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

Performance

DODWX vs. DODGX - 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 Stock Fund Class I (DODGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DODWX vs. DODGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DODWX
Dodge & Cox Global Stock Fund Class I
-1.01%25.23%4.74%20.26%-5.83%20.57%6.01%23.87%-12.76%21.51%
DODGX
Dodge & Cox Stock Fund Class I
-1.65%13.66%14.36%17.49%-7.25%31.72%7.10%24.30%-7.15%18.33%

Returns By Period

In the year-to-date period, DODWX achieves a -1.01% return, which is significantly higher than DODGX's -1.65% return. Over the past 10 years, DODWX has underperformed DODGX with an annualized return of 11.37%, while DODGX has yielded a comparatively higher 12.55% annualized 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%

DODGX

1D
2.09%
1M
-5.31%
YTD
-1.65%
6M
0.63%
1Y
8.01%
3Y*
13.95%
5Y*
9.38%
10Y*
12.55%
*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. DODGX - Expense Ratio Comparison

DODWX has a 0.62% expense ratio, which is higher than DODGX's 0.51% expense ratio.


Return for Risk

DODWX vs. DODGX — 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

DODGX
DODGX Risk / Return Rank: 1818
Overall Rank
DODGX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DODGX Sortino Ratio Rank: 1616
Sortino Ratio Rank
DODGX Omega Ratio Rank: 1717
Omega Ratio Rank
DODGX Calmar Ratio Rank: 1919
Calmar Ratio Rank
DODGX Martin Ratio Rank: 2222
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. DODGX - 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 Stock Fund Class I (DODGX). 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.


DODWXDODGXDifference

Sharpe ratio

Return per unit of total volatility

1.12

0.49

+0.63

Sortino ratio

Return per unit of downside risk

1.56

0.78

+0.78

Omega ratio

Gain probability vs. loss probability

1.23

1.11

+0.12

Calmar ratio

Return relative to maximum drawdown

1.40

0.60

+0.80

Martin ratio

Return relative to average drawdown

5.97

2.50

+3.47

DODWX vs. DODGX - Sharpe Ratio Comparison

The current DODWX Sharpe Ratio is 1.12, which is higher than the DODGX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of DODWX and DODGX, 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


DODWXDODGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.49

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.59

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.65

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.62

-0.29

Correlation

The correlation between DODWX and DODGX is 0.94, 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. DODGX - Dividend Comparison

DODWX's dividend yield for the trailing twelve months is around 8.50%, less than DODGX's 9.89% 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%
DODGX
Dodge & Cox Stock Fund Class I
9.89%9.86%8.20%3.76%5.47%3.22%6.74%10.23%9.69%6.78%6.26%5.36%

Drawdowns

DODWX vs. DODGX - Drawdown Comparison

The maximum DODWX drawdown since its inception was -63.00%, roughly equal to the maximum DODGX drawdown of -63.24%. Use the drawdown chart below to compare losses from any high point for DODWX and DODGX.


Loading graphics...

Drawdown Indicators


DODWXDODGXDifference

Max Drawdown

Largest peak-to-trough decline

-63.00%

-63.24%

+0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-12.23%

+0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-21.78%

-21.85%

+0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-41.17%

-40.41%

-0.76%

Current Drawdown

Current decline from peak

-6.85%

-5.31%

-1.54%

Average Drawdown

Average peak-to-trough decline

-9.93%

-7.53%

-2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.94%

-0.18%

Volatility

DODWX vs. DODGX - Volatility Comparison

Dodge & Cox Global Stock Fund Class I (DODWX) has a higher volatility of 5.37% compared to Dodge & Cox Stock Fund Class I (DODGX) at 4.23%. This indicates that DODWX's price experiences larger fluctuations and is considered to be riskier than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DODWXDODGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

4.23%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

8.91%

8.72%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

16.33%

-1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.24%

16.05%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.63%

19.25%

+0.38%