DODFX vs. DODWX
Compare and contrast key facts about Dodge & Cox International Stock Fund (DODFX) and Dodge & Cox Global Stock Fund Class I (DODWX).
DODFX is managed by Dodge & Cox. DODWX is a passively managed fund by Dodge & Cox that tracks the performance of the MSCI All Country World Index. It was launched on May 1, 2008.
Performance
DODFX vs. DODWX - Performance Comparison
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DODFX vs. DODWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DODWX Dodge & Cox Global Stock Fund Class I | -1.01% | 25.23% | 4.74% | 20.26% | -5.83% | 20.57% | 6.01% | 23.87% | -12.76% | 21.51% |
Returns By Period
In the year-to-date period, DODFX achieves a 0.73% return, which is significantly higher than DODWX's -1.01% return. Over the past 10 years, DODFX has underperformed DODWX with an annualized return of 10.09%, while DODWX has yielded a comparatively higher 11.37% 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%
DODWX
- 1D
- 2.35%
- 1M
- -6.23%
- YTD
- -1.01%
- 6M
- 2.20%
- 1Y
- 16.57%
- 3Y*
- 14.12%
- 5Y*
- 9.50%
- 10Y*
- 11.37%
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DODFX vs. DODWX - Expense Ratio Comparison
Both DODFX and DODWX have an expense ratio of 0.62%.
Return for Risk
DODFX vs. DODWX — Risk / Return Rank
DODFX
DODWX
DODFX vs. DODWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock Fund (DODFX) and Dodge & Cox Global Stock Fund Class I (DODWX). 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 | DODWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 1.12 | +0.70 |
Sortino ratioReturn per unit of downside risk | 2.34 | 1.56 | +0.78 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.23 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 1.40 | +0.90 |
Martin ratioReturn relative to average drawdown | 8.74 | 5.97 | +2.77 |
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 | DODWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 1.12 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.52 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.58 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.33 | +0.06 |
Correlation
The correlation between DODFX and DODWX is 0.95, 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. DODWX - Dividend Comparison
DODFX's dividend yield for the trailing twelve months is around 5.02%, less than DODWX's 8.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DODWX Dodge & Cox Global Stock Fund Class I | 8.50% | 8.41% | 14.35% | 1.62% | 7.73% | 10.76% | 1.31% | 7.41% | 9.78% | 4.37% | 2.86% | 3.95% |
Drawdowns
DODFX vs. DODWX - Drawdown Comparison
The maximum DODFX drawdown since its inception was -63.23%, roughly equal to the maximum DODWX drawdown of -63.00%. Use the drawdown chart below to compare losses from any high point for DODFX and DODWX.
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Drawdown Indicators
| DODFX | DODWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.23% | -63.00% | -0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -11.75% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -21.78% | -2.74% |
Max Drawdown (10Y)Largest decline over 10 years | -44.61% | -41.17% | -3.44% |
Current DrawdownCurrent decline from peak | -8.60% | -6.85% | -1.75% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -9.93% | -1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.76% | +0.26% |
Volatility
DODFX vs. DODWX - Volatility Comparison
Dodge & Cox International Stock Fund (DODFX) has a higher volatility of 7.14% compared to Dodge & Cox Global Stock Fund Class I (DODWX) at 5.37%. This indicates that DODFX's price experiences larger fluctuations and is considered to be riskier than DODWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DODFX | DODWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.14% | 5.37% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 8.91% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 15.08% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 18.24% | -2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 19.63% | -1.38% |