DODWX vs. DODGX
Compare and contrast key facts about Dodge & Cox Global Stock Fund Class I (DODWX) and Dodge & Cox Stock Fund Class I (DODGX).
DODWX is a passively managed fund by Dodge & Cox that tracks the performance of the MSCI All Country World Index. It was launched on May 1, 2008. DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965.
Performance
DODWX vs. DODGX - Performance Comparison
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DODWX vs. DODGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
DODWX
DODGX
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.
| DODWX | DODGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.49 | +0.63 |
Sortino ratioReturn per unit of downside risk | 1.56 | 0.78 | +0.78 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.11 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 0.60 | +0.80 |
Martin ratioReturn relative to average drawdown | 5.97 | 2.50 | +3.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DODWX | DODGX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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Drawdown Indicators
| DODWX | DODGX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.85% | -5.31% | -1.54% |
Average DrawdownAverage peak-to-trough decline | -9.93% | -7.53% | -2.40% |
Ulcer IndexDepth 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.
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Volatility by Period
| DODWX | DODGX | Difference | |
|---|---|---|---|
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% |