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DODIX vs. VFIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DODIX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Income Fund (DODIX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

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DODIX vs. VFIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DODIX
Dodge & Cox Income Fund
0.04%8.32%2.25%7.69%-11.42%-0.92%9.46%9.73%-0.31%4.36%
VFIAX
Vanguard 500 Index Fund Admiral Shares
-4.35%17.83%24.97%26.24%-18.16%28.65%18.32%31.46%-4.45%21.78%

Returns By Period

In the year-to-date period, DODIX achieves a 0.04% return, which is significantly higher than VFIAX's -4.35% return. Over the past 10 years, DODIX has underperformed VFIAX with an annualized return of 3.05%, while VFIAX has yielded a comparatively higher 14.04% annualized return.


DODIX

1D
0.24%
1M
-1.57%
YTD
0.04%
6M
1.01%
1Y
4.93%
3Y*
4.98%
5Y*
1.39%
10Y*
3.05%

VFIAX

1D
2.92%
1M
-5.03%
YTD
-4.35%
6M
-2.16%
1Y
17.30%
3Y*
18.27%
5Y*
11.75%
10Y*
14.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

DODIX vs. VFIAX — Risk / Return Rank

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

DODIX
DODIX Risk / Return Rank: 6262
Overall Rank
DODIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
DODIX Sortino Ratio Rank: 6565
Sortino Ratio Rank
DODIX Omega Ratio Rank: 4949
Omega Ratio Rank
DODIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
DODIX Martin Ratio Rank: 5757
Martin Ratio Rank

VFIAX
VFIAX Risk / Return Rank: 5959
Overall Rank
VFIAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VFIAX Sortino Ratio Rank: 5353
Sortino Ratio Rank
VFIAX Omega Ratio Rank: 5656
Omega Ratio Rank
VFIAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VFIAX Martin Ratio Rank: 7676
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. VFIAX - Risk-Adjusted Trends 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.


DODIXVFIAXDifference

Sharpe ratio

Return per unit of total volatility

1.17

0.97

+0.19

Sortino ratio

Return per unit of downside risk

1.67

1.49

+0.18

Omega ratio

Gain probability vs. loss probability

1.21

1.23

-0.02

Calmar ratio

Return relative to maximum drawdown

1.88

1.52

+0.36

Martin ratio

Return relative to average drawdown

5.55

7.29

-1.74

DODIX vs. VFIAX - Sharpe Ratio Comparison

The current DODIX Sharpe Ratio is 1.17, which is comparable to the VFIAX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of DODIX and VFIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DODIXVFIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.97

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.70

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.78

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.48

0.44

+1.04

Correlation

The correlation between DODIX and VFIAX is -0.09. 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.


Dividends

DODIX vs. VFIAX - Dividend Comparison

DODIX's dividend yield for the trailing twelve months is around 4.28%, more than VFIAX's 1.18% yield.


TTM20252024202320222021202020192018201720162015
DODIX
Dodge & Cox Income Fund
4.28%4.23%4.24%3.86%2.19%3.23%4.66%3.63%3.43%3.03%3.25%3.09%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.18%1.12%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%

Drawdowns

DODIX vs. VFIAX - Drawdown Comparison

The maximum DODIX drawdown since its inception was -16.89%, 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.


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Drawdown Indicators


DODIXVFIAXDifference

Max Drawdown

Largest peak-to-trough decline

-16.89%

-55.20%

+38.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-12.12%

+9.18%

Max Drawdown (5Y)

Largest decline over 5 years

-16.89%

-24.53%

+7.64%

Max Drawdown (10Y)

Largest decline over 10 years

-16.89%

-33.83%

+16.94%

Current Drawdown

Current decline from peak

-2.09%

-6.24%

+4.15%

Average Drawdown

Average peak-to-trough decline

-1.50%

-9.46%

+7.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

2.52%

-1.53%

Volatility

DODIX vs. VFIAX - Volatility Comparison

The current volatility for Dodge & Cox Income Fund (DODIX) is 1.82%, while Vanguard 500 Index Fund Admiral Shares (VFIAX) has a volatility of 5.35%. 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.


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Volatility by Period


DODIXVFIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

5.35%

-3.53%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

9.53%

-6.73%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

18.32%

-13.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.52%

16.91%

-11.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.42%

18.05%

-13.63%