DODGX vs. SMMD
Compare and contrast key facts about Dodge & Cox Stock Fund Class I (DODGX) and iShares Russell 2500 ETF (SMMD).
DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965. SMMD is a passively managed fund by iShares that tracks the performance of the Russell 2500 Index. It was launched on Jul 6, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODGX or SMMD.
Performance
DODGX vs. SMMD - Performance Comparison
Returns By Period
In the year-to-date period, DODGX achieves a 19.48% return, which is significantly higher than SMMD's 14.95% return.
DODGX
19.48%
0.86%
9.80%
28.61%
14.07%
11.25%
SMMD
14.95%
1.18%
8.93%
28.95%
10.20%
N/A
Key characteristics
| DODGX | SMMD | |
|---|---|---|
| Sharpe Ratio | 2.73 | 1.73 |
| Sortino Ratio | 3.79 | 2.45 |
| Omega Ratio | 1.50 | 1.30 |
| Calmar Ratio | 5.57 | 1.57 |
| Martin Ratio | 20.46 | 9.34 |
| Ulcer Index | 1.45% | 3.26% |
| Daily Std Dev | 10.83% | 17.60% |
| Max Drawdown | -63.25% | -41.06% |
| Current Drawdown | -1.97% | -4.01% |
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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.
Correlation
The correlation between DODGX and SMMD is 0.83, 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.
Risk-Adjusted Performance
DODGX vs. SMMD - Risk-Adjusted Performance 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.
Dividends
DODGX vs. SMMD - Dividend Comparison
DODGX's dividend yield for the trailing twelve months is around 1.40%, more than SMMD's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODGX Dodge & Cox Stock Fund Class I | 1.40% | 1.45% | 1.43% | 1.25% | 1.74% | 1.88% | 1.68% | 1.53% | 1.64% | 1.51% | 3.17% | 1.25% |
SMMD iShares Russell 2500 ETF | 1.19% | 1.44% | 1.79% | 1.12% | 1.31% | 1.50% | 2.45% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DODGX vs. SMMD - Drawdown Comparison
The maximum DODGX drawdown since its inception was -63.25%, 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. For additional features, visit the drawdowns tool.
Volatility
DODGX vs. SMMD - Volatility Comparison
The current volatility for Dodge & Cox Stock Fund Class I (DODGX) is 4.26%, while iShares Russell 2500 ETF (SMMD) has a volatility of 6.15%. 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.