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DODGX vs. SMMD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DODGX vs. SMMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Stock Fund Class I (DODGX) and iShares Russell 2500 ETF (SMMD). The values are adjusted to include any dividend payments, if applicable.

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DODGX vs. SMMD - 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%10.60%
SMMD
iShares Russell 2500 ETF
3.02%11.72%11.87%17.71%-18.53%18.30%19.98%28.01%-10.58%10.82%

Returns By Period

In the year-to-date period, DODGX achieves a -1.65% return, which is significantly lower than SMMD's 3.02% 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%

SMMD

1D
0.90%
1M
-4.80%
YTD
3.02%
6M
4.87%
1Y
24.33%
3Y*
13.55%
5Y*
5.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DODGX vs. SMMD - Expense Ratio Comparison

DODGX has a 0.51% expense ratio, which is higher than SMMD's 0.15% expense ratio.


Return for Risk

DODGX vs. SMMD — 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

SMMD
SMMD Risk / Return Rank: 6363
Overall Rank
SMMD Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SMMD Sortino Ratio Rank: 6363
Sortino Ratio Rank
SMMD Omega Ratio Rank: 5858
Omega Ratio Rank
SMMD Calmar Ratio Rank: 6666
Calmar Ratio Rank
SMMD Martin Ratio Rank: 6868
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. SMMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Stock Fund Class I (DODGX) and iShares Russell 2500 ETF (SMMD). 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.


DODGXSMMDDifference

Sharpe ratio

Return per unit of total volatility

0.49

1.11

-0.62

Sortino ratio

Return per unit of downside risk

0.78

1.66

-0.88

Omega ratio

Gain probability vs. loss probability

1.11

1.22

-0.11

Calmar ratio

Return relative to maximum drawdown

0.60

1.77

-1.17

Martin ratio

Return relative to average drawdown

2.50

7.41

-4.92

DODGX vs. SMMD - Sharpe Ratio Comparison

The current DODGX Sharpe Ratio is 0.49, which is lower than the SMMD Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of DODGX and SMMD, 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


DODGXSMMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.11

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.26

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.43

+0.19

Correlation

The correlation between DODGX and SMMD 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. SMMD - Dividend Comparison

DODGX's dividend yield for the trailing twelve months is around 9.89%, more than SMMD's 1.21% yield.


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%
SMMD
iShares Russell 2500 ETF
1.21%1.28%1.27%1.44%1.79%1.12%1.31%1.50%2.45%0.68%0.00%0.00%

Drawdowns

DODGX vs. SMMD - Drawdown Comparison

The maximum DODGX drawdown since its inception was -63.24%, which is greater than SMMD's maximum drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for DODGX and SMMD.


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Drawdown Indicators


DODGXSMMDDifference

Max Drawdown

Largest peak-to-trough decline

-63.24%

-41.06%

-22.18%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-14.02%

+1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-21.85%

-28.26%

+6.41%

Max Drawdown (10Y)

Largest decline over 10 years

-40.41%

Current Drawdown

Current decline from peak

-5.31%

-5.63%

+0.32%

Average Drawdown

Average peak-to-trough decline

-7.53%

-8.51%

+0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

3.34%

-0.40%

Volatility

DODGX vs. SMMD - Volatility Comparison

The current volatility for Dodge & Cox Stock Fund Class I (DODGX) is 4.23%, while iShares Russell 2500 ETF (SMMD) has a volatility of 7.23%. This indicates that DODGX experiences smaller price fluctuations and is considered to be less risky than SMMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DODGXSMMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

7.23%

-3.00%

Volatility (6M)

Calculated over the trailing 6-month period

8.72%

13.22%

-4.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.33%

22.06%

-5.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

20.79%

-4.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

22.46%

-3.21%