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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODFX or ACWX.
Performance
DODFX vs. ACWX - Performance Comparison
Returns By Period
In the year-to-date period, DODFX achieves a 6.73% return, which is significantly higher than ACWX's 6.06% return. Both investments have delivered pretty close results over the past 10 years, with DODFX having a 4.66% annualized return and ACWX not far behind at 4.44%.
DODFX
6.73%
-4.86%
-1.87%
12.73%
7.30%
4.66%
ACWX
6.06%
-5.41%
-1.78%
12.13%
4.87%
4.44%
Key characteristics
| DODFX | ACWX | |
|---|---|---|
| Sharpe Ratio | 1.03 | 1.00 |
| Sortino Ratio | 1.49 | 1.45 |
| Omega Ratio | 1.18 | 1.18 |
| Calmar Ratio | 1.70 | 1.03 |
| Martin Ratio | 4.47 | 5.20 |
| Ulcer Index | 2.94% | 2.46% |
| Daily Std Dev | 12.79% | 12.77% |
| Max Drawdown | -63.23% | -60.39% |
| Current Drawdown | -7.41% | -7.71% |
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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.
Correlation
The correlation between DODFX and ACWX is 0.93, 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.
Risk-Adjusted Performance
DODFX vs. ACWX - Risk-Adjusted Performance 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.
Dividends
DODFX vs. ACWX - Dividend Comparison
DODFX's dividend yield for the trailing twelve months is around 2.14%, less than ACWX's 2.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 2.14% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 2.23% | 2.30% | 2.37% | 1.61% |
ACWX iShares MSCI ACWI ex U.S. ETF | 2.81% | 2.96% | 2.68% | 2.73% | 1.88% | 3.22% | 2.65% | 2.40% | 2.77% | 2.51% | 3.18% | 2.69% |
Drawdowns
DODFX vs. ACWX - Drawdown Comparison
The maximum DODFX drawdown since its inception was -63.23%, roughly equal to the maximum ACWX drawdown of -60.39%. Use the drawdown chart below to compare losses from any high point for DODFX and ACWX. For additional features, visit the drawdowns tool.
Volatility
DODFX vs. ACWX - Volatility Comparison
The current volatility for Dodge & Cox International Stock Fund (DODFX) is 3.57%, while iShares MSCI ACWI ex U.S. ETF (ACWX) has a volatility of 3.92%. 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.