DODIX vs. FXNAX
Compare and contrast key facts about Dodge & Cox Income Fund (DODIX) and Fidelity U.S. Bond Index Fund (FXNAX).
DODIX is managed by Dodge & Cox. FXNAX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODIX or FXNAX.
Performance
DODIX vs. FXNAX - Performance Comparison
Returns By Period
In the year-to-date period, DODIX achieves a 2.47% return, which is significantly higher than FXNAX's 1.52% return. Over the past 10 years, DODIX has outperformed FXNAX with an annualized return of 2.59%, while FXNAX has yielded a comparatively lower 1.28% annualized return.
DODIX
2.47%
-1.72%
3.13%
7.88%
1.40%
2.59%
FXNAX
1.52%
-2.00%
2.81%
6.49%
-0.49%
1.28%
Key characteristics
| DODIX | FXNAX | |
|---|---|---|
| Sharpe Ratio | 1.47 | 1.06 |
| Sortino Ratio | 2.16 | 1.59 |
| Omega Ratio | 1.26 | 1.19 |
| Calmar Ratio | 0.85 | 0.39 |
| Martin Ratio | 5.47 | 3.44 |
| Ulcer Index | 1.59% | 1.77% |
| Daily Std Dev | 5.92% | 5.70% |
| Max Drawdown | -16.38% | -19.64% |
| Current Drawdown | -3.82% | -10.17% |
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DODIX vs. FXNAX - Expense Ratio Comparison
DODIX has a 0.41% expense ratio, which is higher than FXNAX's 0.03% expense ratio.
Correlation
The correlation between DODIX and FXNAX is 0.88, 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.
Risk-Adjusted Performance
DODIX vs. FXNAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Income Fund (DODIX) and Fidelity U.S. Bond Index Fund (FXNAX). 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
DODIX vs. FXNAX - Dividend Comparison
DODIX's dividend yield for the trailing twelve months is around 4.18%, more than FXNAX's 3.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODIX Dodge & Cox Income Fund | 4.18% | 3.86% | 2.84% | 1.89% | 2.44% | 3.04% | 3.00% | 2.76% | 3.11% | 3.03% | 3.84% | 3.07% |
FXNAX Fidelity U.S. Bond Index Fund | 3.33% | 2.92% | 2.41% | 1.81% | 2.10% | 2.69% | 2.74% | 2.52% | 2.52% | 2.69% | 2.59% | 2.39% |
Drawdowns
DODIX vs. FXNAX - Drawdown Comparison
The maximum DODIX drawdown since its inception was -16.38%, smaller than the maximum FXNAX drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for DODIX and FXNAX. For additional features, visit the drawdowns tool.
Volatility
DODIX vs. FXNAX - Volatility Comparison
Dodge & Cox Income Fund (DODIX) has a higher volatility of 1.68% compared to Fidelity U.S. Bond Index Fund (FXNAX) at 1.56%. This indicates that DODIX's price experiences larger fluctuations and is considered to be riskier than FXNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.