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DODIX vs. VBMPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DODIX and VBMPX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

DODIX vs. VBMPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Income Fund (DODIX) and Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX). The values are adjusted to include any dividend payments, if applicable.

35.00%40.00%45.00%50.00%55.00%60.00%NovemberDecember2025FebruaryMarchApril
58.18%
37.56%
DODIX
VBMPX

Key characteristics

Sharpe Ratio

DODIX:

1.28

VBMPX:

1.22

Sortino Ratio

DODIX:

1.90

VBMPX:

1.83

Omega Ratio

DODIX:

1.22

VBMPX:

1.22

Calmar Ratio

DODIX:

0.69

VBMPX:

0.47

Martin Ratio

DODIX:

3.23

VBMPX:

3.10

Ulcer Index

DODIX:

2.24%

VBMPX:

2.09%

Daily Std Dev

DODIX:

5.65%

VBMPX:

5.31%

Max Drawdown

DODIX:

-18.50%

VBMPX:

-18.99%

Current Drawdown

DODIX:

-3.61%

VBMPX:

-7.64%

Returns By Period

In the year-to-date period, DODIX achieves a 2.18% return, which is significantly higher than VBMPX's 1.80% return. Over the past 10 years, DODIX has outperformed VBMPX with an annualized return of 2.00%, while VBMPX has yielded a comparatively lower 1.31% annualized return.


DODIX

YTD

2.18%

1M

-0.24%

6M

1.04%

1Y

7.32%

5Y*

0.60%

10Y*

2.00%

VBMPX

YTD

1.80%

1M

-0.21%

6M

1.06%

1Y

6.58%

5Y*

-1.01%

10Y*

1.31%

*Annualized

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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.


Expense ratio chart for DODIX: current value is 0.41%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DODIX: 0.41%
Expense ratio chart for VBMPX: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBMPX: 0.03%

Risk-Adjusted Performance

DODIX vs. VBMPX — Risk-Adjusted Performance Rank

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

DODIX
The Risk-Adjusted Performance Rank of DODIX is 8181
Overall Rank
The Sharpe Ratio Rank of DODIX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of DODIX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of DODIX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of DODIX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of DODIX is 7575
Martin Ratio Rank

VBMPX
The Risk-Adjusted Performance Rank of VBMPX is 7878
Overall Rank
The Sharpe Ratio Rank of VBMPX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VBMPX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VBMPX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VBMPX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VBMPX is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for DODIX, currently valued at 1.28, compared to the broader market-1.000.001.002.003.00
DODIX: 1.28
VBMPX: 1.22
The chart of Sortino ratio for DODIX, currently valued at 1.90, compared to the broader market-2.000.002.004.006.008.00
DODIX: 1.90
VBMPX: 1.83
The chart of Omega ratio for DODIX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.00
DODIX: 1.22
VBMPX: 1.22
The chart of Calmar ratio for DODIX, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.00
DODIX: 0.69
VBMPX: 0.47
The chart of Martin ratio for DODIX, currently valued at 3.23, compared to the broader market0.0010.0020.0030.0040.0050.00
DODIX: 3.23
VBMPX: 3.10

The current DODIX Sharpe Ratio is 1.28, which is comparable to the VBMPX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of DODIX and VBMPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.28
1.22
DODIX
VBMPX

Dividends

DODIX vs. VBMPX - Dividend Comparison

DODIX's dividend yield for the trailing twelve months is around 4.20%, more than VBMPX's 3.40% yield.


TTM20242023202220212020201920182017201620152014
DODIX
Dodge & Cox Income Fund
4.20%4.24%3.86%2.82%3.23%4.66%3.63%3.43%3.03%3.25%3.09%4.15%
VBMPX
Vanguard Total Bond Market Index Fund Institutional Plus Shares
3.40%3.69%3.12%2.55%1.93%2.25%2.74%2.78%2.55%2.50%2.52%2.58%

Drawdowns

DODIX vs. VBMPX - Drawdown Comparison

The maximum DODIX drawdown since its inception was -18.50%, roughly equal to 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.


-10.00%-8.00%-6.00%-4.00%-2.00%NovemberDecember2025FebruaryMarchApril
-3.61%
-7.64%
DODIX
VBMPX

Volatility

DODIX vs. VBMPX - Volatility Comparison

Dodge & Cox Income Fund (DODIX) has a higher volatility of 2.33% compared to Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) at 2.01%. This indicates that DODIX's price experiences larger fluctuations and is considered to be riskier than VBMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.20%1.40%1.60%1.80%2.00%2.20%2.40%NovemberDecember2025FebruaryMarchApril
2.33%
2.01%
DODIX
VBMPX