEX Sharpe Ratio is 2.28, which is higher than the WAEMX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of DODEX and WAEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DODEXWAEMXDifference

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

-0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.25

+0.13

Correlation

The correlation between DODEX and WAEMX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DODEX vs. WAEMX - Dividend Comparison

DODEX's dividend yield for the trailing twelve months is around 2.72%, less than WAEMX's 68.39% 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%
WAEMX
Wasatch Emerging Markets Small Cap Fund
68.39%70.40%6.49%0.00%3.32%6.03%7.15%5.82%12.81%0.00%0.00%0.02%

Drawdowns

DODEX vs. WAEMX - Drawdown Comparison

The maximum DODEX drawdown since its inception was -37.01%, smaller than the maximum WAEMX drawdown of -66.35%. Use the drawdown chart below to compare losses from any high point for DODEX and WAEMX.


Loading graphics...

Drawdown Indicators


DODEXWAEMXDifference

Max Drawdown

Largest peak-to-trough decline

-37.01%

-66.35%

+29.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.87%

-9.38%

-2.49%

Max Drawdown (5Y)

Largest decline over 5 years

-44.88%

Max Drawdown (10Y)

Largest decline over 10 years

-44.88%

Current Drawdown

Current decline from peak

-10.97%

-23.84%

+12.87%

Average Drawdown

Average peak-to-trough decline

-13.20%

-16.87%

+3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.61%

+0.36%

Volatility

DODEX vs. WAEMX - Volatility Comparison

Dodge & Cox Emerging Markets Stock Fund (DODEX) and Wasatch Emerging Markets Small Cap Fund (WAEMX) have volatilities of 7.14% and 7.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DODEXWAEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

7.10%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

12.17%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

15.57%

16.78%

-1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

17.40%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.72%

17.93%

-1.21%