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

Performance

DODLX vs. DOXIX - Performance Comparison

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

Loading graphics...

DODLX vs. DOXIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
DODLX
Dodge & Cox Global Bond Fund
-0.65%11.51%0.55%12.30%0.51%
DOXIX
Dodge & Cox Income Fund Class X
-0.17%8.39%2.33%7.75%-2.35%

Returns By Period

In the year-to-date period, DODLX achieves a -0.65% return, which is significantly lower than DOXIX's -0.17% return.


DODLX

1D
0.36%
1M
-3.32%
YTD
-0.65%
6M
0.39%
1Y
6.74%
3Y*
6.53%
5Y*
3.13%
10Y*
4.83%

DOXIX

1D
0.63%
1M
-2.30%
YTD
-0.17%
6M
1.13%
1Y
5.17%
3Y*
4.97%
5Y*
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. DOXIX - Expense Ratio Comparison

DODLX has a 0.45% expense ratio, which is higher than DOXIX's 0.33% expense ratio.


Return for Risk

DODLX vs. DOXIX — 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: 8383
Calmar Ratio Rank
DODLX Martin Ratio Rank: 8181
Martin Ratio Rank

DOXIX
DOXIX Risk / Return Rank: 6767
Overall Rank
DOXIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DOXIX Sortino Ratio Rank: 6868
Sortino Ratio Rank
DOXIX Omega Ratio Rank: 5353
Omega Ratio Rank
DOXIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
DOXIX Martin Ratio Rank: 6565
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. DOXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Global Bond Fund (DODLX) and Dodge & Cox Income Fund Class X (DOXIX). 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.


DODLXDOXIXDifference

Sharpe ratio

Return per unit of total volatility

1.57

1.18

+0.39

Sortino ratio

Return per unit of downside risk

2.23

1.68

+0.55

Omega ratio

Gain probability vs. loss probability

1.29

1.21

+0.08

Calmar ratio

Return relative to maximum drawdown

2.00

2.06

-0.06

Martin ratio

Return relative to average drawdown

8.06

6.15

+1.91

DODLX vs. DOXIX - Sharpe Ratio Comparison

The current DODLX Sharpe Ratio is 1.57, which is higher than the DOXIX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of DODLX and DOXIX, 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


DODLXDOXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.18

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.68

+0.10

Correlation

The correlation between DODLX and DOXIX is 0.89, 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.


Dividends

DODLX vs. DOXIX - Dividend Comparison

DODLX's dividend yield for the trailing twelve months is around 4.11%, less than DOXIX's 4.36% yield.


TTM2025202420232022202120202019201820172016
DODLX
Dodge & Cox Global Bond Fund
4.11%4.07%4.73%3.31%5.05%3.86%2.66%3.40%5.19%2.45%1.69%
DOXIX
Dodge & Cox Income Fund Class X
4.36%4.30%4.32%3.92%2.30%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DODLX vs. DOXIX - Drawdown Comparison

The maximum DODLX drawdown since its inception was -16.30%, which is greater than DOXIX's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for DODLX and DOXIX.


Loading graphics...

Drawdown Indicators


DODLXDOXIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.30%

-8.83%

-7.47%

Max Drawdown (1Y)

Largest decline over 1 year

-3.67%

-2.92%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

Max Drawdown (10Y)

Largest decline over 10 years

-16.30%

Current Drawdown

Current decline from peak

-3.32%

-2.30%

-1.02%

Average Drawdown

Average peak-to-trough decline

-3.06%

-1.87%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

0.98%

-0.07%

Volatility

DODLX vs. DOXIX - Volatility Comparison

Dodge & Cox Global Bond Fund (DODLX) has a higher volatility of 1.99% compared to Dodge & Cox Income Fund Class X (DOXIX) at 1.80%. This indicates that DODLX's price experiences larger fluctuations and is considered to be riskier than DOXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DODLXDOXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

1.80%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

2.76%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.45%

4.57%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.17%

5.92%

-0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.77%

5.92%

-1.15%