DODWX vs. VITSX
Compare and contrast key facts about Dodge & Cox Global Stock Fund Class I (DODWX) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX).
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. VITSX is managed by Vanguard. It was launched on Jul 7, 1997.
Performance
DODWX vs. VITSX - Performance Comparison
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DODWX vs. VITSX - 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% |
VITSX Vanguard Total Stock Market Index Fund Institutional Shares | -3.97% | 17.14% | 23.25% | 26.51% | -19.51% | 25.74% | 20.99% | 30.80% | -5.18% | 21.16% |
Returns By Period
In the year-to-date period, DODWX achieves a -1.01% return, which is significantly higher than VITSX's -3.97% return. Over the past 10 years, DODWX has underperformed VITSX with an annualized return of 11.37%, while VITSX has yielded a comparatively higher 13.61% 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%
VITSX
- 1D
- 2.98%
- 1M
- -5.09%
- YTD
- -3.97%
- 6M
- -1.96%
- 1Y
- 17.73%
- 3Y*
- 17.85%
- 5Y*
- 10.49%
- 10Y*
- 13.61%
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DODWX vs. VITSX - Expense Ratio Comparison
DODWX has a 0.62% expense ratio, which is higher than VITSX's 0.03% expense ratio.
Return for Risk
DODWX vs. VITSX — Risk / Return Rank
DODWX
VITSX
DODWX vs. VITSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Global Stock Fund Class I (DODWX) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX). 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 | VITSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.98 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.50 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.51 | -0.11 |
Martin ratioReturn relative to average drawdown | 5.97 | 7.24 | -1.27 |
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 | VITSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.98 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.61 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.74 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.46 | -0.13 |
Correlation
The correlation between DODWX and VITSX 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.
Dividends
DODWX vs. VITSX - Dividend Comparison
DODWX's dividend yield for the trailing twelve months is around 8.50%, more than VITSX's 1.17% 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% |
VITSX Vanguard Total Stock Market Index Fund Institutional Shares | 1.17% | 1.12% | 1.27% | 1.43% | 1.66% | 1.21% | 1.42% | 1.77% | 2.04% | 1.71% | 1.93% | 1.99% |
Drawdowns
DODWX vs. VITSX - Drawdown Comparison
The maximum DODWX drawdown since its inception was -63.00%, which is greater than VITSX's maximum drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for DODWX and VITSX.
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Drawdown Indicators
| DODWX | VITSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.00% | -55.30% | -7.70% |
Max Drawdown (1Y)Largest decline over 1 year | -11.75% | -12.41% | +0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -21.78% | -25.36% | +3.58% |
Max Drawdown (10Y)Largest decline over 10 years | -41.17% | -34.97% | -6.20% |
Current DrawdownCurrent decline from peak | -6.85% | -6.21% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -9.93% | -10.12% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.59% | +0.17% |
Volatility
DODWX vs. VITSX - Volatility Comparison
Dodge & Cox Global Stock Fund Class I (DODWX) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) have volatilities of 5.37% and 5.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DODWX | VITSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 5.49% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.91% | 9.79% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.08% | 18.61% | -3.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.24% | 17.37% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.63% | 18.40% | +1.23% |