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 a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI ex USA IMI Index. It was launched on Nov 5, 1997.
Performance
DODFX vs. FSPSX - Performance Comparison
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DODFX vs. FSPSX - 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% |
FSPSX Fidelity International Index Fund | -1.94% | 31.98% | 3.70% | 18.31% | -14.23% | 11.45% | 8.16% | 22.03% | -13.55% | 25.37% |
Returns By Period
In the year-to-date period, DODFX achieves a -1.76% return, which is significantly higher than FSPSX's -1.94% return. Over the past 10 years, DODFX has outperformed FSPSX with an annualized return of 9.82%, while FSPSX has yielded a comparatively lower 8.65% 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%
FSPSX
- 1D
- 0.42%
- 1M
- -10.86%
- YTD
- -1.94%
- 6M
- 2.58%
- 1Y
- 19.89%
- 3Y*
- 13.50%
- 5Y*
- 7.96%
- 10Y*
- 8.65%
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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.
Return for Risk
DODFX vs. FSPSX — Risk / Return Rank
DODFX
FSPSX
DODFX vs. FSPSX - Risk-Adjusted Trends 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.
| DODFX | FSPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.11 | +0.44 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.56 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.23 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 1.54 | +0.32 |
Martin ratioReturn relative to average drawdown | 7.28 | 5.93 | +1.35 |
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 | FSPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.11 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.51 | +0.11 |
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 | 0.46 | -0.07 |
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.
Dividends
DODFX vs. FSPSX - Dividend Comparison
DODFX's dividend yield for the trailing twelve months is around 5.15%, more than FSPSX's 3.22% 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% |
FSPSX Fidelity International Index Fund | 3.22% | 3.15% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% |
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.
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Drawdown Indicators
| DODFX | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.23% | -33.69% | -29.54% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -11.39% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -29.41% | +4.89% |
Max Drawdown (10Y)Largest decline over 10 years | -44.61% | -33.69% | -10.92% |
Current DrawdownCurrent decline from peak | -10.86% | -10.86% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -6.59% | -5.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.96% | +0.04% |
Volatility
DODFX vs. FSPSX - Volatility Comparison
The current volatility for Dodge & Cox International Stock Fund (DODFX) is 6.58%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. 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.
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Volatility by Period
| DODFX | FSPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 7.04% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 10.63% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 16.79% | -1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.78% | 15.77% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 16.47% | +1.76% |