DODIX vs. VFIAX
Compare and contrast key facts about Dodge & Cox Income Fund (DODIX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
DODIX is managed by Dodge & Cox. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODIX or VFIAX.
Performance
DODIX vs. VFIAX - Performance Comparison
Returns By Period
In the year-to-date period, DODIX achieves a 2.47% return, which is significantly lower than VFIAX's 24.51% return. Over the past 10 years, DODIX has underperformed VFIAX with an annualized return of 2.59%, while VFIAX has yielded a comparatively higher 13.11% annualized return.
DODIX
2.47%
-1.72%
3.13%
7.88%
1.40%
2.59%
VFIAX
24.51%
0.57%
11.39%
31.98%
15.26%
13.11%
Key characteristics
| DODIX | VFIAX | |
|---|---|---|
| Sharpe Ratio | 1.47 | 2.63 |
| Sortino Ratio | 2.16 | 3.51 |
| Omega Ratio | 1.26 | 1.49 |
| Calmar Ratio | 0.85 | 3.81 |
| Martin Ratio | 5.47 | 17.18 |
| Ulcer Index | 1.59% | 1.87% |
| Daily Std Dev | 5.92% | 12.25% |
| Max Drawdown | -16.38% | -55.20% |
| Current Drawdown | -3.82% | -2.14% |
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DODIX vs. VFIAX - Expense Ratio Comparison
DODIX has a 0.41% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Correlation
The correlation between DODIX and VFIAX is -0.11. 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.
Risk-Adjusted Performance
DODIX vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Income Fund (DODIX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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. VFIAX - Dividend Comparison
DODIX's dividend yield for the trailing twelve months is around 4.18%, more than VFIAX's 1.25% 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% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.25% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DODIX vs. VFIAX - Drawdown Comparison
The maximum DODIX drawdown since its inception was -16.38%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for DODIX and VFIAX. For additional features, visit the drawdowns tool.
Volatility
DODIX vs. VFIAX - Volatility Comparison
The current volatility for Dodge & Cox Income Fund (DODIX) is 1.68%, while Vanguard 500 Index Fund Admiral Shares (VFIAX) has a volatility of 4.05%. This indicates that DODIX experiences smaller price fluctuations and is considered to be less risky than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.