Correlation
The correlation between DODWX and VFIAX is 0.87, 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.
DODWX vs. VFIAX
Compare and contrast key facts about Dodge & Cox Global Stock Fund Class I (DODWX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
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. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODWX or VFIAX.
Performance
DODWX vs. VFIAX - Performance Comparison
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Key characteristics
DODWX:
-0.13
VFIAX:
0.73
DODWX:
-0.07
VFIAX:
1.04
DODWX:
0.99
VFIAX:
1.15
DODWX:
-0.14
VFIAX:
0.69
DODWX:
-0.34
VFIAX:
2.62
DODWX:
9.58%
VFIAX:
4.93%
DODWX:
20.05%
VFIAX:
19.77%
DODWX:
-62.73%
VFIAX:
-55.20%
DODWX:
-9.30%
VFIAX:
-3.43%
Returns By Period
In the year-to-date period, DODWX achieves a 10.58% return, which is significantly higher than VFIAX's 1.04% return. Over the past 10 years, DODWX has underperformed VFIAX with an annualized return of 7.32%, while VFIAX has yielded a comparatively higher 12.80% annualized return.
DODWX
10.58%
4.84%
-6.56%
-2.55%
5.16%
13.42%
7.32%
VFIAX
1.04%
6.29%
-1.37%
14.40%
14.36%
15.89%
12.80%
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DODWX vs. VFIAX - Expense Ratio Comparison
DODWX has a 0.62% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Risk-Adjusted Performance
DODWX vs. VFIAX — Risk-Adjusted Performance Rank
DODWX
VFIAX
DODWX vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Global Stock Fund Class I (DODWX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.
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Dividends
DODWX vs. VFIAX - Dividend Comparison
DODWX's dividend yield for the trailing twelve months is around 12.97%, more than VFIAX's 1.28% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODWX Dodge & Cox Global Stock Fund Class I | 12.97% | 14.35% | 1.62% | 7.73% | 10.76% | 1.31% | 7.41% | 9.78% | 4.37% | 2.86% | 5.73% | 3.80% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.28% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
DODWX vs. VFIAX - Drawdown Comparison
The maximum DODWX drawdown since its inception was -62.73%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for DODWX and VFIAX.
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Volatility
DODWX vs. VFIAX - Volatility Comparison
The current volatility for Dodge & Cox Global Stock Fund Class I (DODWX) is 3.46%, while Vanguard 500 Index Fund Admiral Shares (VFIAX) has a volatility of 4.77%. This indicates that DODWX experiences smaller price fluctuations and is considered to be less risky than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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