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DODGX vs. SVAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DODGX vs. SVAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Stock Fund Class I (DODGX) and Federated Hermes Strategic Value Dividend Fund (SVAIX). The values are adjusted to include any dividend payments, if applicable.

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DODGX vs. SVAIX - 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%18.33%
SVAIX
Federated Hermes Strategic Value Dividend Fund
9.22%15.26%16.47%-1.81%8.47%21.52%-7.88%19.59%-8.23%15.10%

Returns By Period

In the year-to-date period, DODGX achieves a -1.65% return, which is significantly lower than SVAIX's 9.22% return. Over the past 10 years, DODGX has outperformed SVAIX with an annualized return of 12.55%, while SVAIX has yielded a comparatively lower 8.47% annualized 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%

SVAIX

1D
0.87%
1M
-2.83%
YTD
9.22%
6M
10.97%
1Y
17.94%
3Y*
13.83%
5Y*
11.63%
10Y*
8.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DODGX vs. SVAIX - Expense Ratio Comparison

DODGX has a 0.51% expense ratio, which is lower than SVAIX's 0.81% expense ratio.


Return for Risk

DODGX vs. SVAIX — 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

SVAIX
SVAIX Risk / Return Rank: 7676
Overall Rank
SVAIX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SVAIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
SVAIX Omega Ratio Rank: 7272
Omega Ratio Rank
SVAIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
SVAIX Martin Ratio Rank: 8383
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. SVAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Stock Fund Class I (DODGX) and Federated Hermes Strategic Value Dividend Fund (SVAIX). 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.


DODGXSVAIXDifference

Sharpe ratio

Return per unit of total volatility

0.49

1.36

-0.87

Sortino ratio

Return per unit of downside risk

0.78

2.02

-1.24

Omega ratio

Gain probability vs. loss probability

1.11

1.28

-0.17

Calmar ratio

Return relative to maximum drawdown

0.60

1.83

-1.23

Martin ratio

Return relative to average drawdown

2.50

8.69

-6.19

DODGX vs. SVAIX - Sharpe Ratio Comparison

The current DODGX Sharpe Ratio is 0.49, which is lower than the SVAIX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of DODGX and SVAIX, 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


DODGXSVAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.36

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.90

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.56

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.52

+0.10

Correlation

The correlation between DODGX and SVAIX is 0.77, 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. SVAIX - Dividend Comparison

DODGX's dividend yield for the trailing twelve months is around 9.89%, more than SVAIX's 5.93% 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%
SVAIX
Federated Hermes Strategic Value Dividend Fund
5.93%6.41%7.58%4.32%9.68%3.72%4.28%8.75%8.54%10.36%5.24%8.67%

Drawdowns

DODGX vs. SVAIX - Drawdown Comparison

The maximum DODGX drawdown since its inception was -63.24%, which is greater than SVAIX's maximum drawdown of -50.62%. Use the drawdown chart below to compare losses from any high point for DODGX and SVAIX.


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Drawdown Indicators


DODGXSVAIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.24%

-50.62%

-12.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-11.78%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-21.85%

-16.13%

-5.72%

Max Drawdown (10Y)

Largest decline over 10 years

-40.41%

-36.53%

-3.88%

Current Drawdown

Current decline from peak

-5.31%

-2.83%

-2.48%

Average Drawdown

Average peak-to-trough decline

-7.53%

-7.75%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.67%

+0.27%

Volatility

DODGX vs. SVAIX - Volatility Comparison

Dodge & Cox Stock Fund Class I (DODGX) has a higher volatility of 4.23% compared to Federated Hermes Strategic Value Dividend Fund (SVAIX) at 2.88%. This indicates that DODGX's price experiences larger fluctuations and is considered to be riskier than SVAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DODGXSVAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

2.88%

+1.35%

Volatility (6M)

Calculated over the trailing 6-month period

8.72%

6.99%

+1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

16.33%

15.76%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

13.57%

+2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

15.42%

+3.83%