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DODIX vs. DODGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DODIX vs. DODGX - Performance Comparison

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

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DODIX vs. DODGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DODIX
Dodge & Cox Income Fund
0.04%8.32%2.25%7.69%-11.42%-0.92%9.46%9.73%-0.31%4.36%
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%

Returns By Period

In the year-to-date period, DODIX achieves a 0.04% return, which is significantly higher than DODGX's -1.65% return. Over the past 10 years, DODIX has underperformed DODGX with an annualized return of 3.05%, while DODGX has yielded a comparatively higher 12.55% annualized return.


DODIX

1D
0.24%
1M
-1.57%
YTD
0.04%
6M
1.01%
1Y
4.93%
3Y*
4.98%
5Y*
1.39%
10Y*
3.05%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DODIX vs. DODGX - Expense Ratio Comparison

DODIX has a 0.41% expense ratio, which is lower than DODGX's 0.51% expense ratio.


Return for Risk

DODIX vs. DODGX — Risk / Return Rank

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

DODIX
DODIX Risk / Return Rank: 6262
Overall Rank
DODIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
DODIX Sortino Ratio Rank: 6565
Sortino Ratio Rank
DODIX Omega Ratio Rank: 4949
Omega Ratio Rank
DODIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
DODIX Martin Ratio Rank: 5757
Martin Ratio Rank

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
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.

DODIX vs. DODGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Income Fund (DODIX) and Dodge & Cox Stock Fund Class I (DODGX). 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.


DODIXDODGXDifference

Sharpe ratio

Return per unit of total volatility

1.17

0.49

+0.68

Sortino ratio

Return per unit of downside risk

1.67

0.78

+0.89

Omega ratio

Gain probability vs. loss probability

1.21

1.11

+0.09

Calmar ratio

Return relative to maximum drawdown

1.88

0.60

+1.28

Martin ratio

Return relative to average drawdown

5.55

2.50

+3.06

DODIX vs. DODGX - Sharpe Ratio Comparison

The current DODIX Sharpe Ratio is 1.17, which is higher than the DODGX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of DODIX and DODGX, 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


DODIXDODGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.49

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.59

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.65

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.48

0.62

+0.86

Correlation

The correlation between DODIX and DODGX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DODIX vs. DODGX - Dividend Comparison

DODIX's dividend yield for the trailing twelve months is around 4.28%, less than DODGX's 9.89% yield.


TTM20252024202320222021202020192018201720162015
DODIX
Dodge & Cox Income Fund
4.28%4.23%4.24%3.86%2.19%3.23%4.66%3.63%3.43%3.03%3.25%3.09%
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%

Drawdowns

DODIX vs. DODGX - Drawdown Comparison

The maximum DODIX drawdown since its inception was -16.89%, smaller than the maximum DODGX drawdown of -63.24%. Use the drawdown chart below to compare losses from any high point for DODIX and DODGX.


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Drawdown Indicators


DODIXDODGXDifference

Max Drawdown

Largest peak-to-trough decline

-16.89%

-63.24%

+46.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-12.23%

+9.29%

Max Drawdown (5Y)

Largest decline over 5 years

-16.89%

-21.85%

+4.96%

Max Drawdown (10Y)

Largest decline over 10 years

-16.89%

-40.41%

+23.52%

Current Drawdown

Current decline from peak

-2.09%

-5.31%

+3.22%

Average Drawdown

Average peak-to-trough decline

-1.50%

-7.53%

+6.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

2.94%

-1.95%

Volatility

DODIX vs. DODGX - Volatility Comparison

The current volatility for Dodge & Cox Income Fund (DODIX) is 1.82%, while Dodge & Cox Stock Fund Class I (DODGX) has a volatility of 4.23%. This indicates that DODIX experiences smaller price fluctuations and is considered to be less risky than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DODIXDODGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

4.23%

-2.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

8.72%

-5.92%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

16.33%

-11.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.52%

16.05%

-10.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.42%

19.25%

-14.83%