DODGX vs. FXAIX
Compare and contrast key facts about Dodge & Cox Stock Fund Class I (DODGX) and Fidelity 500 Index Fund (FXAIX).
DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODGX or FXAIX.
Key characteristics
| DODGX | FXAIX | |
|---|---|---|
| YTD Return | 17.35% | 24.10% |
| 1Y Return | 32.50% | 40.59% |
| 3Y Return (Ann) | 8.51% | 10.56% |
| 5Y Return (Ann) | 14.39% | 16.17% |
| 10Y Return (Ann) | 11.52% | 13.69% |
| Sharpe Ratio | 2.79 | 3.13 |
| Sortino Ratio | 3.75 | 4.14 |
| Omega Ratio | 1.50 | 1.58 |
| Calmar Ratio | 2.86 | 3.35 |
| Martin Ratio | 21.59 | 20.84 |
| Ulcer Index | 1.43% | 1.86% |
| Daily Std Dev | 10.99% | 12.33% |
| Max Drawdown | -63.25% | -33.79% |
| Current Drawdown | -1.10% | -0.18% |
Correlation
The correlation between DODGX and FXAIX is 0.90, 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. FXAIX - Performance Comparison
In the year-to-date period, DODGX achieves a 17.35% return, which is significantly lower than FXAIX's 24.10% return. Over the past 10 years, DODGX has underperformed FXAIX with an annualized return of 11.52%, while FXAIX has yielded a comparatively higher 13.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DODGX vs. FXAIX - Expense Ratio Comparison
DODGX has a 0.51% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
DODGX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Stock Fund Class I (DODGX) and Fidelity 500 Index Fund (FXAIX). 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. FXAIX - Dividend Comparison
DODGX's dividend yield for the trailing twelve months is around 4.77%, more than FXAIX's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODGX Dodge & Cox Stock Fund Class I | 4.77% | 3.76% | 5.47% | 3.22% | 6.86% | 10.23% | 9.69% | 6.78% | 6.26% | 5.36% | 3.17% | 1.24% |
FXAIX Fidelity 500 Index Fund | 1.24% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
Drawdowns
DODGX vs. FXAIX - Drawdown Comparison
The maximum DODGX drawdown since its inception was -63.25%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for DODGX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
DODGX vs. FXAIX - Volatility Comparison
Dodge & Cox Stock Fund Class I (DODGX) has a higher volatility of 2.72% compared to Fidelity 500 Index Fund (FXAIX) at 2.56%. This indicates that DODGX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.