DODGX vs. FEX
Compare and contrast key facts about Dodge & Cox Stock Fund Class I (DODGX) and First Trust Large Cap Core AlphaDEX Fund (FEX).
DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965. FEX is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Large Cap Core Index. It was launched on May 8, 2007.
Performance
DODGX vs. FEX - Performance Comparison
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DODGX vs. FEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DODGX Dodge & Cox Stock Fund Class I | -1.65% | 13.66% | 14.36% | 17.49% | -7.25% | 31.72% | 7.10% | 24.30% | -7.15% | 18.33% |
FEX First Trust Large Cap Core AlphaDEX Fund | 3.64% | 15.05% | 17.07% | 14.31% | -11.86% | 26.83% | 14.28% | 26.93% | -9.89% | 21.41% |
Returns By Period
In the year-to-date period, DODGX achieves a -1.65% return, which is significantly lower than FEX's 3.64% return. Both investments have delivered pretty close results over the past 10 years, with DODGX having a 12.55% annualized return and FEX not far behind at 12.04%.
DODGX
- 1D
- 2.09%
- 1M
- -5.31%
- YTD
- -1.65%
- 6M
- 0.63%
- 1Y
- 8.01%
- 3Y*
- 13.95%
- 5Y*
- 9.38%
- 10Y*
- 12.55%
FEX
- 1D
- 0.58%
- 1M
- -3.65%
- YTD
- 3.64%
- 6M
- 5.38%
- 1Y
- 20.79%
- 3Y*
- 16.50%
- 5Y*
- 10.06%
- 10Y*
- 12.04%
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DODGX vs. FEX - Expense Ratio Comparison
DODGX has a 0.51% expense ratio, which is lower than FEX's 0.59% expense ratio.
Return for Risk
DODGX vs. FEX — Risk / Return Rank
DODGX
FEX
DODGX vs. FEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Stock Fund Class I (DODGX) and First Trust Large Cap Core AlphaDEX Fund (FEX). 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.
| DODGX | FEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 1.18 | -0.69 |
Sortino ratioReturn per unit of downside risk | 0.78 | 1.69 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.25 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.61 | -1.01 |
Martin ratioReturn relative to average drawdown | 2.50 | 7.88 | -5.39 |
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
| DODGX | FEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 1.18 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.61 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.65 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.45 | +0.17 |
Correlation
The correlation between DODGX and FEX is 0.88, 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
DODGX vs. FEX - Dividend Comparison
DODGX's dividend yield for the trailing twelve months is around 9.89%, more than FEX's 1.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODGX Dodge & Cox Stock Fund Class I | 9.89% | 9.86% | 8.20% | 3.76% | 5.47% | 3.22% | 6.74% | 10.23% | 9.69% | 6.78% | 6.26% | 5.36% |
FEX First Trust Large Cap Core AlphaDEX Fund | 1.06% | 1.10% | 1.18% | 1.38% | 1.61% | 0.80% | 1.21% | 1.32% | 1.34% | 1.07% | 1.29% | 1.33% |
Drawdowns
DODGX vs. FEX - Drawdown Comparison
The maximum DODGX drawdown since its inception was -63.24%, which is greater than FEX's maximum drawdown of -58.81%. Use the drawdown chart below to compare losses from any high point for DODGX and FEX.
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Drawdown Indicators
| DODGX | FEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.24% | -58.81% | -4.43% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -13.08% | +0.85% |
Max Drawdown (5Y)Largest decline over 5 years | -21.85% | -21.27% | -0.58% |
Max Drawdown (10Y)Largest decline over 10 years | -40.41% | -39.51% | -0.90% |
Current DrawdownCurrent decline from peak | -5.31% | -3.71% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -7.95% | +0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.67% | +0.27% |
Volatility
DODGX vs. FEX - Volatility Comparison
The current volatility for Dodge & Cox Stock Fund Class I (DODGX) is 4.23%, while First Trust Large Cap Core AlphaDEX Fund (FEX) has a volatility of 4.67%. This indicates that DODGX experiences smaller price fluctuations and is considered to be less risky than FEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DODGX | FEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 4.67% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 9.74% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.33% | 17.71% | -1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 16.44% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 18.56% | +0.69% |