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DODLX vs. FFHCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DODLX and FFHCX is 0.33, 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.


-0.50.00.51.00.3

Performance

DODLX vs. FFHCX - Performance Comparison

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

30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
30.69%
66.12%
DODLX
FFHCX

Key characteristics

Sharpe Ratio

DODLX:

-0.04

FFHCX:

3.11

Sortino Ratio

DODLX:

-0.01

FFHCX:

8.85

Omega Ratio

DODLX:

1.00

FFHCX:

2.69

Calmar Ratio

DODLX:

-0.03

FFHCX:

9.58

Martin Ratio

DODLX:

-0.11

FFHCX:

43.77

Ulcer Index

DODLX:

2.00%

FFHCX:

0.20%

Daily Std Dev

DODLX:

6.00%

FFHCX:

2.73%

Max Drawdown

DODLX:

-17.05%

FFHCX:

-21.45%

Current Drawdown

DODLX:

-6.55%

FFHCX:

-0.44%

Returns By Period

In the year-to-date period, DODLX achieves a -0.87% return, which is significantly lower than FFHCX's 8.66% return. Over the past 10 years, DODLX has underperformed FFHCX with an annualized return of 3.03%, while FFHCX has yielded a comparatively higher 5.30% annualized return.


DODLX

YTD

-0.87%

1M

-2.76%

6M

-0.82%

1Y

-0.32%

5Y*

2.24%

10Y*

3.03%

FFHCX

YTD

8.66%

1M

-0.11%

6M

4.16%

1Y

8.66%

5Y*

6.05%

10Y*

5.30%

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. FFHCX - Expense Ratio Comparison

DODLX has a 0.45% expense ratio, which is higher than FFHCX's 0.00% expense ratio.


DODLX
Dodge & Cox Global Bond Fund
Expense ratio chart for DODLX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for FFHCX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

DODLX vs. FFHCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Global Bond Fund (DODLX) and Fidelity Series Floating Rate High Income Fund (FFHCX). 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.


Sharpe ratio
The chart of Sharpe ratio for DODLX, currently valued at -0.19, compared to the broader market-1.000.001.002.003.004.00-0.193.11
The chart of Sortino ratio for DODLX, currently valued at -0.20, compared to the broader market-2.000.002.004.006.008.0010.00-0.208.85
The chart of Omega ratio for DODLX, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.003.500.972.69
The chart of Calmar ratio for DODLX, currently valued at -0.16, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.169.58
The chart of Martin ratio for DODLX, currently valued at -0.59, compared to the broader market0.0020.0040.0060.00-0.5943.77
DODLX
FFHCX

The current DODLX Sharpe Ratio is -0.04, which is lower than the FFHCX Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of DODLX and FFHCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.19
3.11
DODLX
FFHCX

Dividends

DODLX vs. FFHCX - Dividend Comparison

DODLX's dividend yield for the trailing twelve months is around 2.78%, less than FFHCX's 8.49% yield.


TTM20232022202120202019201820172016201520142013
DODLX
Dodge & Cox Global Bond Fund
2.78%3.31%5.05%2.49%2.21%3.40%4.21%2.34%1.69%0.00%1.40%0.00%
FFHCX
Fidelity Series Floating Rate High Income Fund
8.49%9.47%5.91%4.31%4.61%5.94%6.69%4.79%4.42%5.15%8.23%4.40%

Drawdowns

DODLX vs. FFHCX - Drawdown Comparison

The maximum DODLX drawdown since its inception was -17.05%, smaller than the maximum FFHCX drawdown of -21.45%. Use the drawdown chart below to compare losses from any high point for DODLX and FFHCX. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.55%
-0.44%
DODLX
FFHCX

Volatility

DODLX vs. FFHCX - Volatility Comparison

Dodge & Cox Global Bond Fund (DODLX) has a higher volatility of 3.08% compared to Fidelity Series Floating Rate High Income Fund (FFHCX) at 0.38%. This indicates that DODLX's price experiences larger fluctuations and is considered to be riskier than FFHCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%JulyAugustSeptemberOctoberNovemberDecember
3.08%
0.38%
DODLX
FFHCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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