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DODIX vs. AGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DODIX and AGG is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

DODIX vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Income Fund (DODIX) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

80.00%90.00%100.00%110.00%120.00%NovemberDecember2025FebruaryMarchApril
118.54%
89.36%
DODIX
AGG

Key characteristics

Sharpe Ratio

DODIX:

1.28

AGG:

1.28

Sortino Ratio

DODIX:

1.90

AGG:

1.87

Omega Ratio

DODIX:

1.22

AGG:

1.22

Calmar Ratio

DODIX:

0.69

AGG:

0.53

Martin Ratio

DODIX:

3.23

AGG:

3.30

Ulcer Index

DODIX:

2.24%

AGG:

2.09%

Daily Std Dev

DODIX:

5.65%

AGG:

5.38%

Max Drawdown

DODIX:

-18.50%

AGG:

-18.43%

Current Drawdown

DODIX:

-3.61%

AGG:

-6.78%

Returns By Period

In the year-to-date period, DODIX achieves a 2.18% return, which is significantly lower than AGG's 2.37% return. Over the past 10 years, DODIX has outperformed AGG with an annualized return of 2.00%, while AGG has yielded a comparatively lower 1.38% annualized return.


DODIX

YTD

2.18%

1M

-0.24%

6M

1.04%

1Y

7.32%

5Y*

0.60%

10Y*

2.00%

AGG

YTD

2.37%

1M

0.12%

6M

1.37%

1Y

6.95%

5Y*

-0.87%

10Y*

1.38%

*Annualized

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DODIX vs. AGG - Expense Ratio Comparison

DODIX has a 0.41% expense ratio, which is higher than AGG's 0.05% expense ratio.


Expense ratio chart for DODIX: current value is 0.41%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DODIX: 0.41%
Expense ratio chart for AGG: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AGG: 0.05%

Risk-Adjusted Performance

DODIX vs. AGG — Risk-Adjusted Performance Rank

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

DODIX
The Risk-Adjusted Performance Rank of DODIX is 8181
Overall Rank
The Sharpe Ratio Rank of DODIX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of DODIX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of DODIX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of DODIX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of DODIX is 7575
Martin Ratio Rank

AGG
The Risk-Adjusted Performance Rank of AGG is 8080
Overall Rank
The Sharpe Ratio Rank of AGG is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of AGG is 8888
Sortino Ratio Rank
The Omega Ratio Rank of AGG is 8484
Omega Ratio Rank
The Calmar Ratio Rank of AGG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of AGG is 7777
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.

DODIX vs. AGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Income Fund (DODIX) and iShares Core U.S. Aggregate Bond ETF (AGG). 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 DODIX, currently valued at 1.28, compared to the broader market-1.000.001.002.003.00
DODIX: 1.28
AGG: 1.28
The chart of Sortino ratio for DODIX, currently valued at 1.90, compared to the broader market-2.000.002.004.006.008.00
DODIX: 1.90
AGG: 1.87
The chart of Omega ratio for DODIX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.00
DODIX: 1.22
AGG: 1.22
The chart of Calmar ratio for DODIX, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.00
DODIX: 0.69
AGG: 0.53
The chart of Martin ratio for DODIX, currently valued at 3.23, compared to the broader market0.0010.0020.0030.0040.0050.00
DODIX: 3.23
AGG: 3.30

The current DODIX Sharpe Ratio is 1.28, which is comparable to the AGG Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of DODIX and AGG, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.28
1.28
DODIX
AGG

Dividends

DODIX vs. AGG - Dividend Comparison

DODIX's dividend yield for the trailing twelve months is around 4.20%, more than AGG's 3.78% yield.


TTM20242023202220212020201920182017201620152014
DODIX
Dodge & Cox Income Fund
4.20%4.24%3.86%2.82%3.23%4.66%3.63%3.43%3.03%3.25%3.09%4.15%
AGG
iShares Core U.S. Aggregate Bond ETF
3.78%3.74%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%

Drawdowns

DODIX vs. AGG - Drawdown Comparison

The maximum DODIX drawdown since its inception was -18.50%, roughly equal to the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for DODIX and AGG. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%NovemberDecember2025FebruaryMarchApril
-3.61%
-6.78%
DODIX
AGG

Volatility

DODIX vs. AGG - Volatility Comparison

Dodge & Cox Income Fund (DODIX) and iShares Core U.S. Aggregate Bond ETF (AGG) have volatilities of 2.33% and 2.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.20%1.40%1.60%1.80%2.00%2.20%2.40%NovemberDecember2025FebruaryMarchApril
2.33%
2.24%
DODIX
AGG