DODFX vs. ACWX
Compare and contrast key facts about Dodge & Cox International Stock Fund (DODFX) and iShares MSCI ACWI ex U.S. ETF (ACWX).
DODFX is managed by Dodge & Cox. ACWX is a passively managed fund by iShares that tracks the performance of the MSCI All Country World ex-U.S. Index. It was launched on Mar 26, 2008.
Performance
DODFX vs. ACWX - Performance Comparison
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DODFX vs. ACWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | -1.76% | 38.77% | 3.74% | 16.70% | -6.78% | 10.99% | 5.15% | 22.79% | -18.01% | 23.95% |
ACWX iShares MSCI ACWI ex U.S. ETF | 2.00% | 32.59% | 5.17% | 15.63% | -16.07% | 7.67% | 10.29% | 21.05% | -13.99% | 27.20% |
Returns By Period
In the year-to-date period, DODFX achieves a -1.76% return, which is significantly lower than ACWX's 2.00% return. Over the past 10 years, DODFX has outperformed ACWX with an annualized return of 9.82%, while ACWX has yielded a comparatively lower 8.67% annualized return.
DODFX
- 1D
- -0.06%
- 1M
- -10.86%
- YTD
- -1.76%
- 6M
- 3.38%
- 1Y
- 24.29%
- 3Y*
- 15.85%
- 5Y*
- 9.77%
- 10Y*
- 9.82%
ACWX
- 1D
- 3.29%
- 1M
- -8.03%
- YTD
- 2.00%
- 6M
- 6.99%
- 1Y
- 27.22%
- 3Y*
- 15.34%
- 5Y*
- 7.11%
- 10Y*
- 8.67%
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DODFX vs. ACWX - Expense Ratio Comparison
DODFX has a 0.62% expense ratio, which is higher than ACWX's 0.32% expense ratio.
Return for Risk
DODFX vs. ACWX — Risk / Return Rank
DODFX
ACWX
DODFX vs. ACWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock Fund (DODFX) and iShares MSCI ACWI ex U.S. ETF (ACWX). 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.
| DODFX | ACWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.58 | -0.02 |
Sortino ratioReturn per unit of downside risk | 2.02 | 2.17 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 2.31 | -0.45 |
Martin ratioReturn relative to average drawdown | 7.28 | 8.90 | -1.62 |
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
| DODFX | ACWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.58 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.45 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.50 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.20 | +0.18 |
Correlation
The correlation between DODFX and ACWX is 0.92, 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
DODFX vs. ACWX - Dividend Comparison
DODFX's dividend yield for the trailing twelve months is around 5.15%, more than ACWX's 2.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 5.15% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
ACWX iShares MSCI ACWI ex U.S. ETF | 2.77% | 2.82% | 2.97% | 2.96% | 2.68% | 2.74% | 1.88% | 3.22% | 2.60% | 2.40% | 2.77% | 2.51% |
Drawdowns
DODFX vs. ACWX - Drawdown Comparison
The maximum DODFX drawdown since its inception was -63.23%, roughly equal to the maximum ACWX drawdown of -60.40%. Use the drawdown chart below to compare losses from any high point for DODFX and ACWX.
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Drawdown Indicators
| DODFX | ACWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.23% | -60.40% | -2.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -11.42% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -30.07% | +5.55% |
Max Drawdown (10Y)Largest decline over 10 years | -44.61% | -35.38% | -9.23% |
Current DrawdownCurrent decline from peak | -10.86% | -8.51% | -2.35% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -13.45% | +1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.96% | +0.04% |
Volatility
DODFX vs. ACWX - Volatility Comparison
The current volatility for Dodge & Cox International Stock Fund (DODFX) is 6.58%, while iShares MSCI ACWI ex U.S. ETF (ACWX) has a volatility of 8.42%. This indicates that DODFX experiences smaller price fluctuations and is considered to be less risky than ACWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DODFX | ACWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 8.42% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 11.71% | -1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 17.35% | -2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.78% | 16.05% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 17.29% | +0.94% |