DODFX vs. PZRIX
Compare and contrast key facts about Dodge & Cox International Stock Fund (DODFX) and PIMCO RAE Global ex-US Fund (PZRIX).
DODFX is managed by Dodge & Cox. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
DODFX vs. PZRIX - Performance Comparison
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DODFX vs. PZRIX - 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% |
PZRIX PIMCO RAE Global ex-US Fund | 9.93% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
Returns By Period
In the year-to-date period, DODFX achieves a 0.73% return, which is significantly lower than PZRIX's 9.93% return. Both investments have delivered pretty close results over the past 10 years, with DODFX having a 10.09% annualized return and PZRIX not far ahead at 10.15%.
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%
PZRIX
- 1D
- 1.89%
- 1M
- -4.32%
- YTD
- 9.93%
- 6M
- 17.91%
- 1Y
- 37.11%
- 3Y*
- 19.65%
- 5Y*
- 10.81%
- 10Y*
- 10.15%
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DODFX vs. PZRIX - Expense Ratio Comparison
DODFX has a 0.62% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
DODFX vs. PZRIX — Risk / Return Rank
DODFX
PZRIX
DODFX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock Fund (DODFX) and PIMCO RAE Global ex-US Fund (PZRIX). 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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 2.67 | -0.85 |
Sortino ratioReturn per unit of downside risk | 2.34 | 3.39 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.52 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 3.09 | -0.78 |
Martin ratioReturn relative to average drawdown | 8.74 | 14.29 | -5.55 |
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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 2.67 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.69 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.60 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.59 | -0.20 |
Correlation
The correlation between DODFX and PZRIX 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. PZRIX - Dividend Comparison
DODFX's dividend yield for the trailing twelve months is around 5.02%, less than PZRIX's 5.96% 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% |
PZRIX PIMCO RAE Global ex-US Fund | 5.96% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
Drawdowns
DODFX vs. PZRIX - Drawdown Comparison
The maximum DODFX drawdown since its inception was -63.23%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for DODFX and PZRIX.
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Drawdown Indicators
| DODFX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.23% | -43.53% | -19.70% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -10.68% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -30.85% | +6.33% |
Max Drawdown (10Y)Largest decline over 10 years | -44.61% | -43.53% | -1.08% |
Current DrawdownCurrent decline from peak | -8.60% | -5.20% | -3.40% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -9.00% | -2.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.45% | +0.57% |
Volatility
DODFX vs. PZRIX - Volatility Comparison
Dodge & Cox International Stock Fund (DODFX) has a higher volatility of 7.14% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that DODFX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DODFX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.14% | 5.45% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 8.92% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 14.17% | +1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 15.85% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 17.02% | +1.23% |