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DODFX vs. DODGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DODFX and DODGX is 0.73, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

DODFX vs. DODGX - Performance Comparison

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

240.00%260.00%280.00%300.00%320.00%340.00%360.00%NovemberDecember2025FebruaryMarchApril
354.61%
259.83%
DODFX
DODGX

Key characteristics

Sharpe Ratio

DODFX:

0.82

DODGX:

-0.01

Sortino Ratio

DODFX:

1.18

DODGX:

0.10

Omega Ratio

DODFX:

1.16

DODGX:

1.02

Calmar Ratio

DODFX:

0.90

DODGX:

-0.01

Martin Ratio

DODFX:

2.61

DODGX:

-0.05

Ulcer Index

DODFX:

4.98%

DODGX:

5.58%

Daily Std Dev

DODFX:

15.84%

DODGX:

17.84%

Max Drawdown

DODFX:

-66.85%

DODGX:

-67.34%

Current Drawdown

DODFX:

-2.76%

DODGX:

-12.82%

Returns By Period

In the year-to-date period, DODFX achieves a 10.90% return, which is significantly higher than DODGX's -2.64% return. Both investments have delivered pretty close results over the past 10 years, with DODFX having a 4.69% annualized return and DODGX not far ahead at 4.82%.


DODFX

YTD

10.90%

1M

-0.88%

6M

4.26%

1Y

12.49%

5Y*

15.71%

10Y*

4.69%

DODGX

YTD

-2.64%

1M

-6.03%

6M

-8.92%

1Y

0.83%

5Y*

12.87%

10Y*

4.82%

*Annualized

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DODFX vs. DODGX - Expense Ratio Comparison

DODFX has a 0.62% expense ratio, which is higher than DODGX's 0.51% expense ratio.


Expense ratio chart for DODFX: current value is 0.62%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DODFX: 0.62%
Expense ratio chart for DODGX: current value is 0.51%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DODGX: 0.51%

Risk-Adjusted Performance

DODFX vs. DODGX — Risk-Adjusted Performance Rank

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

DODFX
The Risk-Adjusted Performance Rank of DODFX is 7272
Overall Rank
The Sharpe Ratio Rank of DODFX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DODFX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of DODFX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of DODFX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of DODFX is 6767
Martin Ratio Rank

DODGX
The Risk-Adjusted Performance Rank of DODGX is 2020
Overall Rank
The Sharpe Ratio Rank of DODGX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of DODGX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of DODGX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of DODGX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of DODGX is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DODFX vs. DODGX - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for DODFX, currently valued at 0.82, compared to the broader market-1.000.001.002.003.00
DODFX: 0.82
DODGX: -0.01
The chart of Sortino ratio for DODFX, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.00
DODFX: 1.18
DODGX: 0.10
The chart of Omega ratio for DODFX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.00
DODFX: 1.16
DODGX: 1.02
The chart of Calmar ratio for DODFX, currently valued at 0.90, compared to the broader market0.002.004.006.008.0010.00
DODFX: 0.90
DODGX: -0.01
The chart of Martin ratio for DODFX, currently valued at 2.61, compared to the broader market0.0010.0020.0030.0040.0050.00
DODFX: 2.61
DODGX: -0.05

The current DODFX Sharpe Ratio is 0.82, which is higher than the DODGX Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of DODFX and DODGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.82
-0.01
DODFX
DODGX

Dividends

DODFX vs. DODGX - Dividend Comparison

DODFX's dividend yield for the trailing twelve months is around 2.03%, more than DODGX's 1.56% yield.


TTM20242023202220212020201920182017201620152014
DODFX
Dodge & Cox International Stock Fund
2.03%2.25%2.29%2.23%2.49%4.21%3.93%2.93%1.93%2.23%2.30%2.37%
DODGX
Dodge & Cox Stock Fund Class I
1.56%1.49%1.45%1.43%1.25%1.74%1.88%1.68%1.53%1.64%1.51%3.17%

Drawdowns

DODFX vs. DODGX - Drawdown Comparison

The maximum DODFX drawdown since its inception was -66.85%, roughly equal to the maximum DODGX drawdown of -67.34%. Use the drawdown chart below to compare losses from any high point for DODFX and DODGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.76%
-12.82%
DODFX
DODGX

Volatility

DODFX vs. DODGX - Volatility Comparison

The current volatility for Dodge & Cox International Stock Fund (DODFX) is 9.85%, while Dodge & Cox Stock Fund Class I (DODGX) has a volatility of 12.24%. This indicates that DODFX experiences smaller price fluctuations and is considered to be less risky than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
9.85%
12.24%
DODFX
DODGX