DODLX vs. VQNPX
Compare and contrast key facts about Dodge & Cox Global Bond Fund (DODLX) and Vanguard Growth and Income Fund Investor Shares (VQNPX).
DODLX is managed by Dodge & Cox. It was launched on Apr 30, 2014. VQNPX is managed by Vanguard. It was launched on Dec 10, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODLX or VQNPX.
Performance
DODLX vs. VQNPX - Performance Comparison
Returns By Period
In the year-to-date period, DODLX achieves a 1.95% return, which is significantly lower than VQNPX's 26.30% return. Over the past 10 years, DODLX has underperformed VQNPX with an annualized return of 3.15%, while VQNPX has yielded a comparatively higher 6.12% annualized return.
DODLX
1.95%
-1.18%
2.57%
7.40%
3.09%
3.15%
VQNPX
26.30%
1.22%
11.20%
23.36%
7.54%
6.12%
Key characteristics
| DODLX | VQNPX | |
|---|---|---|
| Sharpe Ratio | 1.34 | 1.59 |
| Sortino Ratio | 1.95 | 2.03 |
| Omega Ratio | 1.24 | 1.32 |
| Calmar Ratio | 1.53 | 1.00 |
| Martin Ratio | 4.56 | 8.05 |
| Ulcer Index | 1.65% | 2.86% |
| Daily Std Dev | 5.60% | 14.48% |
| Max Drawdown | -17.05% | -61.71% |
| Current Drawdown | -3.89% | -1.40% |
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. VQNPX - Expense Ratio Comparison
DODLX has a 0.45% expense ratio, which is higher than VQNPX's 0.32% expense ratio.
Correlation
The correlation between DODLX and VQNPX is 0.34, 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. VQNPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Global Bond Fund (DODLX) and Vanguard Growth and Income Fund Investor Shares (VQNPX). 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. VQNPX - Dividend Comparison
DODLX's dividend yield for the trailing twelve months is around 4.20%, more than VQNPX's 0.87% 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% |
VQNPX Vanguard Growth and Income Fund Investor Shares | 0.87% | 1.20% | 1.64% | 1.15% | 1.36% | 1.58% | 1.79% | 1.47% | 2.07% | 1.87% | 1.65% | 1.50% |
Drawdowns
DODLX vs. VQNPX - Drawdown Comparison
The maximum DODLX drawdown since its inception was -17.05%, smaller than the maximum VQNPX drawdown of -61.71%. Use the drawdown chart below to compare losses from any high point for DODLX and VQNPX. For additional features, visit the drawdowns tool.
Volatility
DODLX vs. VQNPX - Volatility Comparison
The current volatility for Dodge & Cox Global Bond Fund (DODLX) is 1.62%, while Vanguard Growth and Income Fund Investor Shares (VQNPX) has a volatility of 4.25%. This indicates that DODLX experiences smaller price fluctuations and is considered to be less risky than VQNPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.