DODLX vs. VBMFX
Compare and contrast key facts about Dodge & Cox Global Bond Fund (DODLX) and Vanguard Total Bond Market Index Fund (VBMFX).
DODLX is managed by Dodge & Cox. It was launched on Apr 30, 2014. VBMFX is managed by Vanguard. It was launched on Dec 11, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODLX or VBMFX.
Performance
DODLX vs. VBMFX - Performance Comparison
Returns By Period
In the year-to-date period, DODLX achieves a 1.95% return, which is significantly higher than VBMFX's 1.27% return. Over the past 10 years, DODLX has outperformed VBMFX with an annualized return of 3.15%, while VBMFX has yielded a comparatively lower 1.24% annualized return.
DODLX
1.95%
-1.18%
2.57%
7.40%
3.09%
3.15%
VBMFX
1.27%
-0.73%
2.88%
6.09%
-0.45%
1.24%
Key characteristics
| DODLX | VBMFX | |
|---|---|---|
| Sharpe Ratio | 1.34 | 1.10 |
| Sortino Ratio | 1.95 | 1.63 |
| Omega Ratio | 1.24 | 1.20 |
| Calmar Ratio | 1.53 | 0.41 |
| Martin Ratio | 4.56 | 3.51 |
| Ulcer Index | 1.65% | 1.77% |
| Daily Std Dev | 5.60% | 5.63% |
| Max Drawdown | -17.05% | -19.21% |
| Current Drawdown | -3.89% | -9.66% |
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DODLX vs. VBMFX - Expense Ratio Comparison
DODLX has a 0.45% expense ratio, which is higher than VBMFX's 0.15% expense ratio.
Correlation
The correlation between DODLX and VBMFX is 0.48, 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.
Risk-Adjusted Performance
DODLX vs. VBMFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Global Bond Fund (DODLX) and Vanguard Total Bond Market Index Fund (VBMFX). 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. VBMFX - Dividend Comparison
DODLX's dividend yield for the trailing twelve months is around 4.20%, more than VBMFX's 3.48% 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% |
VBMFX Vanguard Total Bond Market Index Fund | 3.48% | 3.00% | 2.42% | 1.81% | 2.14% | 2.64% | 2.67% | 2.43% | 2.38% | 2.38% | 2.43% | 2.43% |
Drawdowns
DODLX vs. VBMFX - Drawdown Comparison
The maximum DODLX drawdown since its inception was -17.05%, smaller than the maximum VBMFX drawdown of -19.21%. Use the drawdown chart below to compare losses from any high point for DODLX and VBMFX. For additional features, visit the drawdowns tool.
Volatility
DODLX vs. VBMFX - Volatility Comparison
Dodge & Cox Global Bond Fund (DODLX) has a higher volatility of 1.62% compared to Vanguard Total Bond Market Index Fund (VBMFX) at 1.48%. This indicates that DODLX's price experiences larger fluctuations and is considered to be riskier than VBMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.