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DODIX vs. TIBDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DODIX vs. TIBDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Income Fund (DODIX) and TIAA-CREF Core Bond Fund (TIBDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with DODIX at 0.67% and TIBDX at 0.67%. Over the past 10 years, DODIX has outperformed TIBDX with an annualized return of 2.92%, while TIBDX has yielded a comparatively lower 1.97% annualized return.


DODIX

1D
0.23%
1M
0.95%
YTD
0.67%
6M
0.83%
1Y
5.75%
3Y*
5.20%
5Y*
1.20%
10Y*
2.92%

TIBDX

1D
0.22%
1M
1.04%
YTD
0.67%
6M
1.04%
1Y
5.45%
3Y*
4.33%
5Y*
0.10%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DODIX vs. TIBDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DODIX
Dodge & Cox Income Fund
0.67%8.32%2.25%7.69%-11.42%-0.92%9.46%9.73%-0.31%4.36%
TIBDX
TIAA-CREF Core Bond Fund
0.67%7.38%1.95%5.63%-13.68%-0.95%8.10%9.57%-0.64%4.48%

Correlation

The correlation between DODIX and TIBDX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Jun 14, 1999

0.88

The correlation between DODIX and TIBDX has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.

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Return for Risk

DODIX vs. TIBDX — Risk / Return Rank

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

DODIX
DODIX Risk / Return Rank: 2929
Overall Rank
DODIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DODIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
DODIX Omega Ratio Rank: 3030
Omega Ratio Rank
DODIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
DODIX Martin Ratio Rank: 2424
Martin Ratio Rank

TIBDX
TIBDX Risk / Return Rank: 2929
Overall Rank
TIBDX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TIBDX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TIBDX Omega Ratio Rank: 2929
Omega Ratio Rank
TIBDX Calmar Ratio Rank: 2929
Calmar Ratio Rank
TIBDX Martin Ratio Rank: 2525
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. TIBDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Income Fund (DODIX) and TIAA-CREF Core Bond Fund (TIBDX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DODIXTIBDXDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.26

1.26

0.00

Calmar ratioReturn relative to maximum drawdown

1.82

1.84

-0.02

Martin ratioReturn relative to average drawdown

5.22

5.46

-0.24

DODIX vs. TIBDX - Sharpe Ratio Comparison

The current DODIX Sharpe Ratio is 1.43, which is comparable to the TIBDX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of DODIX and TIBDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DODIX vs. TIBDX - Drawdown Comparison

The maximum DODIX drawdown since its inception was -16.89%, smaller than the maximum TIBDX drawdown of -18.82%. Use the drawdown chart below to compare losses from any high point for DODIX and TIBDX.


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Drawdown Indicators


DODIXTIBDXDifference

Max Drawdown

Largest peak-to-trough decline

-16.89%

-18.82%

+1.93%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-2.98%

-0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-5.68%

-6.29%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-16.89%

-18.82%

+1.93%

Max Drawdown (10Y)

Largest decline over 10 years

-16.89%

-18.82%

+1.93%

Current Drawdown

Current decline from peak

-1.48%

-1.22%

-0.26%

Average Drawdown

Average peak-to-trough decline

-1.50%

-2.30%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

1.00%

+0.10%

Volatility

DODIX vs. TIBDX - Volatility Comparison

Dodge & Cox Income Fund (DODIX) and TIAA-CREF Core Bond Fund (TIBDX) have volatilities of 1.18% and 1.15%, 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


DODIXTIBDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

1.15%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

2.93%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

3.86%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.57%

5.64%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

4.74%

-0.29%

DODIX vs. TIBDX - Expense Ratio Comparison

DODIX has a 0.41% expense ratio, which is higher than TIBDX's 0.29% expense ratio.


Dividends

DODIX vs. TIBDX - Dividend Comparison

DODIX's dividend yield for the trailing twelve months is around 4.25%, less than TIBDX's 4.45% yield.


PositionTTM20252024202320222021202020192018201720162015
DODIX
Dodge & Cox Income Fund
4.25%4.23%4.24%3.86%2.19%3.23%4.66%3.63%3.43%3.03%3.25%3.09%
TIBDX
TIAA-CREF Core Bond Fund
4.45%4.34%3.60%3.22%2.44%2.39%4.45%3.09%2.88%2.93%3.80%4.68%

Frequently Asked Questions


With a correlation of 0.90, DODIX and TIBDX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DODIX has higher volatility (1.18%) compared to TIBDX (1.15%). In terms of maximum drawdown, DODIX dropped -16.89% vs TIBDX's -18.82%.

DODIX currently has the higher Sharpe Ratio (1.43 vs 1.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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