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DODGX vs. VVIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DODGX vs. VVIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Stock Fund Class I (DODGX) and Vanguard Value Index Fund Admiral Shares (VVIAX). The values are adjusted to include any dividend payments, if applicable.

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DODGX vs. VVIAX - 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%
VVIAX
Vanguard Value Index Fund Admiral Shares
3.30%15.27%16.00%9.22%-2.07%26.51%2.29%25.81%-5.45%17.13%

Returns By Period

In the year-to-date period, DODGX achieves a -1.65% return, which is significantly lower than VVIAX's 3.30% return. Over the past 10 years, DODGX has outperformed VVIAX with an annualized return of 12.55%, while VVIAX has yielded a comparatively lower 11.79% 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%

VVIAX

1D
1.65%
1M
-4.61%
YTD
3.30%
6M
6.13%
1Y
16.29%
3Y*
15.07%
5Y*
10.84%
10Y*
11.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DODGX vs. VVIAX - Expense Ratio Comparison

DODGX has a 0.51% expense ratio, which is higher than VVIAX's 0.05% expense ratio.


Return for Risk

DODGX vs. VVIAX — 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

VVIAX
VVIAX Risk / Return Rank: 6262
Overall Rank
VVIAX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VVIAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
VVIAX Omega Ratio Rank: 5858
Omega Ratio Rank
VVIAX Calmar Ratio Rank: 6565
Calmar Ratio Rank
VVIAX Martin Ratio Rank: 7272
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. VVIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Stock Fund Class I (DODGX) and Vanguard Value Index Fund Admiral Shares (VVIAX). 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.


DODGXVVIAXDifference

Sharpe ratio

Return per unit of total volatility

0.49

1.08

-0.59

Sortino ratio

Return per unit of downside risk

0.78

1.56

-0.78

Omega ratio

Gain probability vs. loss probability

1.11

1.23

-0.12

Calmar ratio

Return relative to maximum drawdown

0.60

1.53

-0.93

Martin ratio

Return relative to average drawdown

2.50

6.89

-4.40

DODGX vs. VVIAX - Sharpe Ratio Comparison

The current DODGX Sharpe Ratio is 0.49, which is lower than the VVIAX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of DODGX and VVIAX, 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


DODGXVVIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.08

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.78

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.71

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.40

+0.22

Correlation

The correlation between DODGX and VVIAX 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.


Dividends

DODGX vs. VVIAX - Dividend Comparison

DODGX's dividend yield for the trailing twelve months is around 9.89%, more than VVIAX's 2.01% 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%
VVIAX
Vanguard Value Index Fund Admiral Shares
2.01%2.04%2.30%2.45%2.51%2.14%2.55%2.49%2.72%2.29%2.45%2.60%

Drawdowns

DODGX vs. VVIAX - Drawdown Comparison

The maximum DODGX drawdown since its inception was -63.24%, which is greater than VVIAX's maximum drawdown of -59.32%. Use the drawdown chart below to compare losses from any high point for DODGX and VVIAX.


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Drawdown Indicators


DODGXVVIAXDifference

Max Drawdown

Largest peak-to-trough decline

-63.24%

-59.32%

-3.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-11.28%

-0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-21.85%

-17.14%

-4.71%

Max Drawdown (10Y)

Largest decline over 10 years

-40.41%

-36.80%

-3.61%

Current Drawdown

Current decline from peak

-5.31%

-4.82%

-0.49%

Average Drawdown

Average peak-to-trough decline

-7.53%

-9.67%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.50%

+0.44%

Volatility

DODGX vs. VVIAX - Volatility Comparison

Dodge & Cox Stock Fund Class I (DODGX) has a higher volatility of 4.23% compared to Vanguard Value Index Fund Admiral Shares (VVIAX) at 3.80%. This indicates that DODGX's price experiences larger fluctuations and is considered to be riskier than VVIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DODGXVVIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

3.80%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

8.72%

7.69%

+1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.33%

14.88%

+1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

13.92%

+2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

16.74%

+2.51%