DODFX vs. VTSMX
Compare and contrast key facts about Dodge & Cox International Stock Fund (DODFX) and Vanguard Total Stock Market Index Fund Investor Shares (VTSMX).
DODFX is managed by Dodge & Cox. VTSMX is managed by Vanguard.
Performance
DODFX vs. VTSMX - Performance Comparison
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DODFX vs. VTSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 0.73% | 38.77% | 3.74% | 16.70% | -6.78% | 10.99% | 5.15% | 22.79% | -18.01% | 23.95% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | -3.98% | 16.63% | 22.76% | 26.38% | -19.60% | 25.59% | 20.87% | 30.63% | -5.27% | 21.05% |
Returns By Period
In the year-to-date period, DODFX achieves a 0.73% return, which is significantly higher than VTSMX's -3.98% return. Over the past 10 years, DODFX has underperformed VTSMX with an annualized return of 10.09%, while VTSMX has yielded a comparatively higher 13.42% annualized return.
DODFX
- 1D
- 2.54%
- 1M
- -7.11%
- YTD
- 0.73%
- 6M
- 5.33%
- 1Y
- 27.03%
- 3Y*
- 16.82%
- 5Y*
- 10.14%
- 10Y*
- 10.09%
VTSMX
- 1D
- 2.97%
- 1M
- -5.09%
- YTD
- -3.98%
- 6M
- -2.00%
- 1Y
- 17.61%
- 3Y*
- 17.49%
- 5Y*
- 10.24%
- 10Y*
- 13.42%
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DODFX vs. VTSMX - Expense Ratio Comparison
DODFX has a 0.62% expense ratio, which is higher than VTSMX's 0.14% expense ratio.
Return for Risk
DODFX vs. VTSMX — Risk / Return Rank
DODFX
VTSMX
DODFX vs. VTSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock Fund (DODFX) and Vanguard Total Stock Market Index Fund Investor Shares (VTSMX). 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 | VTSMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 0.98 | +0.85 |
Sortino ratioReturn per unit of downside risk | 2.34 | 1.49 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.23 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 1.50 | +0.81 |
Martin ratioReturn relative to average drawdown | 8.74 | 7.19 | +1.55 |
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 | VTSMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 0.98 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.59 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.73 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.56 | -0.17 |
Correlation
The correlation between DODFX and VTSMX is 0.74, 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. VTSMX - Dividend Comparison
DODFX's dividend yield for the trailing twelve months is around 5.02%, more than VTSMX's 1.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 5.02% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 1.08% | 0.75% | 0.89% | 1.33% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% |
Drawdowns
DODFX vs. VTSMX - Drawdown Comparison
The maximum DODFX drawdown since its inception was -63.23%, which is greater than VTSMX's maximum drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for DODFX and VTSMX.
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Drawdown Indicators
| DODFX | VTSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.23% | -55.38% | -7.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -12.41% | +0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -25.43% | +0.91% |
Max Drawdown (10Y)Largest decline over 10 years | -44.61% | -34.98% | -9.63% |
Current DrawdownCurrent decline from peak | -8.60% | -6.22% | -2.38% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -8.94% | -2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.59% | +0.43% |
Volatility
DODFX vs. VTSMX - Volatility Comparison
Dodge & Cox International Stock Fund (DODFX) has a higher volatility of 7.14% compared to Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) at 5.49%. This indicates that DODFX's price experiences larger fluctuations and is considered to be riskier than VTSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DODFX | VTSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.14% | 5.49% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 9.79% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 18.61% | -3.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 17.38% | -1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 18.40% | -0.15% |