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

Correlation

The correlation between DODWX and VTWAX 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. VTWAX - 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 Total World Stock Index Fund Admiral Shares (VTWAX). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-9.13%
8.63%
DODWX
VTWAX

Key characteristics

Sharpe Ratio

DODWX:

0.01

VTWAX:

1.76

Sortino Ratio

DODWX:

0.11

VTWAX:

2.39

Omega Ratio

DODWX:

1.02

VTWAX:

1.32

Calmar Ratio

DODWX:

0.00

VTWAX:

2.60

Martin Ratio

DODWX:

0.02

VTWAX:

10.37

Ulcer Index

DODWX:

5.67%

VTWAX:

2.03%

Daily Std Dev

DODWX:

16.98%

VTWAX:

11.93%

Max Drawdown

DODWX:

-62.73%

VTWAX:

-34.20%

Current Drawdown

DODWX:

-13.61%

VTWAX:

-0.16%

Returns By Period

In the year-to-date period, DODWX achieves a 5.32% return, which is significantly higher than VTWAX's 3.90% return.


DODWX

YTD

5.32%

1M

4.34%

6M

-9.13%

1Y

-0.92%

5Y*

4.86%

10Y*

3.91%

VTWAX

YTD

3.90%

1M

1.91%

6M

8.63%

1Y

20.08%

5Y*

10.91%

10Y*

N/A

*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. VTWAX - Expense Ratio Comparison

DODWX has a 0.62% expense ratio, which is higher than VTWAX's 0.10% 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 VTWAX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

DODWX vs. VTWAX — Risk-Adjusted Performance Rank

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

DODWX
The Risk-Adjusted Performance Rank of DODWX is 55
Overall Rank
The Sharpe Ratio Rank of DODWX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of DODWX is 55
Sortino Ratio Rank
The Omega Ratio Rank of DODWX is 55
Omega Ratio Rank
The Calmar Ratio Rank of DODWX is 55
Calmar Ratio Rank
The Martin Ratio Rank of DODWX is 55
Martin Ratio Rank

VTWAX
The Risk-Adjusted Performance Rank of VTWAX is 8383
Overall Rank
The Sharpe Ratio Rank of VTWAX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VTWAX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VTWAX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VTWAX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VTWAX is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DODWX vs. VTWAX - 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 Total World Stock Index Fund Admiral Shares (VTWAX). 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 0.01, compared to the broader market-1.000.001.002.003.004.000.011.76
The chart of Sortino ratio for DODWX, currently valued at 0.11, compared to the broader market0.005.0010.000.112.39
The chart of Omega ratio for DODWX, currently valued at 1.02, compared to the broader market1.002.003.004.001.021.32
The chart of Calmar ratio for DODWX, currently valued at 0.00, compared to the broader market0.005.0010.0015.0020.000.002.60
The chart of Martin ratio for DODWX, currently valued at 0.02, compared to the broader market0.0020.0040.0060.0080.00100.000.0210.37
DODWX
VTWAX

The current DODWX Sharpe Ratio is 0.01, which is lower than the VTWAX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of DODWX and VTWAX, 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.01
1.76
DODWX
VTWAX

Dividends

DODWX vs. VTWAX - Dividend Comparison

DODWX's dividend yield for the trailing twelve months is around 1.99%, more than VTWAX's 1.86% yield.


TTM20242023202220212020201920182017201620152014
DODWX
Dodge & Cox Global Stock Fund Class I
1.99%2.09%1.62%1.69%1.89%1.31%2.67%2.30%0.96%1.18%1.78%1.30%
VTWAX
Vanguard Total World Stock Index Fund Admiral Shares
1.86%1.93%2.06%2.16%1.79%1.64%2.29%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DODWX vs. VTWAX - Drawdown Comparison

The maximum DODWX drawdown since its inception was -62.73%, which is greater than VTWAX's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for DODWX and VTWAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-13.61%
-0.16%
DODWX
VTWAX

Volatility

DODWX vs. VTWAX - Volatility Comparison

The current volatility for Dodge & Cox Global Stock Fund Class I (DODWX) is 2.96%, while Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) has a volatility of 3.48%. This indicates that DODWX experiences smaller price fluctuations and is considered to be less risky than VTWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
2.96%
3.48%
DODWX
VTWAX
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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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