DODLX vs. VCIT
Compare and contrast key facts about Dodge & Cox Global Bond Fund (DODLX) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT).
DODLX is managed by Dodge & Cox. It was launched on Apr 30, 2014. VCIT is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 5-10 Year Corp Index. It was launched on Nov 19, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODLX or VCIT.
Performance
DODLX vs. VCIT - Performance Comparison
Returns By Period
In the year-to-date period, DODLX achieves a 1.95% return, which is significantly lower than VCIT's 3.31% return. Over the past 10 years, DODLX has outperformed VCIT with an annualized return of 3.14%, while VCIT has yielded a comparatively lower 2.77% annualized return.
DODLX
1.95%
-1.00%
2.85%
7.51%
3.09%
3.14%
VCIT
3.31%
-0.79%
4.25%
8.55%
0.94%
2.77%
Key characteristics
| DODLX | VCIT | |
|---|---|---|
| Sharpe Ratio | 1.32 | 1.56 |
| Sortino Ratio | 1.92 | 2.32 |
| Omega Ratio | 1.24 | 1.27 |
| Calmar Ratio | 1.51 | 0.68 |
| Martin Ratio | 4.45 | 6.07 |
| Ulcer Index | 1.66% | 1.45% |
| Daily Std Dev | 5.60% | 5.63% |
| Max Drawdown | -17.05% | -20.56% |
| Current Drawdown | -3.89% | -5.08% |
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DODLX vs. VCIT - Expense Ratio Comparison
DODLX has a 0.45% expense ratio, which is higher than VCIT's 0.04% expense ratio.
Correlation
The correlation between DODLX and VCIT is 0.58, 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. VCIT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Global Bond Fund (DODLX) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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. VCIT - Dividend Comparison
DODLX's dividend yield for the trailing twelve months is around 4.20%, less than VCIT's 4.30% 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% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.30% | 3.72% | 3.04% | 2.88% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% | 3.34% | 4.00% |
Drawdowns
DODLX vs. VCIT - Drawdown Comparison
The maximum DODLX drawdown since its inception was -17.05%, smaller than the maximum VCIT drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for DODLX and VCIT. For additional features, visit the drawdowns tool.
Volatility
DODLX vs. VCIT - Volatility Comparison
Dodge & Cox Global Bond Fund (DODLX) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT) have volatilities of 1.58% and 1.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.