DODFX vs. SPY
Compare and contrast key facts about Dodge & Cox International Stock Fund (DODFX) and State Street SPDR S&P 500 ETF (SPY).
DODFX is managed by Dodge & Cox. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
DODFX vs. SPY - Performance Comparison
Loading graphics...
DODFX vs. SPY - 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% | 23.95% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, DODFX achieves a -1.76% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, DODFX has underperformed SPY with an annualized return of 9.82%, while SPY has yielded a comparatively higher 13.98% annualized 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%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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. SPY - Expense Ratio Comparison
DODFX has a 0.62% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
DODFX vs. SPY — Risk / Return Rank
DODFX
SPY
DODFX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock Fund (DODFX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 0.93 | +0.63 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.45 | +0.57 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.22 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 1.53 | +0.33 |
Martin ratioReturn relative to average drawdown | 7.28 | 7.30 | -0.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DODFX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 0.93 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.69 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.78 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.56 | -0.18 |
Correlation
The correlation between DODFX and SPY is 0.73, 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. SPY - Dividend Comparison
DODFX's dividend yield for the trailing twelve months is around 5.15%, more than SPY's 1.14% 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% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
DODFX vs. SPY - Drawdown Comparison
The maximum DODFX drawdown since its inception was -63.23%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DODFX and SPY.
Loading graphics...
Drawdown Indicators
| DODFX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.23% | -55.19% | -8.04% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -12.05% | +0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -24.50% | -0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -44.61% | -33.72% | -10.89% |
Current DrawdownCurrent decline from peak | -10.86% | -6.24% | -4.62% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -9.09% | -2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.52% | +0.48% |
Volatility
DODFX vs. SPY - Volatility Comparison
Dodge & Cox International Stock Fund (DODFX) has a higher volatility of 6.58% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that DODFX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DODFX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 5.31% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 9.47% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 19.05% | -4.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.78% | 17.06% | -1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 17.92% | +0.31% |