DODIX vs. MWTRX
Compare and contrast key facts about Dodge & Cox Income Fund (DODIX) and Metropolitan West Total Return Bond Fund (MWTRX).
DODIX is managed by Dodge & Cox. MWTRX is managed by Metropolitan West Funds. It was launched on Mar 31, 1997.
Performance
DODIX vs. MWTRX - Performance Comparison
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DODIX vs. MWTRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MWTRX Metropolitan West Total Return Bond Fund | -0.30% | 7.29% | 0.45% | 5.77% | -15.52% | -1.51% | 8.79% | 8.95% | 0.17% | 3.10% |
Returns By Period
In the year-to-date period, DODIX achieves a 0.04% return, which is significantly higher than MWTRX's -0.30% return. Over the past 10 years, DODIX has outperformed MWTRX with an annualized return of 3.05%, while MWTRX has yielded a comparatively lower 1.47% 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%
MWTRX
- 1D
- 0.22%
- 1M
- -1.73%
- YTD
- -0.30%
- 6M
- 0.42%
- 1Y
- 3.46%
- 3Y*
- 3.34%
- 5Y*
- -0.56%
- 10Y*
- 1.47%
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DODIX vs. MWTRX - Expense Ratio Comparison
DODIX has a 0.41% expense ratio, which is lower than MWTRX's 0.65% expense ratio.
Return for Risk
DODIX vs. MWTRX — Risk / Return Rank
DODIX
MWTRX
DODIX vs. MWTRX - 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 (MWTRX). 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.
| DODIX | MWTRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 0.78 | +0.39 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.12 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.14 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.33 | +0.55 |
Martin ratioReturn relative to average drawdown | 5.55 | 3.53 | +2.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DODIX | MWTRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 0.78 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | -0.08 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.28 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.48 | 1.00 | +0.48 |
Correlation
The correlation between DODIX and MWTRX 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. MWTRX - Dividend Comparison
DODIX's dividend yield for the trailing twelve months is around 4.28%, more than MWTRX's 3.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MWTRX Metropolitan West Total Return Bond Fund | 3.42% | 3.69% | 4.16% | 3.88% | 1.91% | 0.93% | 6.38% | 3.38% | 2.73% | 1.92% | 3.10% | 2.69% |
Drawdowns
DODIX vs. MWTRX - Drawdown Comparison
The maximum DODIX drawdown since its inception was -16.89%, smaller than the maximum MWTRX drawdown of -20.81%. Use the drawdown chart below to compare losses from any high point for DODIX and MWTRX.
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Drawdown Indicators
| DODIX | MWTRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.89% | -20.81% | +3.92% |
Max Drawdown (1Y)Largest decline over 1 year | -2.94% | -3.17% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -16.89% | -20.67% | +3.78% |
Max Drawdown (10Y)Largest decline over 10 years | -16.89% | -20.81% | +3.92% |
Current DrawdownCurrent decline from peak | -2.09% | -5.44% | +3.35% |
Average DrawdownAverage peak-to-trough decline | -1.50% | -2.63% | +1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 1.19% | -0.20% |
Volatility
DODIX vs. MWTRX - Volatility Comparison
Dodge & Cox Income Fund (DODIX) has a higher volatility of 1.82% compared to Metropolitan West Total Return Bond Fund (MWTRX) at 1.71%. This indicates that DODIX's price experiences larger fluctuations and is considered to be riskier than MWTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DODIX | MWTRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.82% | 1.71% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 2.80% | 2.89% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.60% | 4.92% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.52% | 6.60% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.42% | 5.28% | -0.86% |