PortfoliosLab logoPortfoliosLab logo
DODFX vs. DODBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DODFX vs. DODBX - Performance Comparison

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

Loading graphics...

DODFX vs. DODBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DODFX
Dodge & Cox International Stock Fund
0.73%38.77%3.74%16.70%-6.78%10.99%5.15%22.79%-18.01%23.95%
DODBX
Dodge & Cox Balanced Fund
-0.36%14.44%8.76%13.77%-7.30%19.21%7.93%19.64%-4.66%11.51%

Returns By Period

In the year-to-date period, DODFX achieves a 0.73% return, which is significantly higher than DODBX's -0.36% return. Over the past 10 years, DODFX has outperformed DODBX with an annualized return of 10.09%, while DODBX has yielded a comparatively lower 9.45% annualized return.


DODFX

1D
2.54%
1M
-7.11%
YTD
0.73%
6M
5.33%
1Y
27.03%
3Y*
16.82%
5Y*
10.14%
10Y*
10.09%

DODBX

1D
1.37%
1M
-3.79%
YTD
-0.36%
6M
1.20%
1Y
8.67%
3Y*
11.26%
5Y*
7.08%
10Y*
9.45%
*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.


DODFX vs. DODBX - Expense Ratio Comparison

DODFX has a 0.62% expense ratio, which is higher than DODBX's 0.52% expense ratio.


Return for Risk

DODFX vs. DODBX — Risk / Return Rank

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

DODFX
DODFX Risk / Return Rank: 8686
Overall Rank
DODFX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DODFX Sortino Ratio Rank: 8686
Sortino Ratio Rank
DODFX Omega Ratio Rank: 8686
Omega Ratio Rank
DODFX Calmar Ratio Rank: 8787
Calmar Ratio Rank
DODFX Martin Ratio Rank: 8484
Martin Ratio Rank

DODBX
DODBX Risk / Return Rank: 4141
Overall Rank
DODBX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
DODBX Sortino Ratio Rank: 3939
Sortino Ratio Rank
DODBX Omega Ratio Rank: 4040
Omega Ratio Rank
DODBX Calmar Ratio Rank: 4242
Calmar Ratio Rank
DODBX Martin Ratio Rank: 4343
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.

DODFX vs. DODBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock Fund (DODFX) and Dodge & Cox Balanced Fund (DODBX). 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.


DODFXDODBXDifference

Sharpe ratio

Return per unit of total volatility

1.82

0.90

+0.92

Sortino ratio

Return per unit of downside risk

2.34

1.28

+1.06

Omega ratio

Gain probability vs. loss probability

1.36

1.19

+0.18

Calmar ratio

Return relative to maximum drawdown

2.31

1.11

+1.20

Martin ratio

Return relative to average drawdown

8.74

4.57

+4.17

DODFX vs. DODBX - Sharpe Ratio Comparison

The current DODFX Sharpe Ratio is 1.82, which is higher than the DODBX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of DODFX and DODBX, 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


DODFXDODBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

0.90

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.66

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.72

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.73

-0.34

Correlation

The correlation between DODFX and DODBX is 0.80, 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. DODBX - Dividend Comparison

DODFX's dividend yield for the trailing twelve months is around 5.02%, less than DODBX's 7.25% yield.


TTM20252024202320222021202020192018201720162015
DODFX
Dodge & Cox International Stock Fund
5.02%5.05%2.25%2.29%2.23%2.49%4.21%3.93%2.93%1.93%3.66%2.30%
DODBX
Dodge & Cox Balanced Fund
7.25%7.53%8.21%4.64%8.67%10.62%6.92%9.35%9.57%7.53%5.59%5.44%

Drawdowns

DODFX vs. DODBX - Drawdown Comparison

The maximum DODFX drawdown since its inception was -63.23%, which is greater than DODBX's maximum drawdown of -50.20%. Use the drawdown chart below to compare losses from any high point for DODFX and DODBX.


Loading graphics...

Drawdown Indicators


DODFXDODBXDifference

Max Drawdown

Largest peak-to-trough decline

-63.23%

-50.20%

-13.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-7.71%

-3.71%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-17.74%

-6.78%

Max Drawdown (10Y)

Largest decline over 10 years

-44.61%

-31.29%

-13.32%

Current Drawdown

Current decline from peak

-8.60%

-4.13%

-4.47%

Average Drawdown

Average peak-to-trough decline

-11.72%

-4.69%

-7.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

1.88%

+1.14%

Volatility

DODFX vs. DODBX - Volatility Comparison

Dodge & Cox International Stock Fund (DODFX) has a higher volatility of 7.14% compared to Dodge & Cox Balanced Fund (DODBX) at 3.03%. This indicates that DODFX's price experiences larger fluctuations and is considered to be riskier than DODBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DODFXDODBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

3.03%

+4.11%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

5.55%

+4.48%

Volatility (1Y)

Calculated over the trailing 1-year period

15.17%

9.79%

+5.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.81%

10.82%

+4.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

13.26%

+4.99%