DODFX vs. FIVQX
Compare and contrast key facts about Dodge & Cox International Stock Fund (DODFX) and Fidelity Advisor International Value Fund Class I (FIVQX).
DODFX is managed by Dodge & Cox. FIVQX is managed by Fidelity. It was launched on May 18, 2006.
Performance
DODFX vs. FIVQX - Performance Comparison
Loading graphics...
DODFX vs. FIVQX - 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% |
FIVQX Fidelity Advisor International Value Fund Class I | 0.99% | 43.57% | 4.85% | 19.10% | -7.95% | 14.94% | 3.26% | 18.95% | -17.20% | 17.82% |
Returns By Period
In the year-to-date period, DODFX achieves a 0.73% return, which is significantly lower than FIVQX's 0.99% return. Over the past 10 years, DODFX has outperformed FIVQX with an annualized return of 10.09%, while FIVQX has yielded a comparatively lower 9.08% 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%
FIVQX
- 1D
- 2.59%
- 1M
- -5.06%
- YTD
- 0.99%
- 6M
- 6.68%
- 1Y
- 27.20%
- 3Y*
- 19.74%
- 5Y*
- 12.12%
- 10Y*
- 9.08%
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. FIVQX - Expense Ratio Comparison
DODFX has a 0.62% expense ratio, which is lower than FIVQX's 1.05% expense ratio.
Return for Risk
DODFX vs. FIVQX — Risk / Return Rank
DODFX
FIVQX
DODFX vs. FIVQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock Fund (DODFX) and Fidelity Advisor International Value Fund Class I (FIVQX). 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 | FIVQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 1.59 | +0.23 |
Sortino ratioReturn per unit of downside risk | 2.34 | 2.12 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.32 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 2.24 | +0.07 |
Martin ratioReturn relative to average drawdown | 8.74 | 8.97 | -0.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DODFX | FIVQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 1.59 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.74 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.51 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.23 | +0.16 |
Correlation
The correlation between DODFX and FIVQX is 0.93, 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. FIVQX - Dividend Comparison
DODFX's dividend yield for the trailing twelve months is around 5.02%, more than FIVQX's 2.36% 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% |
FIVQX Fidelity Advisor International Value Fund Class I | 2.36% | 2.38% | 2.34% | 2.05% | 1.87% | 4.29% | 1.76% | 3.46% | 3.26% | 0.15% | 2.61% | 1.19% |
Drawdowns
DODFX vs. FIVQX - Drawdown Comparison
The maximum DODFX drawdown since its inception was -63.23%, roughly equal to the maximum FIVQX drawdown of -64.41%. Use the drawdown chart below to compare losses from any high point for DODFX and FIVQX.
Loading graphics...
Drawdown Indicators
| DODFX | FIVQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.23% | -64.41% | +1.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -11.64% | +0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -27.53% | +3.01% |
Max Drawdown (10Y)Largest decline over 10 years | -44.61% | -43.46% | -1.15% |
Current DrawdownCurrent decline from peak | -8.60% | -6.91% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -16.37% | +4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.91% | +0.11% |
Volatility
DODFX vs. FIVQX - Volatility Comparison
Dodge & Cox International Stock Fund (DODFX) and Fidelity Advisor International Value Fund Class I (FIVQX) have volatilities of 7.14% and 7.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DODFX | FIVQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.14% | 7.50% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 10.92% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 17.48% | -2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 16.50% | -0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 17.88% | +0.37% |