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DODLX vs. GBOSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DODLX vs. GBOSX - Performance Comparison

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

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DODLX vs. GBOSX - 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%
GBOSX
JPMorgan Global Bond Opportunities Fund
-1.68%7.90%3.53%6.96%-6.04%1.37%7.77%10.57%-1.89%6.72%

Returns By Period

In the year-to-date period, DODLX achieves a -0.21% return, which is significantly higher than GBOSX's -1.68% return. Over the past 10 years, DODLX has outperformed GBOSX with an annualized return of 4.88%, while GBOSX has yielded a comparatively lower 3.94% 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%

GBOSX

1D
0.52%
1M
-3.01%
YTD
-1.68%
6M
-0.69%
1Y
4.91%
3Y*
4.74%
5Y*
2.31%
10Y*
3.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DODLX vs. GBOSX - Expense Ratio Comparison

DODLX has a 0.45% expense ratio, which is lower than GBOSX's 0.65% expense ratio.


Return for Risk

DODLX vs. GBOSX — 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

GBOSX
GBOSX Risk / Return Rank: 6767
Overall Rank
GBOSX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GBOSX Sortino Ratio Rank: 7777
Sortino Ratio Rank
GBOSX Omega Ratio Rank: 7474
Omega Ratio Rank
GBOSX Calmar Ratio Rank: 4848
Calmar Ratio Rank
GBOSX Martin Ratio Rank: 6060
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. GBOSX - Risk-Adjusted Trends Comparison

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


DODLXGBOSXDifference

Sharpe ratio

Return per unit of total volatility

1.63

1.47

+0.15

Sortino ratio

Return per unit of downside risk

2.31

2.02

+0.30

Omega ratio

Gain probability vs. loss probability

1.30

1.30

+0.01

Calmar ratio

Return relative to maximum drawdown

2.02

1.32

+0.71

Martin ratio

Return relative to average drawdown

8.00

6.14

+1.86

DODLX vs. GBOSX - Sharpe Ratio Comparison

The current DODLX Sharpe Ratio is 1.63, which is comparable to the GBOSX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of DODLX and GBOSX, 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


DODLXGBOSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

1.47

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.65

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

1.15

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

1.11

-0.32

Correlation

The correlation between DODLX and GBOSX is 0.69, 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. GBOSX - Dividend Comparison

DODLX's dividend yield for the trailing twelve months is around 4.09%, less than GBOSX's 4.90% 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%
GBOSX
JPMorgan Global Bond Opportunities Fund
4.90%4.79%4.41%3.92%3.68%2.61%3.29%4.06%5.74%3.32%4.80%5.12%

Drawdowns

DODLX vs. GBOSX - Drawdown Comparison

The maximum DODLX drawdown since its inception was -16.30%, which is greater than GBOSX's maximum drawdown of -11.48%. Use the drawdown chart below to compare losses from any high point for DODLX and GBOSX.


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Drawdown Indicators


DODLXGBOSXDifference

Max Drawdown

Largest peak-to-trough decline

-16.30%

-11.48%

-4.82%

Max Drawdown (1Y)

Largest decline over 1 year

-3.67%

-3.90%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

-10.86%

-5.44%

Max Drawdown (10Y)

Largest decline over 10 years

-16.30%

-11.48%

-4.82%

Current Drawdown

Current decline from peak

-2.88%

-3.40%

+0.52%

Average Drawdown

Average peak-to-trough decline

-3.06%

-1.51%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.84%

+0.09%

Volatility

DODLX vs. GBOSX - Volatility Comparison

The current volatility for Dodge & Cox Global Bond Fund (DODLX) is 2.02%, while JPMorgan Global Bond Opportunities Fund (GBOSX) has a volatility of 2.17%. This indicates that DODLX experiences smaller price fluctuations and is considered to be less risky than GBOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DODLXGBOSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.02%

2.17%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.79%

2.63%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.46%

3.58%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.17%

3.59%

+1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.77%

3.42%

+1.35%