DODGX vs. VYM
Compare and contrast key facts about Dodge & Cox Stock Fund Class I (DODGX) and Vanguard High Dividend Yield ETF (VYM).
DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Feb 7, 2019.
Performance
DODGX vs. VYM - Performance Comparison
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DODGX vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VYM Vanguard High Dividend Yield ETF | 3.69% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Returns By Period
In the year-to-date period, DODGX achieves a -1.65% return, which is significantly lower than VYM's 3.69% return. Over the past 10 years, DODGX has outperformed VYM with an annualized return of 12.55%, while VYM has yielded a comparatively lower 11.22% 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%
VYM
- 1D
- -0.10%
- 1M
- -4.02%
- YTD
- 3.69%
- 6M
- 6.19%
- 1Y
- 17.89%
- 3Y*
- 15.17%
- 5Y*
- 11.02%
- 10Y*
- 11.22%
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DODGX vs. VYM - Expense Ratio Comparison
DODGX has a 0.51% expense ratio, which is higher than VYM's 0.04% expense ratio.
Return for Risk
DODGX vs. VYM — Risk / Return Rank
DODGX
VYM
DODGX vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Stock Fund Class I (DODGX) and Vanguard High Dividend Yield ETF (VYM). 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.
| DODGX | VYM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 1.19 | -0.70 |
Sortino ratioReturn per unit of downside risk | 0.78 | 1.70 | -0.92 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.26 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.56 | -0.96 |
Martin ratioReturn relative to average drawdown | 2.50 | 6.86 | -4.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DODGX | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 1.19 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.79 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.69 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.49 | +0.13 |
Correlation
The correlation between DODGX and VYM is 0.92, 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. VYM - Dividend Comparison
DODGX's dividend yield for the trailing twelve months is around 9.89%, more than VYM's 2.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VYM Vanguard High Dividend Yield ETF | 2.37% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Drawdowns
DODGX vs. VYM - Drawdown Comparison
The maximum DODGX drawdown since its inception was -63.24%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for DODGX and VYM.
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Drawdown Indicators
| DODGX | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.24% | -56.98% | -6.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -11.32% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -21.85% | -15.84% | -6.01% |
Max Drawdown (10Y)Largest decline over 10 years | -40.41% | -35.21% | -5.20% |
Current DrawdownCurrent decline from peak | -5.31% | -4.91% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -7.25% | -0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.57% | +0.37% |
Volatility
DODGX vs. VYM - Volatility Comparison
Dodge & Cox Stock Fund Class I (DODGX) has a higher volatility of 4.23% compared to Vanguard High Dividend Yield ETF (VYM) at 3.60%. This indicates that DODGX's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DODGX | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 3.60% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 7.96% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.33% | 15.14% | +1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 13.97% | +2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 16.33% | +2.92% |