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DODIX vs. MWTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DODIX vs. MWTIX - Performance Comparison

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

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DODIX vs. MWTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DODIX
Dodge & Cox Income Fund
-0.19%8.32%2.25%7.69%-11.42%-0.92%9.46%9.73%-0.31%4.36%
MWTIX
Metropolitan West Total Return Bond Fund Class I
-0.48%7.51%0.77%6.02%-15.49%-1.32%9.00%9.10%0.36%3.43%

Returns By Period

In the year-to-date period, DODIX achieves a -0.19% return, which is significantly higher than MWTIX's -0.48% return. Over the past 10 years, DODIX has outperformed MWTIX with an annualized return of 3.02%, while MWTIX has yielded a comparatively lower 1.64% annualized return.


DODIX

1D
0.63%
1M
-2.32%
YTD
-0.19%
6M
1.09%
1Y
5.10%
3Y*
4.90%
5Y*
1.40%
10Y*
3.02%

MWTIX

1D
0.55%
1M
-2.47%
YTD
-0.48%
6M
0.53%
1Y
3.79%
3Y*
3.48%
5Y*
-0.32%
10Y*
1.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DODIX vs. MWTIX - Expense Ratio Comparison

DODIX has a 0.41% expense ratio, which is lower than MWTIX's 0.45% expense ratio.


Return for Risk

DODIX vs. MWTIX — Risk / Return Rank

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

DODIX
DODIX Risk / Return Rank: 6767
Overall Rank
DODIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DODIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
DODIX Omega Ratio Rank: 5353
Omega Ratio Rank
DODIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DODIX Martin Ratio Rank: 6464
Martin Ratio Rank

MWTIX
MWTIX Risk / Return Rank: 4545
Overall Rank
MWTIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MWTIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
MWTIX Omega Ratio Rank: 3030
Omega Ratio Rank
MWTIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
MWTIX Martin Ratio Rank: 4141
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. MWTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Income Fund (DODIX) and Metropolitan West Total Return Bond Fund Class I (MWTIX). 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.


DODIXMWTIXDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.86

+0.29

Sortino ratio

Return per unit of downside risk

1.65

1.24

+0.41

Omega ratio

Gain probability vs. loss probability

1.21

1.15

+0.06

Calmar ratio

Return relative to maximum drawdown

2.02

1.57

+0.45

Martin ratio

Return relative to average drawdown

6.03

4.16

+1.87

DODIX vs. MWTIX - Sharpe Ratio Comparison

The current DODIX Sharpe Ratio is 1.15, which is higher than the MWTIX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of DODIX and MWTIX, 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


DODIXMWTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.86

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

-0.05

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.31

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

1.47

0.92

+0.55

Correlation

The correlation between DODIX and MWTIX is 0.83, 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.


Dividends

DODIX vs. MWTIX - Dividend Comparison

DODIX's dividend yield for the trailing twelve months is around 4.29%, more than MWTIX's 3.64% yield.


TTM20252024202320222021202020192018201720162015
DODIX
Dodge & Cox Income Fund
4.29%4.23%4.24%3.86%2.19%3.23%4.66%3.63%3.43%3.03%3.25%3.09%
MWTIX
Metropolitan West Total Return Bond Fund Class I
3.64%3.89%4.38%4.11%2.08%1.12%6.48%3.61%2.91%2.14%3.35%2.94%

Drawdowns

DODIX vs. MWTIX - Drawdown Comparison

The maximum DODIX drawdown since its inception was -16.89%, smaller than the maximum MWTIX drawdown of -20.58%. Use the drawdown chart below to compare losses from any high point for DODIX and MWTIX.


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Drawdown Indicators


DODIXMWTIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.89%

-20.58%

+3.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-3.05%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-16.89%

-20.51%

+3.62%

Max Drawdown (10Y)

Largest decline over 10 years

-16.89%

-20.58%

+3.69%

Current Drawdown

Current decline from peak

-2.32%

-4.67%

+2.35%

Average Drawdown

Average peak-to-trough decline

-1.50%

-2.76%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

1.15%

-0.17%

Volatility

DODIX vs. MWTIX - Volatility Comparison

Dodge & Cox Income Fund (DODIX) and Metropolitan West Total Return Bond Fund Class I (MWTIX) have volatilities of 1.85% and 1.80%, 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.


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Volatility by Period


DODIXMWTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

1.80%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

2.91%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

4.61%

4.89%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.52%

6.61%

-1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.42%

5.30%

-0.88%