DODFX vs. VGYAX
Compare and contrast key facts about Dodge & Cox International Stock Fund (DODFX) and Vanguard Global Wellesley Income Fund Admiral Shares (VGYAX).
DODFX is managed by Dodge & Cox. VGYAX is managed by Vanguard. It was launched on Nov 2, 2017.
Performance
DODFX vs. VGYAX - Performance Comparison
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DODFX vs. VGYAX - 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% | 0.48% |
VGYAX Vanguard Global Wellesley Income Fund Admiral Shares | 0.52% | 13.31% | 6.15% | 8.95% | -8.06% | 6.58% | 5.52% | 13.92% | -4.31% | 0.98% |
Returns By Period
In the year-to-date period, DODFX achieves a -1.76% return, which is significantly lower than VGYAX's 0.52% 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%
VGYAX
- 1D
- 0.38%
- 1M
- -4.12%
- YTD
- 0.52%
- 6M
- 3.60%
- 1Y
- 10.05%
- 3Y*
- 8.54%
- 5Y*
- 4.98%
- 10Y*
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DODFX vs. VGYAX - Expense Ratio Comparison
DODFX has a 0.62% expense ratio, which is higher than VGYAX's 0.28% expense ratio.
Return for Risk
DODFX vs. VGYAX — Risk / Return Rank
DODFX
VGYAX
DODFX vs. VGYAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock Fund (DODFX) and Vanguard Global Wellesley Income Fund Admiral Shares (VGYAX). 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 | VGYAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.75 | -0.19 |
Sortino ratioReturn per unit of downside risk | 2.02 | 2.35 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.35 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 2.25 | -0.39 |
Martin ratioReturn relative to average drawdown | 7.28 | 9.08 | -1.80 |
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 | VGYAX | 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 | 0.81 | -0.19 |
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 | 0.73 | -0.34 |
Correlation
The correlation between DODFX and VGYAX is 0.77, 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. VGYAX - Dividend Comparison
DODFX's dividend yield for the trailing twelve months is around 5.15%, more than VGYAX's 4.06% 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% |
VGYAX Vanguard Global Wellesley Income Fund Admiral Shares | 4.06% | 4.01% | 3.90% | 3.15% | 1.54% | 2.40% | 1.99% | 2.26% | 4.36% | 0.30% | 0.00% | 0.00% |
Drawdowns
DODFX vs. VGYAX - Drawdown Comparison
The maximum DODFX drawdown since its inception was -63.23%, which is greater than VGYAX's maximum drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for DODFX and VGYAX.
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Drawdown Indicators
| DODFX | VGYAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.23% | -17.71% | -45.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -4.55% | -6.87% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -15.89% | -8.63% |
Max Drawdown (10Y)Largest decline over 10 years | -44.61% | — | — |
Current DrawdownCurrent decline from peak | -10.86% | -4.12% | -6.74% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -2.68% | -9.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 1.13% | +1.87% |
Volatility
DODFX vs. VGYAX - Volatility Comparison
Dodge & Cox International Stock Fund (DODFX) has a higher volatility of 6.58% compared to Vanguard Global Wellesley Income Fund Admiral Shares (VGYAX) at 2.50%. This indicates that DODFX's price experiences larger fluctuations and is considered to be riskier than VGYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DODFX | VGYAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 2.50% | +4.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 3.63% | +6.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 5.87% | +9.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.78% | 6.19% | +9.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 6.80% | +11.43% |