DODFX vs. SIMYX
Compare and contrast key facts about Dodge & Cox International Stock Fund (DODFX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX).
DODFX is managed by Dodge & Cox. SIMYX is managed by BlackRock. It was launched on Oct 16, 2016.
Performance
DODFX vs. SIMYX - Performance Comparison
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DODFX vs. SIMYX - 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% | 22.25% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.35% | 30.07% | 6.26% | 13.11% | -11.38% | 7.83% | -1.33% | 15.77% | -12.11% | 21.58% |
Returns By Period
In the year-to-date period, DODFX achieves a -1.76% return, which is significantly lower than SIMYX's 3.35% 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%
SIMYX
- 1D
- 0.58%
- 1M
- -7.35%
- YTD
- 3.35%
- 6M
- 7.54%
- 1Y
- 22.67%
- 3Y*
- 15.31%
- 5Y*
- 8.60%
- 10Y*
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DODFX vs. SIMYX - Expense Ratio Comparison
DODFX has a 0.62% expense ratio, which is lower than SIMYX's 0.86% expense ratio.
Return for Risk
DODFX vs. SIMYX — Risk / Return Rank
DODFX
SIMYX
DODFX vs. SIMYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock Fund (DODFX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.75 | -0.19 |
Sortino ratioReturn per unit of downside risk | 2.02 | 2.30 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.35 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 2.52 | -0.66 |
Martin ratioReturn relative to average drawdown | 7.28 | 9.65 | -2.37 |
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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.75 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.76 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.58 | -0.20 |
Correlation
The correlation between DODFX and SIMYX is 0.76, 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. SIMYX - Dividend Comparison
DODFX's dividend yield for the trailing twelve months is around 5.15%, more than SIMYX's 3.03% 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% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.03% | 3.13% | 5.26% | 3.62% | 3.13% | 3.41% | 1.96% | 3.09% | 3.01% | 2.74% | 0.00% | 0.00% |
Drawdowns
DODFX vs. SIMYX - Drawdown Comparison
The maximum DODFX drawdown since its inception was -63.23%, which is greater than SIMYX's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for DODFX and SIMYX.
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Drawdown Indicators
| DODFX | SIMYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.23% | -32.14% | -31.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -8.55% | -2.87% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -25.06% | +0.54% |
Max Drawdown (10Y)Largest decline over 10 years | -44.61% | — | — |
Current DrawdownCurrent decline from peak | -10.86% | -7.35% | -3.51% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -6.14% | -5.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.23% | +0.77% |
Volatility
DODFX vs. SIMYX - Volatility Comparison
Dodge & Cox International Stock Fund (DODFX) has a higher volatility of 6.58% compared to SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) at 4.79%. This indicates that DODFX's price experiences larger fluctuations and is considered to be riskier than SIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DODFX | SIMYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 4.79% | +1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 7.26% | +2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 12.54% | +2.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.78% | 11.31% | +4.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 12.24% | +5.99% |