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 Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODGX or VYM.
Key characteristics
| DODGX | VYM | |
|---|---|---|
| YTD Return | 18.46% | 20.21% |
| 1Y Return | 32.08% | 32.61% |
| 3Y Return (Ann) | 9.13% | 10.20% |
| 5Y Return (Ann) | 15.02% | 11.75% |
| 10Y Return (Ann) | 11.78% | 10.66% |
| Sharpe Ratio | 2.73 | 2.93 |
| Sortino Ratio | 3.67 | 4.07 |
| Omega Ratio | 1.49 | 1.52 |
| Calmar Ratio | 2.81 | 3.17 |
| Martin Ratio | 20.72 | 19.54 |
| Ulcer Index | 1.46% | 1.61% |
| Daily Std Dev | 11.10% | 10.76% |
| Max Drawdown | -63.25% | -56.98% |
| Current Drawdown | -0.16% | -0.03% |
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.
Performance
DODGX vs. VYM - Performance Comparison
In the year-to-date period, DODGX achieves a 18.46% return, which is significantly lower than VYM's 20.21% return. Over the past 10 years, DODGX has outperformed VYM with an annualized return of 11.78%, while VYM has yielded a comparatively lower 10.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DODGX vs. VYM - Expense Ratio Comparison
DODGX has a 0.51% expense ratio, which is higher than VYM's 0.06% expense ratio.
Risk-Adjusted Performance
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.
Dividends
DODGX vs. VYM - Dividend Comparison
DODGX's dividend yield for the trailing twelve months is around 4.73%, more than VYM's 2.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODGX Dodge & Cox Stock Fund Class I | 4.73% | 3.76% | 5.47% | 3.22% | 6.86% | 10.23% | 9.69% | 6.78% | 6.26% | 5.36% | 3.17% | 1.24% |
VYM Vanguard High Dividend Yield ETF | 2.76% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
DODGX vs. VYM - Drawdown Comparison
The maximum DODGX drawdown since its inception was -63.25%, 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.
Volatility
DODGX vs. VYM - Volatility Comparison
Dodge & Cox Stock Fund Class I (DODGX) has a higher volatility of 2.65% compared to Vanguard High Dividend Yield ETF (VYM) at 2.31%. 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.