DODFX vs. DODWX
DODFX (Dodge & Cox International Stock Fund) and DODWX (Dodge & Cox Global Stock Fund Class I) are both mutual funds - DODFX is a Foreign Large Cap Equities fund actively managed by Dodge & Cox, while DODWX is a Global Equities fund tracking the MSCI All Country World Index. DODFX is actively managed, while DODWX is passively managed. Over the past 10 years, DODFX returned 11.11%/yr vs 12.26%/yr for DODWX. Their correlation of 0.94 means they have usually moved in the same direction. DODFX charges 0.61%/yr vs 0.62%/yr for DODWX.
Performance
DODFX vs. DODWX - Performance Comparison
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Returns By Period
In the year-to-date period, DODFX achieves a 14.88% return, which is significantly higher than DODWX's 12.71% return. Over the past 10 years, DODFX has underperformed DODWX with an annualized return of 11.11%, while DODWX has yielded a comparatively higher 12.26% annualized return.
DODFX
- 1D
- 0.11%
- 1M
- 0.91%
- 6M
- 8.18%
- YTD
- 14.88%
- 1Y
- 31.04%
- 3Y*
- 18.81%
- 5Y*
- 12.71%
- 10Y*
- 11.11%
- ALL TIME*
- 8.39%
DODWX
- 1D
- 0.73%
- 1M
- 1.95%
- 6M
- 8.13%
- YTD
- 12.71%
- 1Y
- 25.99%
- 3Y*
- 15.06%
- 5Y*
- 11.24%
- 10Y*
- 12.26%
- ALL TIME*
- 8.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DODFX vs. DODWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 14.88% | 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 | 12.71% | 25.23% | 4.74% | 20.26% | -5.83% | 20.57% | 6.01% | 23.87% | -12.76% | 21.51% |
Correlation
The correlation between DODFX and DODWX is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since May 1, 2008 | 0.94 |
The correlation between DODFX and DODWX has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DODFX | DODWX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.36 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 2.69 | +0.05 |
| Martin ratioReturn relative to average drawdown | 10.38 | 10.73 | -0.36 |
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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 | -11.14% | -9.11% | -2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -14.41% | -19.25% | +4.84% |
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 | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -11.59% | -9.77% | -1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.28% | +0.65% |
Volatility
DODFX vs. DODWX - Volatility Comparison
Dodge & Cox International Stock Fund (DODFX) has a higher volatility of 4.00% compared to Dodge & Cox Global Stock Fund Class I (DODWX) at 2.98%. 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 | 4.00% | 2.98% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 9.56% | +2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.30% | 12.09% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 18.21% | -2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.84% | 19.38% | -1.54% |
DODFX vs. DODWX - Expense Ratio Comparison
DODFX has a 0.61% expense ratio, which is lower than DODWX's 0.62% expense ratio.
Dividends
DODFX vs. DODWX - Dividend Comparison
DODFX's dividend yield for the trailing twelve months is around 4.40%, less than DODWX's 7.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 4.40% | 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 | 7.46% | 8.41% | 14.35% | 1.62% | 7.73% | 10.76% | 1.31% | 7.41% | 9.78% | 4.37% | 2.86% | 3.95% |
Frequently Asked Questions
DODFX and DODWX 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.
DODFX has higher volatility (4.00%) compared to DODWX (2.98%). In terms of maximum drawdown, DODFX dropped -63.23% vs DODWX's -63.00%.
DODFX currently has the higher Sharpe Ratio (2.14 vs 2.03), 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.
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