DODFX vs. FSPSX
Compare and contrast key facts about Dodge & Cox International Stock Fund (DODFX) and Fidelity International Index Fund (FSPSX).
DODFX is managed by Dodge & Cox. FSPSX is managed by Fidelity. It was launched on Nov 5, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODFX or FSPSX.
Performance
DODFX vs. FSPSX - Performance Comparison
Returns By Period
In the year-to-date period, DODFX achieves a 6.73% return, which is significantly higher than FSPSX's 4.20% return. Over the past 10 years, DODFX has underperformed FSPSX with an annualized return of 4.66%, while FSPSX has yielded a comparatively higher 5.16% annualized return.
DODFX
6.73%
-4.86%
-1.87%
12.73%
7.30%
4.66%
FSPSX
4.20%
-5.93%
-3.74%
10.82%
5.58%
5.16%
Key characteristics
| DODFX | FSPSX | |
|---|---|---|
| Sharpe Ratio | 1.03 | 0.97 |
| Sortino Ratio | 1.49 | 1.40 |
| Omega Ratio | 1.18 | 1.17 |
| Calmar Ratio | 1.70 | 1.37 |
| Martin Ratio | 4.47 | 4.54 |
| Ulcer Index | 2.94% | 2.66% |
| Daily Std Dev | 12.79% | 12.53% |
| Max Drawdown | -63.23% | -33.69% |
| Current Drawdown | -7.41% | -8.84% |
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DODFX vs. FSPSX - Expense Ratio Comparison
DODFX has a 0.62% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Correlation
The correlation between DODFX and FSPSX is 0.92, 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.
Risk-Adjusted Performance
DODFX vs. FSPSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock Fund (DODFX) and Fidelity International Index Fund (FSPSX). 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.
Dividends
DODFX vs. FSPSX - Dividend Comparison
DODFX's dividend yield for the trailing twelve months is around 2.14%, less than FSPSX's 3.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 2.14% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 2.23% | 2.30% | 2.37% | 1.61% |
FSPSX Fidelity International Index Fund | 3.05% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.36% | 2.99% | 2.79% | 3.53% | 2.59% |
Drawdowns
DODFX vs. FSPSX - Drawdown Comparison
The maximum DODFX drawdown since its inception was -63.23%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for DODFX and FSPSX. For additional features, visit the drawdowns tool.
Volatility
DODFX vs. FSPSX - Volatility Comparison
The current volatility for Dodge & Cox International Stock Fund (DODFX) is 3.57%, while Fidelity International Index Fund (FSPSX) has a volatility of 3.83%. This indicates that DODFX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.