DODGX vs. VTV
Compare and contrast key facts about Dodge & Cox Stock Fund Class I (DODGX) and Vanguard Value ETF (VTV).
DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODGX or VTV.
Performance
DODGX vs. VTV - Performance Comparison
Returns By Period
In the year-to-date period, DODGX achieves a 19.00% return, which is significantly lower than VTV's 19.95% return. Over the past 10 years, DODGX has outperformed VTV with an annualized return of 11.25%, while VTV has yielded a comparatively lower 10.47% annualized return.
DODGX
19.00%
0.46%
9.06%
28.10%
13.88%
11.25%
VTV
19.95%
-0.91%
8.89%
28.68%
11.42%
10.47%
Key characteristics
| DODGX | VTV | |
|---|---|---|
| Sharpe Ratio | 2.65 | 2.79 |
| Sortino Ratio | 3.68 | 3.93 |
| Omega Ratio | 1.49 | 1.51 |
| Calmar Ratio | 5.39 | 5.57 |
| Martin Ratio | 19.88 | 17.90 |
| Ulcer Index | 1.44% | 1.59% |
| Daily Std Dev | 10.84% | 10.17% |
| Max Drawdown | -63.25% | -59.27% |
| Current Drawdown | -2.36% | -1.69% |
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DODGX vs. VTV - Expense Ratio Comparison
DODGX has a 0.51% expense ratio, which is higher than VTV's 0.04% expense ratio.
Correlation
The correlation between DODGX and VTV is 0.94, 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. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Stock Fund Class I (DODGX) and Vanguard Value ETF (VTV). 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. VTV - Dividend Comparison
DODGX's dividend yield for the trailing twelve months is around 1.41%, less than VTV's 2.25% 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% |
VTV Vanguard Value ETF | 2.25% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
DODGX vs. VTV - Drawdown Comparison
The maximum DODGX drawdown since its inception was -63.25%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for DODGX and VTV. For additional features, visit the drawdowns tool.
Volatility
DODGX vs. VTV - Volatility Comparison
Dodge & Cox Stock Fund Class I (DODGX) has a higher volatility of 4.25% compared to Vanguard Value ETF (VTV) at 3.66%. This indicates that DODGX's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.