DODFX vs. FSKLX
Compare and contrast key facts about Dodge & Cox International Stock Fund (DODFX) and Fidelity SAI International Low Volatility Index Fund (FSKLX).
DODFX is managed by Dodge & Cox. FSKLX is managed by Fidelity. It was launched on May 29, 2015.
Performance
DODFX vs. FSKLX - Performance Comparison
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DODFX vs. FSKLX - 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% |
FSKLX Fidelity SAI International Low Volatility Index Fund | 3.34% | 21.95% | 1.20% | 13.84% | -13.48% | 9.91% | -1.57% | 16.12% | -4.88% | 21.40% |
Returns By Period
In the year-to-date period, DODFX achieves a -1.76% return, which is significantly lower than FSKLX's 3.34% return. Over the past 10 years, DODFX has outperformed FSKLX with an annualized return of 9.82%, while FSKLX has yielded a comparatively lower 6.05% 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%
FSKLX
- 1D
- 0.68%
- 1M
- -7.31%
- YTD
- 3.34%
- 6M
- 6.64%
- 1Y
- 16.96%
- 3Y*
- 11.27%
- 5Y*
- 6.37%
- 10Y*
- 6.05%
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DODFX vs. FSKLX - Expense Ratio Comparison
DODFX has a 0.62% expense ratio, which is higher than FSKLX's 0.17% expense ratio.
Return for Risk
DODFX vs. FSKLX — Risk / Return Rank
DODFX
FSKLX
DODFX vs. FSKLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock Fund (DODFX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). 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 | FSKLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.33 | +0.23 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.83 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.25 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 1.99 | -0.13 |
Martin ratioReturn relative to average drawdown | 7.28 | 7.06 | +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. | |||
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Sharpe Ratios by Period
| DODFX | FSKLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.33 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.56 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.51 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.46 | -0.07 |
Correlation
The correlation between DODFX and FSKLX is 0.76, 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. FSKLX - Dividend Comparison
DODFX's dividend yield for the trailing twelve months is around 5.15%, more than FSKLX's 2.51% 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% |
FSKLX Fidelity SAI International Low Volatility Index Fund | 2.51% | 2.59% | 2.09% | 2.31% | 2.01% | 2.42% | 1.32% | 6.06% | 2.64% | 1.69% | 2.85% | 1.10% |
Drawdowns
DODFX vs. FSKLX - Drawdown Comparison
The maximum DODFX drawdown since its inception was -63.23%, which is greater than FSKLX's maximum drawdown of -27.26%. Use the drawdown chart below to compare losses from any high point for DODFX and FSKLX.
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Drawdown Indicators
| DODFX | FSKLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.23% | -27.26% | -35.97% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -8.64% | -2.78% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -24.99% | +0.47% |
Max Drawdown (10Y)Largest decline over 10 years | -44.61% | -27.26% | -17.35% |
Current DrawdownCurrent decline from peak | -10.86% | -7.31% | -3.55% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -5.14% | -6.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.43% | +0.57% |
Volatility
DODFX vs. FSKLX - Volatility Comparison
Dodge & Cox International Stock Fund (DODFX) has a higher volatility of 6.58% compared to Fidelity SAI International Low Volatility Index Fund (FSKLX) at 4.41%. This indicates that DODFX's price experiences larger fluctuations and is considered to be riskier than FSKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DODFX | FSKLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 4.41% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 7.41% | +2.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 12.28% | +2.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.78% | 11.44% | +4.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 11.89% | +6.34% |