DODGX vs. SPY
Compare and contrast key facts about Dodge & Cox Stock Fund Class I (DODGX) and SPDR S&P 500 ETF (SPY).
DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODGX or SPY.
Performance
DODGX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, DODGX achieves a 19.00% return, which is significantly lower than SPY's 24.40% return. Over the past 10 years, DODGX has underperformed SPY with an annualized return of 11.25%, while SPY has yielded a comparatively higher 13.04% annualized return.
DODGX
19.00%
0.46%
9.06%
28.10%
13.88%
11.25%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| DODGX | SPY | |
|---|---|---|
| Sharpe Ratio | 2.65 | 2.64 |
| Sortino Ratio | 3.68 | 3.53 |
| Omega Ratio | 1.49 | 1.49 |
| Calmar Ratio | 5.39 | 3.81 |
| Martin Ratio | 19.88 | 17.21 |
| Ulcer Index | 1.44% | 1.86% |
| Daily Std Dev | 10.84% | 12.15% |
| Max Drawdown | -63.25% | -55.19% |
| Current Drawdown | -2.36% | -2.17% |
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DODGX vs. SPY - Expense Ratio Comparison
DODGX has a 0.51% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between DODGX and SPY is 0.87, 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. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Stock Fund Class I (DODGX) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
DODGX's dividend yield for the trailing twelve months is around 1.41%, more than SPY's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODGX Dodge & Cox Stock Fund Class I | 1.41% | 1.45% | 1.43% | 1.25% | 1.74% | 1.88% | 1.68% | 1.53% | 1.64% | 1.51% | 3.17% | 1.25% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
DODGX vs. SPY - Drawdown Comparison
The maximum DODGX drawdown since its inception was -63.25%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DODGX and SPY. For additional features, visit the drawdowns tool.
Volatility
DODGX vs. SPY - Volatility Comparison
Dodge & Cox Stock Fund Class I (DODGX) and SPDR S&P 500 ETF (SPY) have volatilities of 4.25% and 4.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.