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DODWX vs. DOXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DODWX vs. DOXIX - 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 Income Fund Class X (DOXIX). The values are adjusted to include any dividend payments, if applicable.

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DODWX vs. DOXIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
DODWX
Dodge & Cox Global Stock Fund Class I
-3.29%25.23%4.74%20.26%-3.35%
DOXIX
Dodge & Cox Income Fund Class X
-0.17%8.39%2.33%7.75%-2.35%

Returns By Period

In the year-to-date period, DODWX achieves a -3.29% return, which is significantly lower than DOXIX's -0.17% return.


DODWX

1D
0.13%
1M
-8.99%
YTD
-3.29%
6M
0.57%
1Y
14.12%
3Y*
13.23%
5Y*
9.19%
10Y*
11.11%

DOXIX

1D
0.63%
1M
-2.30%
YTD
-0.17%
6M
1.13%
1Y
5.17%
3Y*
4.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DODWX vs. DOXIX - Expense Ratio Comparison

DODWX has a 0.62% expense ratio, which is higher than DOXIX's 0.33% expense ratio.


Return for Risk

DODWX vs. DOXIX — Risk / Return Rank

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

DODWX
DODWX Risk / Return Rank: 4545
Overall Rank
DODWX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DODWX Sortino Ratio Rank: 4646
Sortino Ratio Rank
DODWX Omega Ratio Rank: 4747
Omega Ratio Rank
DODWX Calmar Ratio Rank: 4040
Calmar Ratio Rank
DODWX Martin Ratio Rank: 4444
Martin Ratio Rank

DOXIX
DOXIX Risk / Return Rank: 6767
Overall Rank
DOXIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DOXIX Sortino Ratio Rank: 6868
Sortino Ratio Rank
DOXIX Omega Ratio Rank: 5353
Omega Ratio Rank
DOXIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
DOXIX Martin Ratio Rank: 6565
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. DOXIX - 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 Income Fund Class X (DOXIX). 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.


DODWXDOXIXDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.18

-0.24

Sortino ratio

Return per unit of downside risk

1.31

1.68

-0.36

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.03

2.06

-1.03

Martin ratio

Return relative to average drawdown

4.44

6.15

-1.71

DODWX vs. DOXIX - Sharpe Ratio Comparison

The current DODWX Sharpe Ratio is 0.93, which is comparable to the DOXIX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of DODWX and DOXIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DODWXDOXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.18

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.68

-0.35

Correlation

The correlation between DODWX and DOXIX is 0.26, 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.


Dividends

DODWX vs. DOXIX - Dividend Comparison

DODWX's dividend yield for the trailing twelve months is around 8.70%, more than DOXIX's 4.36% yield.


TTM20252024202320222021202020192018201720162015
DODWX
Dodge & Cox Global Stock Fund Class I
8.70%8.41%14.35%1.62%7.73%10.76%1.31%7.41%9.78%4.37%2.86%3.95%
DOXIX
Dodge & Cox Income Fund Class X
4.36%4.30%4.32%3.92%2.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DODWX vs. DOXIX - Drawdown Comparison

The maximum DODWX drawdown since its inception was -63.00%, which is greater than DOXIX's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for DODWX and DOXIX.


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Drawdown Indicators


DODWXDOXIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.00%

-8.83%

-54.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-2.92%

-8.83%

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

-8.99%

-2.30%

-6.69%

Average Drawdown

Average peak-to-trough decline

-9.93%

-1.87%

-8.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

0.98%

+1.75%

Volatility

DODWX vs. DOXIX - Volatility Comparison

Dodge & Cox Global Stock Fund Class I (DODWX) has a higher volatility of 4.61% compared to Dodge & Cox Income Fund Class X (DOXIX) at 1.80%. This indicates that DODWX's price experiences larger fluctuations and is considered to be riskier than DOXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DODWXDOXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

1.80%

+2.81%

Volatility (6M)

Calculated over the trailing 6-month period

8.63%

2.76%

+5.87%

Volatility (1Y)

Calculated over the trailing 1-year period

14.93%

4.57%

+10.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.21%

5.92%

+12.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.62%

5.92%

+13.70%