DODLX vs. FXAIX
Compare and contrast key facts about Dodge & Cox Global Bond Fund (DODLX) and Fidelity 500 Index Fund (FXAIX).
DODLX is managed by Dodge & Cox. It was launched on Apr 30, 2014. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODLX or FXAIX.
Performance
DODLX vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, DODLX achieves a 1.95% return, which is significantly lower than FXAIX's 25.57% return. Over the past 10 years, DODLX has underperformed FXAIX with an annualized return of 3.15%, while FXAIX has yielded a comparatively higher 13.04% annualized return.
DODLX
1.95%
-1.18%
2.57%
7.40%
3.09%
3.15%
FXAIX
25.57%
1.18%
12.23%
32.20%
15.59%
13.04%
Key characteristics
| DODLX | FXAIX | |
|---|---|---|
| Sharpe Ratio | 1.34 | 2.61 |
| Sortino Ratio | 1.95 | 3.49 |
| Omega Ratio | 1.24 | 1.49 |
| Calmar Ratio | 1.53 | 3.78 |
| Martin Ratio | 4.56 | 17.01 |
| Ulcer Index | 1.65% | 1.88% |
| Daily Std Dev | 5.60% | 12.24% |
| Max Drawdown | -17.05% | -33.79% |
| Current Drawdown | -3.89% | -1.35% |
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DODLX vs. FXAIX - Expense Ratio Comparison
DODLX has a 0.45% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Correlation
The correlation between DODLX and FXAIX is 0.35, 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.
Risk-Adjusted Performance
DODLX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Global Bond Fund (DODLX) and Fidelity 500 Index Fund (FXAIX). 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.
Dividends
DODLX vs. FXAIX - Dividend Comparison
DODLX's dividend yield for the trailing twelve months is around 4.20%, more than FXAIX's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODLX Dodge & Cox Global Bond Fund | 4.20% | 3.31% | 5.05% | 2.49% | 2.21% | 3.40% | 4.21% | 2.34% | 1.69% | 0.00% | 1.40% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.23% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
DODLX vs. FXAIX - Drawdown Comparison
The maximum DODLX drawdown since its inception was -17.05%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for DODLX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
DODLX vs. FXAIX - Volatility Comparison
The current volatility for Dodge & Cox Global Bond Fund (DODLX) is 1.62%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.06%. This indicates that DODLX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.