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DODLX vs. DFGBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DODLX vs. DFGBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Global Bond Fund (DODLX) and DFA Five Year Global Fixed Income Portfolio (DFGBX). The values are adjusted to include any dividend payments, if applicable.

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DODLX vs. DFGBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DODLX
Dodge & Cox Global Bond Fund
-0.21%11.51%0.55%12.30%-8.21%-0.85%11.87%12.23%-1.45%8.31%
DFGBX
DFA Five Year Global Fixed Income Portfolio
0.25%3.13%5.37%5.00%-6.63%-1.03%1.52%4.04%1.68%0.88%

Returns By Period

In the year-to-date period, DODLX achieves a -0.21% return, which is significantly lower than DFGBX's 0.25% return. Over the past 10 years, DODLX has outperformed DFGBX with an annualized return of 4.88%, while DFGBX has yielded a comparatively lower 1.23% annualized return.


DODLX

1D
0.45%
1M
-2.29%
YTD
-0.21%
6M
0.57%
1Y
6.83%
3Y*
6.69%
5Y*
3.17%
10Y*
4.88%

DFGBX

1D
0.10%
1M
-0.84%
YTD
0.25%
6M
1.12%
1Y
2.26%
3Y*
4.09%
5Y*
1.11%
10Y*
1.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DODLX vs. DFGBX - Expense Ratio Comparison

DODLX has a 0.45% expense ratio, which is higher than DFGBX's 0.23% expense ratio.


Return for Risk

DODLX vs. DFGBX — Risk / Return Rank

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

DODLX
DODLX Risk / Return Rank: 8282
Overall Rank
DODLX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DODLX Sortino Ratio Rank: 8585
Sortino Ratio Rank
DODLX Omega Ratio Rank: 7777
Omega Ratio Rank
DODLX Calmar Ratio Rank: 8282
Calmar Ratio Rank
DODLX Martin Ratio Rank: 8080
Martin Ratio Rank

DFGBX
DFGBX Risk / Return Rank: 7070
Overall Rank
DFGBX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DFGBX Sortino Ratio Rank: 6060
Sortino Ratio Rank
DFGBX Omega Ratio Rank: 9494
Omega Ratio Rank
DFGBX Calmar Ratio Rank: 7070
Calmar Ratio Rank
DFGBX Martin Ratio Rank: 5353
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.

DODLX vs. DFGBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Global Bond Fund (DODLX) and DFA Five Year Global Fixed Income Portfolio (DFGBX). 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.


DODLXDFGBXDifference

Sharpe ratio

Return per unit of total volatility

1.63

1.40

+0.23

Sortino ratio

Return per unit of downside risk

2.31

1.64

+0.68

Omega ratio

Gain probability vs. loss probability

1.30

1.49

-0.19

Calmar ratio

Return relative to maximum drawdown

2.02

1.72

+0.31

Martin ratio

Return relative to average drawdown

8.00

5.47

+2.53

DODLX vs. DFGBX - Sharpe Ratio Comparison

The current DODLX Sharpe Ratio is 1.63, which is comparable to the DFGBX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of DODLX and DFGBX, 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


DODLXDFGBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

1.40

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.52

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

0.64

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.74

+0.05

Correlation

The correlation between DODLX and DFGBX is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DODLX vs. DFGBX - Dividend Comparison

DODLX's dividend yield for the trailing twelve months is around 4.09%, more than DFGBX's 3.46% yield.


TTM20252024202320222021202020192018201720162015
DODLX
Dodge & Cox Global Bond Fund
4.09%4.07%4.73%3.31%5.05%3.86%2.66%3.40%5.19%2.45%1.69%0.00%
DFGBX
DFA Five Year Global Fixed Income Portfolio
3.46%2.91%4.69%3.61%1.63%0.73%0.03%2.30%4.74%0.89%1.16%1.72%

Drawdowns

DODLX vs. DFGBX - Drawdown Comparison

The maximum DODLX drawdown since its inception was -16.30%, which is greater than DFGBX's maximum drawdown of -9.63%. Use the drawdown chart below to compare losses from any high point for DODLX and DFGBX.


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Drawdown Indicators


DODLXDFGBXDifference

Max Drawdown

Largest peak-to-trough decline

-16.30%

-9.63%

-6.67%

Max Drawdown (1Y)

Largest decline over 1 year

-3.67%

-1.38%

-2.29%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

-9.63%

-6.67%

Max Drawdown (10Y)

Largest decline over 10 years

-16.30%

-9.63%

-6.67%

Current Drawdown

Current decline from peak

-2.88%

-1.03%

-1.85%

Average Drawdown

Average peak-to-trough decline

-3.06%

-0.94%

-2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.43%

+0.50%

Volatility

DODLX vs. DFGBX - Volatility Comparison

Dodge & Cox Global Bond Fund (DODLX) has a higher volatility of 2.02% compared to DFA Five Year Global Fixed Income Portfolio (DFGBX) at 0.76%. This indicates that DODLX's price experiences larger fluctuations and is considered to be riskier than DFGBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DODLXDFGBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.02%

0.76%

+1.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.79%

0.98%

+1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

4.46%

1.64%

+2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.17%

2.16%

+3.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.77%

1.93%

+2.84%