DODFX vs. FSGEX
Compare and contrast key facts about Dodge & Cox International Stock Fund (DODFX) and Fidelity Series Global ex U.S. Index Fund (FSGEX).
DODFX is managed by Dodge & Cox. FSGEX is managed by Fidelity. It was launched on Sep 29, 2009.
Performance
DODFX vs. FSGEX - Performance Comparison
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DODFX vs. FSGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | -1.76% | 38.77% | 3.74% | 16.70% | -6.78% | 10.99% | 5.15% | 22.79% | -18.01% | 23.95% |
FSGEX Fidelity Series Global ex U.S. Index Fund | -1.20% | 32.99% | 5.34% | 15.56% | -15.75% | 7.77% | 10.75% | 21.41% | -13.99% | 27.47% |
Returns By Period
In the year-to-date period, DODFX achieves a -1.76% return, which is significantly lower than FSGEX's -1.20% return. Over the past 10 years, DODFX has outperformed FSGEX with an annualized return of 9.82%, while FSGEX has yielded a comparatively lower 8.55% annualized return.
DODFX
- 1D
- -0.06%
- 1M
- -10.86%
- YTD
- -1.76%
- 6M
- 3.38%
- 1Y
- 24.29%
- 3Y*
- 15.85%
- 5Y*
- 9.77%
- 10Y*
- 9.82%
FSGEX
- 1D
- -0.06%
- 1M
- -11.07%
- YTD
- -1.20%
- 6M
- 3.57%
- 1Y
- 23.80%
- 3Y*
- 14.32%
- 5Y*
- 6.98%
- 10Y*
- 8.55%
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DODFX vs. FSGEX - Expense Ratio Comparison
DODFX has a 0.62% expense ratio, which is higher than FSGEX's 0.01% expense ratio.
Return for Risk
DODFX vs. FSGEX — Risk / Return Rank
DODFX
FSGEX
DODFX vs. FSGEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock Fund (DODFX) and Fidelity Series Global ex U.S. Index Fund (FSGEX). 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 | FSGEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.43 | +0.13 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.93 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 1.89 | -0.04 |
Martin ratioReturn relative to average drawdown | 7.28 | 7.46 | -0.18 |
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 | FSGEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.43 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.46 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.53 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.36 | +0.03 |
Correlation
The correlation between DODFX and FSGEX is 0.94, 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. FSGEX - Dividend Comparison
DODFX's dividend yield for the trailing twelve months is around 5.15%, more than FSGEX's 3.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 5.15% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
FSGEX Fidelity Series Global ex U.S. Index Fund | 3.06% | 3.02% | 2.98% | 2.90% | 2.78% | 2.59% | 1.68% | 2.10% | 2.86% | 2.48% | 2.56% | 2.61% |
Drawdowns
DODFX vs. FSGEX - Drawdown Comparison
The maximum DODFX drawdown since its inception was -63.23%, which is greater than FSGEX's maximum drawdown of -34.74%. Use the drawdown chart below to compare losses from any high point for DODFX and FSGEX.
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Drawdown Indicators
| DODFX | FSGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.23% | -34.74% | -28.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -11.24% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -29.66% | +5.14% |
Max Drawdown (10Y)Largest decline over 10 years | -44.61% | -34.74% | -9.87% |
Current DrawdownCurrent decline from peak | -10.86% | -11.24% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -8.51% | -3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.86% | +0.14% |
Volatility
DODFX vs. FSGEX - Volatility Comparison
The current volatility for Dodge & Cox International Stock Fund (DODFX) is 6.58%, while Fidelity Series Global ex U.S. Index Fund (FSGEX) has a volatility of 7.21%. This indicates that DODFX experiences smaller price fluctuations and is considered to be less risky than FSGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DODFX | FSGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 7.21% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 10.85% | -1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 16.09% | -1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.78% | 15.14% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 16.12% | +2.11% |