DODIX vs. VCPAX
Compare and contrast key facts about Dodge & Cox Income Fund (DODIX) and Vanguard Core-Plus Bond Fund Admiral Shares (VCPAX).
DODIX is managed by Dodge & Cox. VCPAX is managed by Vanguard. It was launched on Oct 25, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODIX or VCPAX.
Performance
DODIX vs. VCPAX - Performance Comparison
Returns By Period
In the year-to-date period, DODIX achieves a 2.47% return, which is significantly lower than VCPAX's 2.64% return.
DODIX
2.47%
-1.72%
3.13%
7.88%
1.40%
2.59%
VCPAX
2.64%
-1.72%
3.27%
8.09%
N/A
N/A
Key characteristics
| DODIX | VCPAX | |
|---|---|---|
| Sharpe Ratio | 1.47 | 1.65 |
| Sortino Ratio | 2.16 | 2.42 |
| Omega Ratio | 1.26 | 1.29 |
| Calmar Ratio | 0.85 | 0.72 |
| Martin Ratio | 5.47 | 6.28 |
| Ulcer Index | 1.59% | 1.38% |
| Daily Std Dev | 5.92% | 5.27% |
| Max Drawdown | -16.38% | -17.25% |
| Current Drawdown | -3.82% | -4.95% |
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DODIX vs. VCPAX - Expense Ratio Comparison
DODIX has a 0.41% expense ratio, which is higher than VCPAX's 0.20% expense ratio.
Correlation
The correlation between DODIX and VCPAX is 0.98, 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. VCPAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Income Fund (DODIX) and Vanguard Core-Plus Bond Fund Admiral Shares (VCPAX). 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. VCPAX - Dividend Comparison
DODIX's dividend yield for the trailing twelve months is around 4.18%, less than VCPAX's 4.82% 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% |
VCPAX Vanguard Core-Plus Bond Fund Admiral Shares | 4.82% | 4.54% | 3.26% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DODIX vs. VCPAX - Drawdown Comparison
The maximum DODIX drawdown since its inception was -16.38%, smaller than the maximum VCPAX drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for DODIX and VCPAX. For additional features, visit the drawdowns tool.
Volatility
DODIX vs. VCPAX - Volatility Comparison
Dodge & Cox Income Fund (DODIX) has a higher volatility of 1.68% compared to Vanguard Core-Plus Bond Fund Admiral Shares (VCPAX) at 1.47%. This indicates that DODIX's price experiences larger fluctuations and is considered to be riskier than VCPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.