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.
Key characteristics
| DODFX | FSPSX | |
|---|---|---|
| YTD Return | 8.42% | 10.22% |
| 1Y Return | 12.25% | 17.92% |
| 3Y Return (Ann) | 5.84% | 3.35% |
| 5Y Return (Ann) | 8.29% | 7.54% |
| 10Y Return (Ann) | 4.31% | 5.30% |
| Sharpe Ratio | 1.03 | 1.52 |
| Daily Std Dev | 12.81% | 12.59% |
| Max Drawdown | -63.23% | -33.69% |
| Current Drawdown | -1.04% | -1.81% |
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.
Performance
DODFX vs. FSPSX - Performance Comparison
In the year-to-date period, DODFX achieves a 8.42% return, which is significantly lower than FSPSX's 10.22% return. Over the past 10 years, DODFX has underperformed FSPSX with an annualized return of 4.31%, while FSPSX has yielded a comparatively higher 5.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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 2.11%, less than FSPSX's 2.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 2.11% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% | 2.37% | 1.61% |
FSPSX Fidelity International Index Fund | 2.88% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 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 3.75%, while Fidelity International Index Fund (FSPSX) has a volatility of 4.10%. 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.