PortfoliosLab logoPortfoliosLab logo
DODLX vs. DGFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DODLX vs. DGFFX - Performance Comparison

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

Loading graphics...

DODLX vs. DGFFX - 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%5.35%
DGFFX
Destinations Global Fixed Income Opportunities Fund
0.68%5.84%8.04%7.82%-6.09%4.91%3.59%6.64%-0.35%3.57%

Returns By Period

In the year-to-date period, DODLX achieves a -0.21% return, which is significantly lower than DGFFX's 0.68% 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%

DGFFX

1D
0.22%
1M
-0.66%
YTD
0.68%
6M
1.32%
1Y
5.76%
3Y*
7.00%
5Y*
3.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DODLX vs. DGFFX - Expense Ratio Comparison

DODLX has a 0.45% expense ratio, which is lower than DGFFX's 0.99% expense ratio.


Return for Risk

DODLX vs. DGFFX — 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

DGFFX
DGFFX Risk / Return Rank: 8484
Overall Rank
DGFFX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DGFFX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DGFFX Omega Ratio Rank: 9797
Omega Ratio Rank
DGFFX Calmar Ratio Rank: 6767
Calmar Ratio Rank
DGFFX Martin Ratio Rank: 7272
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. DGFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Global Bond Fund (DODLX) and Destinations Global Fixed Income Opportunities Fund (DGFFX). 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.


DODLXDGFFXDifference

Sharpe ratio

Return per unit of total volatility

1.63

2.22

-0.60

Sortino ratio

Return per unit of downside risk

2.31

2.69

-0.37

Omega ratio

Gain probability vs. loss probability

1.30

1.67

-0.36

Calmar ratio

Return relative to maximum drawdown

2.02

1.74

+0.29

Martin ratio

Return relative to average drawdown

8.00

7.61

+0.39

DODLX vs. DGFFX - Sharpe Ratio Comparison

The current DODLX Sharpe Ratio is 1.63, which is comparable to the DGFFX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of DODLX and DGFFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DODLXDGFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

2.22

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

1.53

-0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

1.48

-0.69

Correlation

The correlation between DODLX and DGFFX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DODLX vs. DGFFX - Dividend Comparison

DODLX's dividend yield for the trailing twelve months is around 4.09%, less than DGFFX's 6.20% yield.


TTM2025202420232022202120202019201820172016
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%
DGFFX
Destinations Global Fixed Income Opportunities Fund
6.20%5.52%6.81%4.95%3.37%4.14%4.22%4.18%3.79%2.94%0.00%

Drawdowns

DODLX vs. DGFFX - Drawdown Comparison

The maximum DODLX drawdown since its inception was -16.30%, which is greater than DGFFX's maximum drawdown of -12.69%. Use the drawdown chart below to compare losses from any high point for DODLX and DGFFX.


Loading graphics...

Drawdown Indicators


DODLXDGFFXDifference

Max Drawdown

Largest peak-to-trough decline

-16.30%

-12.69%

-3.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.67%

-2.35%

-1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

-8.17%

-8.13%

Max Drawdown (10Y)

Largest decline over 10 years

-16.30%

Current Drawdown

Current decline from peak

-2.88%

-0.98%

-1.90%

Average Drawdown

Average peak-to-trough decline

-3.06%

-1.34%

-1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.77%

+0.16%

Volatility

DODLX vs. DGFFX - Volatility Comparison

Dodge & Cox Global Bond Fund (DODLX) has a higher volatility of 2.02% compared to Destinations Global Fixed Income Opportunities Fund (DGFFX) at 0.78%. This indicates that DODLX's price experiences larger fluctuations and is considered to be riskier than DGFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DODLXDGFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.02%

0.78%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.79%

1.43%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

4.46%

3.31%

+1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.17%

2.38%

+2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.77%

2.60%

+2.17%