DODWX vs. VITSX
DODWX (Dodge & Cox Global Stock Fund Class I) and VITSX (Vanguard Total Stock Market Index Fund Institutional Shares) are both mutual funds - DODWX is a Global Equities fund tracking the MSCI All Country World Index, while VITSX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, DODWX returned 11.81%/yr vs 15.04%/yr for VITSX. Their correlation of 0.87 suggests significant overlap in exposure. DODWX charges 0.62%/yr vs 0.03%/yr for VITSX.
Performance
DODWX vs. VITSX - Performance Comparison
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Returns By Period
In the year-to-date period, DODWX achieves a 6.77% return, which is significantly lower than VITSX's 11.14% return. Over the past 10 years, DODWX has underperformed VITSX with an annualized return of 11.81%, while VITSX has yielded a comparatively higher 15.04% annualized return.
DODWX
- 1D
- -0.88%
- 1M
- 1.08%
- YTD
- 6.77%
- 6M
- 8.92%
- 1Y
- 20.13%
- 3Y*
- 16.33%
- 5Y*
- 9.11%
- 10Y*
- 11.81%
VITSX
- 1D
- -0.76%
- 1M
- 4.07%
- YTD
- 11.14%
- 6M
- 10.87%
- 1Y
- 28.11%
- 3Y*
- 22.05%
- 5Y*
- 12.69%
- 10Y*
- 15.04%
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 | 6.77% | 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 | 11.14% | 17.14% | 23.25% | 26.51% | -19.51% | 25.74% | 20.99% | 30.80% | -5.18% | 21.16% |
Correlation
The correlation between DODWX and VITSX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since May 2, 2008 | 0.87 |
The correlation between DODWX and VITSX shifts across timeframes, from 0.75 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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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 | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.42 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | 3.17 | -0.90 |
| Martin ratioReturn relative to average drawdown | 8.83 | 14.62 | -5.79 |
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 | 1.78 | 2.32 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.73 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.82 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.49 | -0.14 |
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 | -9.11% | -8.92% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -19.25% | -19.36% | +0.11% |
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 | -1.23% | -0.76% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -9.85% | -10.07% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 1.93% | +0.40% |
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 3.04% and 3.05%, 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 | 3.04% | 3.05% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 9.20% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 12.22% | -0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.23% | 17.36% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.58% | 18.41% | +1.17% |
DODWX vs. VITSX - Expense Ratio Comparison
DODWX has a 0.62% expense ratio, which is higher than VITSX's 0.03% expense ratio.
Dividends
DODWX vs. VITSX - Dividend Comparison
DODWX's dividend yield for the trailing twelve months is around 7.88%, more than VITSX's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODWX Dodge & Cox Global Stock Fund Class I | 7.88% | 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 | 1.01% | 1.12% | 1.27% | 1.43% | 1.66% | 1.21% | 1.42% | 1.77% | 2.04% | 1.71% | 1.93% | 1.99% |
Frequently Asked Questions
DODWX and VITSX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VITSX has higher volatility (3.05%) compared to DODWX (3.04%). In terms of maximum drawdown, DODWX dropped -63.00% vs VITSX's -55.30%.
VITSX currently has the higher Sharpe Ratio (2.32 vs 1.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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