DODFX vs. CGIC

Last updated Jun 4, 2026

DODFX (Dodge & Cox International Stock Fund) and CGIC (Capital Group International Core Equity ETF) are both Foreign Large Cap Equities funds. Over the past year, DODFX returned 31.49% vs 30.79% for CGIC. Their correlation of 0.89 suggests significant overlap in exposure. DODFX charges 0.62%/yr vs 0.54%/yr for CGIC.

Performance

DODFX vs. CGIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox International Stock Fund (DODFX) and Capital Group International Core Equity ETF (CGIC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with DODFX having a 12.76% return and CGIC slightly higher at 12.85%.

DODFX

• 1D: 0.87%
• 1M: 5.33%
• YTD: 12.76%
• 6M: 16.05%
• 1Y: 31.49%
• 3Y*: 20.84%
• 5Y*: 11.21%
• 10Y*: 10.89%

CGIC

• 1D: -1.04%
• 1M: 5.13%
• YTD: 12.85%
• 6M: 15.39%
• 1Y: 30.79%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DODFX vs. CGIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DODFX Dodge & Cox International Stock Fund	12.76%	38.77%	0.37%
CGIC Capital Group International Core Equity ETF	12.85%	37.53%	-2.81%

Correlation

The correlation between DODFX and CGIC is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (All Time) Calculated using the full available price history since Jun 28, 2024	0.89

The correlation between DODFX and CGIC has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.

Return for Risk

DODFX vs. CGIC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DODFX

DODFX Risk / Return Rank: 59
DODFX Sharpe Ratio Rank: 67
DODFX Sortino Ratio Rank: 59
DODFX Omega Ratio Rank: 63
DODFX Calmar Ratio Rank: 53
DODFX Martin Ratio Rank: 53

CGIC

CGIC Risk / Return Rank: 58
CGIC Sharpe Ratio Rank: 60
CGIC Sortino Ratio Rank: 59
CGIC Omega Ratio Rank: 60
CGIC Calmar Ratio Rank: 55
CGIC Martin Ratio Rank: 59

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.

DODFX vs. CGIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock Fund (DODFX) and Capital Group International Core Equity ETF (CGIC). 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	CGIC	Difference
Sharpe ratio: Return per unit of total volatility	2.39	2.06	+0.33
Sortino ratio: Return per unit of downside risk	3.23	2.83	+0.40
Omega ratio: Gain probability vs. loss probability	1.44	1.37	+0.07
Calmar ratio: Return relative to maximum drawdown	2.80	2.74	+0.06
Martin ratio: Return relative to average drawdown	10.71	10.54	+0.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DODFX vs. CGIC - Sharpe Ratio Comparison

The current DODFX Sharpe Ratio is 2.39, which is comparable to the CGIC Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of DODFX and CGIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DODFX	CGIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.39	2.06	+0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	1.48	-1.07

Drawdowns

DODFX vs. CGIC - Drawdown Comparison

The maximum DODFX drawdown since its inception was -63.23%, which is greater than CGIC's maximum drawdown of -13.10%. Use the drawdown chart below to compare losses from any high point for DODFX and CGIC.

Drawdown Indicators

	DODFX	CGIC	Difference
Max Drawdown Largest peak-to-trough decline	-63.23%	-13.10%	-50.13%
Max Drawdown (1Y) Largest decline over 1 year	-11.14%	-11.30%	+0.16%
Max Drawdown (3Y) Largest decline over 3 years	-14.41%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.52%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-44.61%	—	—
Current Drawdown Current decline from peak	0.00%	-1.04%	+1.04%
Average Drawdown Average peak-to-trough decline	-11.66%	-2.54%	-9.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	2.93%	-0.02%

Volatility

DODFX vs. CGIC - Volatility Comparison

The current volatility for Dodge & Cox International Stock Fund (DODFX) is 4.07%, while Capital Group International Core Equity ETF (CGIC) has a volatility of 5.82%. This indicates that DODFX experiences smaller price fluctuations and is considered to be less risky than CGIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DODFX	CGIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.07%	5.82%	-1.75%
Volatility (6M) Calculated over the trailing 6-month period	10.88%	12.82%	-1.94%
Volatility (1Y) Calculated over the trailing 1-year period	13.04%	15.01%	-1.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.89%	16.14%	-0.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.20%	16.14%	+2.06%

DODFX vs. CGIC - Expense Ratio Comparison

DODFX has a 0.62% expense ratio, which is higher than CGIC's 0.54% expense ratio.

Dividends

DODFX vs. CGIC - Dividend Comparison

DODFX's dividend yield for the trailing twelve months is around 4.48%, more than CGIC's 1.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CGIC Capital Group International Core Equity ETF	1.32%	1.60%	0.68%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DODFX Dodge & Cox International Stock Fund	4.48%	5.05%	2.25%	2.29%	2.23%	2.49%	4.21%	3.93%	2.93%	1.93%	3.66%	2.30%

Frequently Asked Questions

Can I hold both DODFX and CGIC in my portfolio?

DODFX and CGIC have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DODFX or CGIC?

CGIC has higher volatility (5.82%) compared to DODFX (4.07%). In terms of maximum drawdown, DODFX dropped -63.23% vs CGIC's -13.10%.

Which has better risk-adjusted returns?

DODFX currently has the higher Sharpe Ratio (2.39 vs 2.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.