DODGX vs. DODFX
Compare and contrast key facts about Dodge & Cox Stock Fund Class I (DODGX) and Dodge & Cox International Stock Fund (DODFX).
DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965. DODFX is managed by Dodge & Cox.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODGX or DODFX.
Key characteristics
| DODGX | DODFX | |
|---|---|---|
| YTD Return | 18.46% | 12.18% |
| 1Y Return | 32.08% | 23.44% |
| 3Y Return (Ann) | 9.13% | 6.13% |
| 5Y Return (Ann) | 15.02% | 9.06% |
| 10Y Return (Ann) | 11.78% | 5.42% |
| Sharpe Ratio | 2.73 | 1.74 |
| Sortino Ratio | 3.67 | 2.48 |
| Omega Ratio | 1.49 | 1.31 |
| Calmar Ratio | 2.81 | 1.91 |
| Martin Ratio | 20.72 | 8.65 |
| Ulcer Index | 1.46% | 2.59% |
| Daily Std Dev | 11.10% | 12.86% |
| Max Drawdown | -63.25% | -63.23% |
| Current Drawdown | -0.16% | -2.68% |
Correlation
The correlation between DODGX and DODFX is 0.79, 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
DODGX vs. DODFX - Performance Comparison
In the year-to-date period, DODGX achieves a 18.46% return, which is significantly higher than DODFX's 12.18% return. Over the past 10 years, DODGX has outperformed DODFX with an annualized return of 11.78%, while DODFX has yielded a comparatively lower 5.42% 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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DODGX vs. DODFX - Expense Ratio Comparison
DODGX has a 0.51% expense ratio, which is lower than DODFX's 0.62% expense ratio.
Risk-Adjusted Performance
DODGX vs. DODFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Stock Fund Class I (DODGX) and Dodge & Cox International Stock Fund (DODFX). 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
DODGX vs. DODFX - Dividend Comparison
DODGX's dividend yield for the trailing twelve months is around 4.73%, more than DODFX's 2.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODGX Dodge & Cox Stock Fund Class I | 4.73% | 3.76% | 5.47% | 3.22% | 6.86% | 10.23% | 9.69% | 6.78% | 6.26% | 5.36% | 3.17% | 1.24% |
DODFX Dodge & Cox International Stock Fund | 2.04% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% | 2.37% | 1.61% |
Drawdowns
DODGX vs. DODFX - Drawdown Comparison
The maximum DODGX drawdown since its inception was -63.25%, roughly equal to the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for DODGX and DODFX. For additional features, visit the drawdowns tool.
Volatility
DODGX vs. DODFX - Volatility Comparison
The current volatility for Dodge & Cox Stock Fund Class I (DODGX) is 2.65%, while Dodge & Cox International Stock Fund (DODFX) has a volatility of 4.33%. This indicates that DODGX experiences smaller price fluctuations and is considered to be less risky than DODFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.