DODFX vs. SPY
Compare and contrast key facts about Dodge & Cox International Stock Fund (DODFX) and 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODFX or SPY.
Performance
DODFX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, DODFX achieves a 6.73% return, which is significantly lower than SPY's 24.40% return. Over the past 10 years, DODFX has underperformed SPY with an annualized return of 4.66%, while SPY has yielded a comparatively higher 13.04% annualized return.
DODFX
6.73%
-4.86%
-1.87%
12.73%
7.30%
4.66%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| DODFX | SPY | |
|---|---|---|
| Sharpe Ratio | 1.03 | 2.64 |
| Sortino Ratio | 1.49 | 3.53 |
| Omega Ratio | 1.18 | 1.49 |
| Calmar Ratio | 1.70 | 3.81 |
| Martin Ratio | 4.47 | 17.21 |
| Ulcer Index | 2.94% | 1.86% |
| Daily Std Dev | 12.79% | 12.15% |
| Max Drawdown | -63.23% | -55.19% |
| Current Drawdown | -7.41% | -2.17% |
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.
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.
Risk-Adjusted Performance
DODFX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock Fund (DODFX) and 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.
Dividends
DODFX vs. SPY - Dividend Comparison
DODFX's dividend yield for the trailing twelve months is around 2.14%, more than SPY's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 2.14% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 2.23% | 2.30% | 2.37% | 1.61% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
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. For additional features, visit the drawdowns tool.
Volatility
DODFX vs. SPY - Volatility Comparison
The current volatility for Dodge & Cox International Stock Fund (DODFX) is 3.57%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.08%. This indicates that DODFX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.