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DODFX vs. RERGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DODFX and RERGX 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.


-0.50.00.51.00.9

Performance

DODFX vs. RERGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox International Stock Fund (DODFX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). The values are adjusted to include any dividend payments, if applicable.

180.00%200.00%220.00%240.00%260.00%JulyAugustSeptemberOctoberNovemberDecember
221.24%
177.72%
DODFX
RERGX

Key characteristics

Sharpe Ratio

DODFX:

0.24

RERGX:

0.24

Sortino Ratio

DODFX:

0.40

RERGX:

0.40

Omega Ratio

DODFX:

1.05

RERGX:

1.05

Calmar Ratio

DODFX:

0.24

RERGX:

0.16

Martin Ratio

DODFX:

0.83

RERGX:

1.03

Ulcer Index

DODFX:

3.66%

RERGX:

3.12%

Daily Std Dev

DODFX:

12.67%

RERGX:

13.55%

Max Drawdown

DODFX:

-63.23%

RERGX:

-37.30%

Current Drawdown

DODFX:

-12.30%

RERGX:

-16.22%

Returns By Period

In the year-to-date period, DODFX achieves a 1.10% return, which is significantly higher than RERGX's 0.86% return. Both investments have delivered pretty close results over the past 10 years, with DODFX having a 4.29% annualized return and RERGX not far behind at 4.18%.


DODFX

YTD

1.10%

1M

-5.33%

6M

-2.32%

1Y

1.80%

5Y*

5.19%

10Y*

4.29%

RERGX

YTD

0.86%

1M

-5.42%

6M

-5.89%

1Y

2.06%

5Y*

3.26%

10Y*

4.18%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DODFX vs. RERGX - Expense Ratio Comparison

DODFX has a 0.62% expense ratio, which is higher than RERGX's 0.46% expense ratio.


DODFX
Dodge & Cox International Stock Fund
Expense ratio chart for DODFX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for RERGX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

DODFX vs. RERGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock Fund (DODFX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). 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.


Sharpe ratio
The chart of Sharpe ratio for DODFX, currently valued at 0.24, compared to the broader market-1.000.001.002.003.004.000.240.24
The chart of Sortino ratio for DODFX, currently valued at 0.40, compared to the broader market-2.000.002.004.006.008.0010.000.400.40
The chart of Omega ratio for DODFX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.501.051.05
The chart of Calmar ratio for DODFX, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.0012.0014.000.240.16
The chart of Martin ratio for DODFX, currently valued at 0.83, compared to the broader market0.0020.0040.0060.000.831.03
DODFX
RERGX

The current DODFX Sharpe Ratio is 0.24, which is comparable to the RERGX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of DODFX and RERGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.24
0.24
DODFX
RERGX

Dividends

DODFX vs. RERGX - Dividend Comparison

DODFX has not paid dividends to shareholders, while RERGX's dividend yield for the trailing twelve months is around 2.58%.


TTM20232022202120202019201820172016201520142013
DODFX
Dodge & Cox International Stock Fund
0.00%2.29%2.23%2.49%4.21%3.93%2.93%1.93%2.23%2.30%2.37%1.61%
RERGX
American Funds EuroPacific Growth Fund Class R-6
2.58%3.95%2.02%10.19%0.41%3.14%1.78%1.19%1.64%2.13%1.74%1.25%

Drawdowns

DODFX vs. RERGX - Drawdown Comparison

The maximum DODFX drawdown since its inception was -63.23%, which is greater than RERGX's maximum drawdown of -37.30%. Use the drawdown chart below to compare losses from any high point for DODFX and RERGX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.30%
-16.22%
DODFX
RERGX

Volatility

DODFX vs. RERGX - Volatility Comparison

The current volatility for Dodge & Cox International Stock Fund (DODFX) is 5.08%, while American Funds EuroPacific Growth Fund Class R-6 (RERGX) has a volatility of 5.99%. This indicates that DODFX experiences smaller price fluctuations and is considered to be less risky than RERGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.08%
5.99%
DODFX
RERGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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