DODGX vs. TRBCX
Compare and contrast key facts about Dodge & Cox Stock Fund Class I (DODGX) and T. Rowe Price Blue Chip Growth Fund (TRBCX).
DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965. TRBCX is managed by T. Rowe Price. It was launched on Jun 30, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODGX or TRBCX.
Performance
DODGX vs. TRBCX - Performance Comparison
Returns By Period
In the year-to-date period, DODGX achieves a 20.91% return, which is significantly lower than TRBCX's 34.26% return. Over the past 10 years, DODGX has underperformed TRBCX with an annualized return of 11.31%, while TRBCX has yielded a comparatively higher 14.67% annualized return.
DODGX
20.91%
3.22%
12.21%
29.34%
14.12%
11.31%
TRBCX
34.26%
3.57%
13.19%
38.13%
15.23%
14.67%
Key characteristics
| DODGX | TRBCX | |
|---|---|---|
| Sharpe Ratio | 2.71 | 2.10 |
| Sortino Ratio | 3.76 | 2.79 |
| Omega Ratio | 1.50 | 1.39 |
| Calmar Ratio | 5.51 | 2.29 |
| Martin Ratio | 20.03 | 11.51 |
| Ulcer Index | 1.46% | 3.31% |
| Daily Std Dev | 10.84% | 18.14% |
| Max Drawdown | -63.25% | -54.56% |
| Current Drawdown | -0.79% | -1.61% |
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DODGX vs. TRBCX - Expense Ratio Comparison
DODGX has a 0.51% expense ratio, which is lower than TRBCX's 0.69% expense ratio.
Correlation
The correlation between DODGX and TRBCX is 0.80, 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. TRBCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Stock Fund Class I (DODGX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). 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. TRBCX - Dividend Comparison
DODGX's dividend yield for the trailing twelve months is around 1.39%, less than TRBCX's 2.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODGX Dodge & Cox Stock Fund Class I | 1.39% | 1.45% | 1.43% | 1.25% | 1.74% | 1.88% | 1.68% | 1.53% | 1.64% | 1.51% | 3.17% | 1.25% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 2.60% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% | 4.85% | 0.00% |
Drawdowns
DODGX vs. TRBCX - Drawdown Comparison
The maximum DODGX drawdown since its inception was -63.25%, which is greater than TRBCX's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for DODGX and TRBCX. For additional features, visit the drawdowns tool.
Volatility
DODGX vs. TRBCX - Volatility Comparison
The current volatility for Dodge & Cox Stock Fund Class I (DODGX) is 4.22%, while T. Rowe Price Blue Chip Growth Fund (TRBCX) has a volatility of 5.10%. This indicates that DODGX experiences smaller price fluctuations and is considered to be less risky than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.