DODIX vs. VBMPX
Compare and contrast key facts about Dodge & Cox Income Fund (DODIX) and Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX).
DODIX is managed by Dodge & Cox. VBMPX is managed by Vanguard. It was launched on Feb 5, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODIX or VBMPX.
Performance
DODIX vs. VBMPX - Performance Comparison
Returns By Period
In the year-to-date period, DODIX achieves a 2.47% return, which is significantly higher than VBMPX's 1.27% return. Over the past 10 years, DODIX has outperformed VBMPX with an annualized return of 2.59%, while VBMPX has yielded a comparatively lower 1.36% annualized return.
DODIX
2.47%
-1.72%
3.13%
7.88%
1.40%
2.59%
VBMPX
1.27%
-1.95%
2.83%
6.57%
-0.28%
1.36%
Key characteristics
| DODIX | VBMPX | |
|---|---|---|
| Sharpe Ratio | 1.47 | 1.26 |
| Sortino Ratio | 2.16 | 1.86 |
| Omega Ratio | 1.26 | 1.23 |
| Calmar Ratio | 0.85 | 0.48 |
| Martin Ratio | 5.47 | 4.17 |
| Ulcer Index | 1.59% | 1.71% |
| Daily Std Dev | 5.92% | 5.66% |
| Max Drawdown | -16.38% | -18.99% |
| Current Drawdown | -3.82% | -9.27% |
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DODIX vs. VBMPX - Expense Ratio Comparison
DODIX has a 0.41% expense ratio, which is higher than VBMPX's 0.03% expense ratio.
Correlation
The correlation between DODIX and VBMPX is 0.86, 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. VBMPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Income Fund (DODIX) and Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX). 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. VBMPX - Dividend Comparison
DODIX's dividend yield for the trailing twelve months is around 4.18%, more than VBMPX's 3.61% 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% |
VBMPX Vanguard Total Bond Market Index Fund Institutional Plus Shares | 3.61% | 3.12% | 2.55% | 1.93% | 2.25% | 2.74% | 2.78% | 2.55% | 2.50% | 2.52% | 2.58% | 2.58% |
Drawdowns
DODIX vs. VBMPX - Drawdown Comparison
The maximum DODIX drawdown since its inception was -16.38%, smaller than the maximum VBMPX drawdown of -18.99%. Use the drawdown chart below to compare losses from any high point for DODIX and VBMPX. For additional features, visit the drawdowns tool.
Volatility
DODIX vs. VBMPX - Volatility Comparison
Dodge & Cox Income Fund (DODIX) and Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) have volatilities of 1.68% and 1.61%, 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.