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DODWX vs. VFWAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DODWX and VFWAX is 0.90, 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.


-0.50.00.51.00.9

Performance

DODWX vs. VFWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Global Stock Fund Class I (DODWX) and Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember
-13.08%
-2.13%
DODWX
VFWAX

Key characteristics

Sharpe Ratio

DODWX:

-0.47

VFWAX:

0.33

Sortino Ratio

DODWX:

-0.43

VFWAX:

0.54

Omega Ratio

DODWX:

0.91

VFWAX:

1.07

Calmar Ratio

DODWX:

-0.42

VFWAX:

0.41

Martin Ratio

DODWX:

-2.08

VFWAX:

1.23

Ulcer Index

DODWX:

4.05%

VFWAX:

3.33%

Daily Std Dev

DODWX:

18.14%

VFWAX:

12.24%

Max Drawdown

DODWX:

-62.73%

VFWAX:

-34.93%

Current Drawdown

DODWX:

-19.57%

VFWAX:

-9.64%

Returns By Period

In the year-to-date period, DODWX achieves a -8.24% return, which is significantly lower than VFWAX's 3.88% return. Over the past 10 years, DODWX has underperformed VFWAX with an annualized return of 3.02%, while VFWAX has yielded a comparatively higher 4.99% annualized return.


DODWX

YTD

-8.24%

1M

-17.13%

6M

-12.86%

1Y

-8.24%

5Y*

2.79%

10Y*

3.02%

VFWAX

YTD

3.88%

1M

-3.98%

6M

-1.78%

1Y

3.88%

5Y*

4.08%

10Y*

4.99%

*Annualized

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. VFWAX - Expense Ratio Comparison

DODWX has a 0.62% expense ratio, which is higher than VFWAX's 0.11% expense ratio.


DODWX
Dodge & Cox Global Stock Fund Class I
Expense ratio chart for DODWX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for VFWAX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

Risk-Adjusted Performance

DODWX vs. VFWAX - 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 FTSE All-World ex-US Index Fund Admiral Shares (VFWAX). 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.


Sharpe ratio
The chart of Sharpe ratio for DODWX, currently valued at -0.47, compared to the broader market-1.000.001.002.003.00-0.470.33
The chart of Sortino ratio for DODWX, currently valued at -0.43, compared to the broader market-2.000.002.004.006.008.00-0.430.54
The chart of Omega ratio for DODWX, currently valued at 0.91, compared to the broader market0.501.001.502.002.503.000.911.07
The chart of Calmar ratio for DODWX, currently valued at -0.42, compared to the broader market0.002.004.006.008.0010.0012.00-0.420.41
The chart of Martin ratio for DODWX, currently valued at -2.08, compared to the broader market0.0010.0020.0030.0040.0050.00-2.081.23
DODWX
VFWAX

The current DODWX Sharpe Ratio is -0.47, which is lower than the VFWAX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of DODWX and VFWAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember
-0.47
0.33
DODWX
VFWAX

Dividends

DODWX vs. VFWAX - Dividend Comparison

DODWX has not paid dividends to shareholders, while VFWAX's dividend yield for the trailing twelve months is around 1.57%.


TTM2023202220212020201920182017201620152014
DODWX
Dodge & Cox Global Stock Fund Class I
0.00%1.62%1.69%1.89%1.31%2.67%2.30%0.96%1.18%1.78%1.30%
VFWAX
Vanguard FTSE All-World ex-US Index Fund Admiral Shares
1.57%3.28%3.07%3.03%1.97%3.08%3.24%2.67%2.96%2.95%3.53%

Drawdowns

DODWX vs. VFWAX - Drawdown Comparison

The maximum DODWX drawdown since its inception was -62.73%, which is greater than VFWAX's maximum drawdown of -34.93%. Use the drawdown chart below to compare losses from any high point for DODWX and VFWAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-19.57%
-9.64%
DODWX
VFWAX

Volatility

DODWX vs. VFWAX - Volatility Comparison

Dodge & Cox Global Stock Fund Class I (DODWX) has a higher volatility of 15.83% compared to Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) at 3.43%. This indicates that DODWX's price experiences larger fluctuations and is considered to be riskier than VFWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember
15.83%
3.43%
DODWX
VFWAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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