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DODGX vs. FSLSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DODGX vs. FSLSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Stock Fund Class I (DODGX) and Fidelity Value Strategies Fund (FSLSX). The values are adjusted to include any dividend payments, if applicable.

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DODGX vs. FSLSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FSLSX
Fidelity Value Strategies Fund
6.38%0.24%9.25%20.54%-7.37%33.32%8.24%34.54%-16.90%17.49%

Returns By Period

In the year-to-date period, DODGX achieves a -1.65% return, which is significantly lower than FSLSX's 6.38% return. Over the past 10 years, DODGX has outperformed FSLSX with an annualized return of 12.55%, while FSLSX has yielded a comparatively lower 10.46% annualized return.


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%

FSLSX

1D
2.84%
1M
-6.39%
YTD
6.38%
6M
1.82%
1Y
14.98%
3Y*
11.52%
5Y*
7.97%
10Y*
10.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DODGX vs. FSLSX - Expense Ratio Comparison

DODGX has a 0.51% expense ratio, which is lower than FSLSX's 0.86% expense ratio.


Return for Risk

DODGX vs. FSLSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DODGX
DODGX Risk / Return Rank: 1818
Overall Rank
DODGX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DODGX Sortino Ratio Rank: 1616
Sortino Ratio Rank
DODGX Omega Ratio Rank: 1717
Omega Ratio Rank
DODGX Calmar Ratio Rank: 1919
Calmar Ratio Rank
DODGX Martin Ratio Rank: 2222
Martin Ratio Rank

FSLSX
FSLSX Risk / Return Rank: 2727
Overall Rank
FSLSX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FSLSX Sortino Ratio Rank: 2626
Sortino Ratio Rank
FSLSX Omega Ratio Rank: 2525
Omega Ratio Rank
FSLSX Calmar Ratio Rank: 3030
Calmar Ratio Rank
FSLSX Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DODGX vs. FSLSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Stock Fund Class I (DODGX) and Fidelity Value Strategies Fund (FSLSX). 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.


DODGXFSLSXDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.66

-0.17

Sortino ratio

Return per unit of downside risk

0.78

1.05

-0.27

Omega ratio

Gain probability vs. loss probability

1.11

1.15

-0.03

Calmar ratio

Return relative to maximum drawdown

0.60

0.91

-0.31

Martin ratio

Return relative to average drawdown

2.50

3.45

-0.95

DODGX vs. FSLSX - Sharpe Ratio Comparison

The current DODGX Sharpe Ratio is 0.49, which is comparable to the FSLSX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of DODGX and FSLSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DODGXFSLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.66

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.39

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.48

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.52

+0.10

Correlation

The correlation between DODGX and FSLSX is 0.82, 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. FSLSX - Dividend Comparison

DODGX's dividend yield for the trailing twelve months is around 9.89%, while FSLSX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
FSLSX
Fidelity Value Strategies Fund
0.00%0.00%10.41%2.49%2.13%7.29%0.84%4.84%14.59%6.57%19.71%1.26%

Drawdowns

DODGX vs. FSLSX - Drawdown Comparison

The maximum DODGX drawdown since its inception was -63.24%, smaller than the maximum FSLSX drawdown of -69.87%. Use the drawdown chart below to compare losses from any high point for DODGX and FSLSX.


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Drawdown Indicators


DODGXFSLSXDifference

Max Drawdown

Largest peak-to-trough decline

-63.24%

-69.87%

+6.63%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-15.25%

+3.02%

Max Drawdown (5Y)

Largest decline over 5 years

-21.85%

-26.81%

+4.96%

Max Drawdown (10Y)

Largest decline over 10 years

-40.41%

-47.98%

+7.57%

Current Drawdown

Current decline from peak

-5.31%

-7.23%

+1.92%

Average Drawdown

Average peak-to-trough decline

-7.53%

-8.30%

+0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

4.03%

-1.09%

Volatility

DODGX vs. FSLSX - Volatility Comparison

The current volatility for Dodge & Cox Stock Fund Class I (DODGX) is 4.23%, while Fidelity Value Strategies Fund (FSLSX) has a volatility of 6.17%. This indicates that DODGX experiences smaller price fluctuations and is considered to be less risky than FSLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DODGXFSLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

6.17%

-1.94%

Volatility (6M)

Calculated over the trailing 6-month period

8.72%

15.20%

-6.48%

Volatility (1Y)

Calculated over the trailing 1-year period

16.33%

23.98%

-7.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

20.47%

-4.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

21.89%

-2.64%