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.
Performance
DODGX vs. DODFX - Performance Comparison
Returns By Period
In the year-to-date period, DODGX achieves a 20.91% return, which is significantly higher than DODFX's 6.77% return. Over the past 10 years, DODGX has outperformed DODFX with an annualized return of 11.31%, while DODFX has yielded a comparatively lower 4.45% annualized return.
DODGX
20.91%
3.22%
12.21%
29.34%
14.12%
11.31%
DODFX
6.77%
-3.01%
-0.62%
12.85%
7.34%
4.45%
Key characteristics
| DODGX | DODFX | |
|---|---|---|
| Sharpe Ratio | 2.71 | 1.01 |
| Sortino Ratio | 3.76 | 1.47 |
| Omega Ratio | 1.50 | 1.18 |
| Calmar Ratio | 5.51 | 1.66 |
| Martin Ratio | 20.03 | 4.13 |
| Ulcer Index | 1.46% | 3.11% |
| Daily Std Dev | 10.84% | 12.71% |
| Max Drawdown | -63.25% | -63.23% |
| Current Drawdown | -0.79% | -7.38% |
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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.
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.
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 1.39%, less than DODFX's 2.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODGX Dodge & Cox Stock Fund Class I | 1.39% | 1.45% | 1.43% | 1.25% | 1.74% | 1.88% | 1.68% | 1.53% | 1.64% | 1.51% | 3.17% | 1.25% |
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% |
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
Dodge & Cox Stock Fund Class I (DODGX) has a higher volatility of 4.22% compared to Dodge & Cox International Stock Fund (DODFX) at 3.44%. This indicates that DODGX's price experiences larger fluctuations and is considered to be riskier than DODFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.