PortfoliosLab logoPortfoliosLab logo
DODWX vs. DODEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DODWX vs. DODEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Global Stock Fund Class I (DODWX) and Dodge & Cox Emerging Markets Stock Fund (DODEX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DODWX vs. DODEX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DODWX
Dodge & Cox Global Stock Fund Class I
-1.01%25.23%4.74%20.26%-5.83%0.79%
DODEX
Dodge & Cox Emerging Markets Stock Fund
5.97%38.64%7.47%13.37%-14.91%-9.57%

Returns By Period

In the year-to-date period, DODWX achieves a -1.01% return, which is significantly lower than DODEX's 5.97% return.


DODWX

1D
2.35%
1M
-6.23%
YTD
-1.01%
6M
2.20%
1Y
16.57%
3Y*
14.12%
5Y*
9.50%
10Y*
11.37%

DODEX

1D
2.05%
1M
-7.66%
YTD
5.97%
6M
10.10%
1Y
37.89%
3Y*
19.31%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DODWX vs. DODEX - Expense Ratio Comparison

DODWX has a 0.62% expense ratio, which is lower than DODEX's 0.70% expense ratio.


Return for Risk

DODWX vs. DODEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DODWX
DODWX Risk / Return Rank: 5858
Overall Rank
DODWX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
DODWX Sortino Ratio Rank: 5656
Sortino Ratio Rank
DODWX Omega Ratio Rank: 5656
Omega Ratio Rank
DODWX Calmar Ratio Rank: 5656
Calmar Ratio Rank
DODWX Martin Ratio Rank: 6060
Martin Ratio Rank

DODEX
DODEX Risk / Return Rank: 9595
Overall Rank
DODEX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DODEX Sortino Ratio Rank: 9494
Sortino Ratio Rank
DODEX Omega Ratio Rank: 9494
Omega Ratio Rank
DODEX Calmar Ratio Rank: 9494
Calmar Ratio Rank
DODEX Martin Ratio Rank: 9494
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.

DODWX vs. DODEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Global Stock Fund Class I (DODWX) and Dodge & Cox Emerging Markets Stock Fund (DODEX). 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.


DODWXDODEXDifference

Sharpe ratio

Return per unit of total volatility

1.12

2.52

-1.40

Sortino ratio

Return per unit of downside risk

1.56

3.12

-1.55

Omega ratio

Gain probability vs. loss probability

1.23

1.49

-0.25

Calmar ratio

Return relative to maximum drawdown

1.40

3.21

-1.80

Martin ratio

Return relative to average drawdown

5.97

12.57

-6.60

DODWX vs. DODEX - Sharpe Ratio Comparison

The current DODWX Sharpe Ratio is 1.12, which is lower than the DODEX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of DODWX and DODEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DODWXDODEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

2.52

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.41

-0.08

Correlation

The correlation between DODWX and DODEX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DODWX vs. DODEX - Dividend Comparison

DODWX's dividend yield for the trailing twelve months is around 8.50%, more than DODEX's 2.67% yield.


TTM20252024202320222021202020192018201720162015
DODWX
Dodge & Cox Global Stock Fund Class I
8.50%8.41%14.35%1.62%7.73%10.76%1.31%7.41%9.78%4.37%2.86%3.95%
DODEX
Dodge & Cox Emerging Markets Stock Fund
2.67%2.83%1.94%1.92%1.93%1.38%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DODWX vs. DODEX - Drawdown Comparison

The maximum DODWX drawdown since its inception was -63.00%, which is greater than DODEX's maximum drawdown of -37.01%. Use the drawdown chart below to compare losses from any high point for DODWX and DODEX.


Loading graphics...

Drawdown Indicators


DODWXDODEXDifference

Max Drawdown

Largest peak-to-trough decline

-63.00%

-37.01%

-25.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-11.87%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-21.78%

Max Drawdown (10Y)

Largest decline over 10 years

-41.17%

Current Drawdown

Current decline from peak

-6.85%

-9.14%

+2.29%

Average Drawdown

Average peak-to-trough decline

-9.93%

-13.19%

+3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

3.03%

-0.27%

Volatility

DODWX vs. DODEX - Volatility Comparison

The current volatility for Dodge & Cox Global Stock Fund Class I (DODWX) is 5.37%, while Dodge & Cox Emerging Markets Stock Fund (DODEX) has a volatility of 7.57%. This indicates that DODWX experiences smaller price fluctuations and is considered to be less risky than DODEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DODWXDODEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

7.57%

-2.20%

Volatility (6M)

Calculated over the trailing 6-month period

8.91%

11.11%

-2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

15.66%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.24%

16.74%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.63%

16.74%

+2.89%