DODFX vs. GTMIX
Compare and contrast key facts about Dodge & Cox International Stock Fund (DODFX) and GMO Tax-Managed International Equities Fund (GTMIX).
DODFX is managed by Dodge & Cox. GTMIX is managed by GMO. It was launched on Jul 28, 1998.
Performance
DODFX vs. GTMIX - Performance Comparison
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DODFX vs. GTMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 0.73% | 38.77% | 3.74% | 16.70% | -6.78% | 10.99% | 5.15% | 22.79% | -18.01% | 23.95% |
GTMIX GMO Tax-Managed International Equities Fund | 8.42% | 46.17% | 1.54% | 14.96% | -10.13% | 10.71% | 7.50% | 23.35% | -21.23% | 28.45% |
Returns By Period
In the year-to-date period, DODFX achieves a 0.73% return, which is significantly lower than GTMIX's 8.42% return. Both investments have delivered pretty close results over the past 10 years, with DODFX having a 10.09% annualized return and GTMIX not far behind at 9.87%.
DODFX
- 1D
- 2.54%
- 1M
- -7.11%
- YTD
- 0.73%
- 6M
- 5.33%
- 1Y
- 27.03%
- 3Y*
- 16.82%
- 5Y*
- 10.14%
- 10Y*
- 10.09%
GTMIX
- 1D
- 2.48%
- 1M
- -3.58%
- YTD
- 8.42%
- 6M
- 17.91%
- 1Y
- 41.17%
- 3Y*
- 20.26%
- 5Y*
- 11.29%
- 10Y*
- 9.87%
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DODFX vs. GTMIX - Expense Ratio Comparison
DODFX has a 0.62% expense ratio, which is lower than GTMIX's 0.68% expense ratio.
Return for Risk
DODFX vs. GTMIX — Risk / Return Rank
DODFX
GTMIX
DODFX vs. GTMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock Fund (DODFX) and GMO Tax-Managed International Equities Fund (GTMIX). 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 | GTMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 2.67 | -0.84 |
Sortino ratioReturn per unit of downside risk | 2.34 | 3.40 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.52 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 3.54 | -1.23 |
Martin ratioReturn relative to average drawdown | 8.74 | 16.76 | -8.02 |
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 | GTMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 2.67 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.76 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.62 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.40 | -0.01 |
Correlation
The correlation between DODFX and GTMIX is 0.91, 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. GTMIX - Dividend Comparison
DODFX's dividend yield for the trailing twelve months is around 5.02%, less than GTMIX's 20.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 5.02% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
GTMIX GMO Tax-Managed International Equities Fund | 20.69% | 22.43% | 5.94% | 0.36% | 5.44% | 16.55% | 2.25% | 4.13% | 7.25% | 2.96% | 4.05% | 3.26% |
Drawdowns
DODFX vs. GTMIX - Drawdown Comparison
The maximum DODFX drawdown since its inception was -63.23%, which is greater than GTMIX's maximum drawdown of -58.31%. Use the drawdown chart below to compare losses from any high point for DODFX and GTMIX.
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Drawdown Indicators
| DODFX | GTMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.23% | -58.31% | -4.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -11.24% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -28.81% | +4.29% |
Max Drawdown (10Y)Largest decline over 10 years | -44.61% | -40.32% | -4.29% |
Current DrawdownCurrent decline from peak | -8.60% | -4.51% | -4.09% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -12.75% | +1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.38% | +0.64% |
Volatility
DODFX vs. GTMIX - Volatility Comparison
Dodge & Cox International Stock Fund (DODFX) has a higher volatility of 7.14% compared to GMO Tax-Managed International Equities Fund (GTMIX) at 5.97%. This indicates that DODFX's price experiences larger fluctuations and is considered to be riskier than GTMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DODFX | GTMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.14% | 5.97% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 9.56% | +0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 15.56% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 14.91% | +0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 16.06% | +2.19% |