PortfoliosLab logo
DODGX vs. VYM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DODGX and VYM is 0.91, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

DODGX vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Stock Fund Class I (DODGX) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
116.77%
332.24%
DODGX
VYM

Key characteristics

Sharpe Ratio

DODGX:

0.04

VYM:

0.55

Sortino Ratio

DODGX:

0.18

VYM:

0.86

Omega Ratio

DODGX:

1.03

VYM:

1.12

Calmar Ratio

DODGX:

0.04

VYM:

0.60

Martin Ratio

DODGX:

0.14

VYM:

2.57

Ulcer Index

DODGX:

5.52%

VYM:

3.38%

Daily Std Dev

DODGX:

17.84%

VYM:

15.84%

Max Drawdown

DODGX:

-67.34%

VYM:

-56.98%

Current Drawdown

DODGX:

-12.82%

VYM:

-8.02%

Returns By Period

The year-to-date returns for both investments are quite close, with DODGX having a -2.64% return and VYM slightly higher at -2.63%. Over the past 10 years, DODGX has underperformed VYM with an annualized return of 4.86%, while VYM has yielded a comparatively higher 9.28% annualized return.


DODGX

YTD

-2.64%

1M

-7.46%

6M

-9.12%

1Y

0.20%

5Y*

12.88%

10Y*

4.86%

VYM

YTD

-2.63%

1M

-4.46%

6M

-3.32%

1Y

7.77%

5Y*

13.55%

10Y*

9.28%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DODGX vs. VYM - Expense Ratio Comparison

DODGX has a 0.51% expense ratio, which is higher than VYM's 0.06% expense ratio.


Expense ratio chart for DODGX: current value is 0.51%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DODGX: 0.51%
Expense ratio chart for VYM: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VYM: 0.06%

Risk-Adjusted Performance

DODGX vs. VYM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DODGX
The Risk-Adjusted Performance Rank of DODGX is 2929
Overall Rank
The Sharpe Ratio Rank of DODGX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of DODGX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of DODGX is 2929
Omega Ratio Rank
The Calmar Ratio Rank of DODGX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of DODGX is 2828
Martin Ratio Rank

VYM
The Risk-Adjusted Performance Rank of VYM is 6565
Overall Rank
The Sharpe Ratio Rank of VYM is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VYM is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VYM is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VYM is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VYM is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DODGX vs. VYM - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for DODGX, currently valued at 0.04, compared to the broader market-1.000.001.002.003.00
DODGX: 0.04
VYM: 0.55
The chart of Sortino ratio for DODGX, currently valued at 0.18, compared to the broader market-2.000.002.004.006.008.00
DODGX: 0.18
VYM: 0.86
The chart of Omega ratio for DODGX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.00
DODGX: 1.03
VYM: 1.12
The chart of Calmar ratio for DODGX, currently valued at 0.04, compared to the broader market0.002.004.006.008.0010.00
DODGX: 0.04
VYM: 0.60
The chart of Martin ratio for DODGX, currently valued at 0.14, compared to the broader market0.0010.0020.0030.0040.00
DODGX: 0.14
VYM: 2.57

The current DODGX Sharpe Ratio is 0.04, which is lower than the VYM Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of DODGX and VYM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.04
0.55
DODGX
VYM

Dividends

DODGX vs. VYM - Dividend Comparison

DODGX's dividend yield for the trailing twelve months is around 6.38%, more than VYM's 2.99% yield.


TTM20242023202220212020201920182017201620152014
DODGX
Dodge & Cox Stock Fund Class I
6.38%8.20%3.76%5.47%3.22%6.86%10.23%9.69%6.78%6.26%5.36%3.17%
VYM
Vanguard High Dividend Yield ETF
2.99%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%

Drawdowns

DODGX vs. VYM - Drawdown Comparison

The maximum DODGX drawdown since its inception was -67.34%, 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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.82%
-8.02%
DODGX
VYM

Volatility

DODGX vs. VYM - Volatility Comparison

Dodge & Cox Stock Fund Class I (DODGX) has a higher volatility of 12.30% compared to Vanguard High Dividend Yield ETF (VYM) at 11.36%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.30%
11.36%
DODGX
VYM