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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODFX or VTSMX.
Key characteristics
| DODFX | VTSMX | |
|---|---|---|
| YTD Return | 10.88% | 21.79% |
| 1Y Return | 19.17% | 34.32% |
| 3Y Return (Ann) | 5.87% | 9.02% |
| 5Y Return (Ann) | 8.81% | 15.19% |
| 10Y Return (Ann) | 5.49% | 13.28% |
| Sharpe Ratio | 1.55 | 2.79 |
| Sortino Ratio | 2.22 | 3.70 |
| Omega Ratio | 1.27 | 1.50 |
| Calmar Ratio | 1.71 | 2.52 |
| Martin Ratio | 7.48 | 16.95 |
| Ulcer Index | 2.68% | 2.12% |
| Daily Std Dev | 12.96% | 12.87% |
| Max Drawdown | -63.23% | -55.38% |
| Current Drawdown | -3.81% | -0.67% |
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.
Performance
DODFX vs. VTSMX - Performance Comparison
In the year-to-date period, DODFX achieves a 10.88% return, which is significantly lower than VTSMX's 21.79% return. Over the past 10 years, DODFX has underperformed VTSMX with an annualized return of 5.49%, while VTSMX has yielded a comparatively higher 13.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
DODFX vs. VTSMX - Risk-Adjusted Performance 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.
Dividends
DODFX vs. VTSMX - Dividend Comparison
DODFX's dividend yield for the trailing twelve months is around 2.06%, more than VTSMX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 2.06% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% | 2.37% | 1.61% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 1.21% | 1.34% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% | 1.65% | 1.64% |
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. For additional features, visit the drawdowns tool.
Volatility
DODFX vs. VTSMX - Volatility Comparison
Dodge & Cox International Stock Fund (DODFX) has a higher volatility of 4.59% compared to Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) at 3.02%. 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.