DOXFX vs. CDHIX
Compare and contrast key facts about Dodge & Cox International Stock X (DOXFX) and Calvert International Responsible Index Fund (CDHIX).
DOXFX is managed by Dodge & Cox. It was launched on Jan 5, 2001. CDHIX is managed by Calvert Research and Management. It was launched on Oct 30, 2015.
Performance
DOXFX vs. CDHIX - Performance Comparison
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DOXFX vs. CDHIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DOXFX Dodge & Cox International Stock X | 0.79% | 38.90% | 3.85% | 16.81% | -0.58% |
CDHIX Calvert International Responsible Index Fund | 1.56% | 33.29% | 5.04% | 20.03% | -2.13% |
Returns By Period
In the year-to-date period, DOXFX achieves a 0.79% return, which is significantly lower than CDHIX's 1.56% return.
DOXFX
- 1D
- 2.60%
- 1M
- -7.06%
- YTD
- 0.79%
- 6M
- 5.41%
- 1Y
- 27.20%
- 3Y*
- 16.94%
- 5Y*
- —
- 10Y*
- —
CDHIX
- 1D
- 3.36%
- 1M
- -8.08%
- YTD
- 1.56%
- 6M
- 6.56%
- 1Y
- 28.01%
- 3Y*
- 15.92%
- 5Y*
- 8.23%
- 10Y*
- 9.62%
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DOXFX vs. CDHIX - Expense Ratio Comparison
DOXFX has a 0.52% expense ratio, which is higher than CDHIX's 0.29% expense ratio.
Return for Risk
DOXFX vs. CDHIX — Risk / Return Rank
DOXFX
CDHIX
DOXFX vs. CDHIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock X (DOXFX) and Calvert International Responsible Index Fund (CDHIX). 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.
| DOXFX | CDHIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 1.62 | +0.22 |
Sortino ratioReturn per unit of downside risk | 2.36 | 2.19 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.32 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.16 | +0.16 |
Martin ratioReturn relative to average drawdown | 8.82 | 8.68 | +0.13 |
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
| DOXFX | CDHIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.62 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.52 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.25 | 0.56 | +0.70 |
Correlation
The correlation between DOXFX and CDHIX is 0.89, 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
DOXFX vs. CDHIX - Dividend Comparison
DOXFX's dividend yield for the trailing twelve months is around 5.11%, more than CDHIX's 3.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DOXFX Dodge & Cox International Stock X | 5.11% | 5.15% | 2.36% | 2.38% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CDHIX Calvert International Responsible Index Fund | 3.34% | 3.39% | 2.87% | 2.00% | 1.92% | 2.00% | 1.25% | 1.72% | 2.25% | 1.35% | 2.01% |
Drawdowns
DOXFX vs. CDHIX - Drawdown Comparison
The maximum DOXFX drawdown since its inception was -14.41%, smaller than the maximum CDHIX drawdown of -32.32%. Use the drawdown chart below to compare losses from any high point for DOXFX and CDHIX.
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Drawdown Indicators
| DOXFX | CDHIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.41% | -32.32% | +17.91% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -12.61% | +1.19% |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.01% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.32% | — |
Current DrawdownCurrent decline from peak | -8.54% | -9.68% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -2.76% | -6.39% | +3.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 3.14% | -0.13% |
Volatility
DOXFX vs. CDHIX - Volatility Comparison
The current volatility for Dodge & Cox International Stock X (DOXFX) is 7.08%, while Calvert International Responsible Index Fund (CDHIX) has a volatility of 8.55%. This indicates that DOXFX experiences smaller price fluctuations and is considered to be less risky than CDHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOXFX | CDHIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.08% | 8.55% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 12.19% | -2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 17.63% | -2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.82% | 16.00% | -2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.82% | 16.42% | -2.60% |