DODGX vs. SCHD
Compare and contrast key facts about Dodge & Cox Stock Fund Class I (DODGX) and Schwab US Dividend Equity ETF (SCHD).
DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODGX or SCHD.
Key characteristics
| DODGX | SCHD | |
|---|---|---|
| YTD Return | 18.46% | 16.66% |
| 1Y Return | 32.08% | 28.22% |
| 3Y Return (Ann) | 9.13% | 7.50% |
| 5Y Return (Ann) | 15.02% | 13.48% |
| 10Y Return (Ann) | 11.78% | 12.17% |
| Sharpe Ratio | 2.73 | 2.34 |
| Sortino Ratio | 3.67 | 3.35 |
| Omega Ratio | 1.49 | 1.41 |
| Calmar Ratio | 2.81 | 2.05 |
| Martin Ratio | 20.72 | 13.15 |
| Ulcer Index | 1.46% | 2.06% |
| Daily Std Dev | 11.10% | 11.58% |
| Max Drawdown | -63.25% | -33.37% |
| Current Drawdown | -0.16% | 0.00% |
Correlation
The correlation between DODGX and SCHD 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.
Performance
DODGX vs. SCHD - Performance Comparison
In the year-to-date period, DODGX achieves a 18.46% return, which is significantly higher than SCHD's 16.66% return. Both investments have delivered pretty close results over the past 10 years, with DODGX having a 11.78% annualized return and SCHD not far ahead at 12.17%. 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. SCHD - Expense Ratio Comparison
DODGX has a 0.51% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
DODGX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Stock Fund Class I (DODGX) and Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
DODGX's dividend yield for the trailing twelve months is around 4.73%, more than SCHD's 3.39% 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% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
DODGX vs. SCHD - Drawdown Comparison
The maximum DODGX drawdown since its inception was -63.25%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DODGX and SCHD. For additional features, visit the drawdowns tool.
Volatility
DODGX vs. SCHD - Volatility Comparison
Dodge & Cox Stock Fund Class I (DODGX) has a higher volatility of 2.65% compared to Schwab US Dividend Equity ETF (SCHD) at 2.51%. This indicates that DODGX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.