DOXFX vs. DODWX
Compare and contrast key facts about Dodge & Cox International Stock X (DOXFX) and Dodge & Cox Global Stock Fund Class I (DODWX).
DOXFX is managed by Dodge & Cox. It was launched on Jan 5, 2001. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DOXFX or DODWX.
Key characteristics
| DOXFX | DODWX | |
|---|---|---|
| YTD Return | 9.56% | 12.06% |
| 1Y Return | 20.17% | 24.41% |
| Sharpe Ratio | 1.54 | 2.13 |
| Sortino Ratio | 2.21 | 2.94 |
| Omega Ratio | 1.27 | 1.37 |
| Calmar Ratio | 2.36 | 1.61 |
| Martin Ratio | 7.08 | 12.85 |
| Ulcer Index | 2.79% | 1.84% |
| Daily Std Dev | 12.82% | 11.10% |
| Max Drawdown | -19.24% | -62.73% |
| Current Drawdown | -5.03% | -1.76% |
Correlation
The correlation between DOXFX and DODWX is 0.92, 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.
Performance
DOXFX vs. DODWX - Performance Comparison
In the year-to-date period, DOXFX achieves a 9.56% return, which is significantly lower than DODWX's 12.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DOXFX vs. DODWX - Expense Ratio Comparison
DOXFX has a 0.52% expense ratio, which is lower than DODWX's 0.62% expense ratio.
Risk-Adjusted Performance
DOXFX vs. DODWX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock X (DOXFX) and Dodge & Cox Global Stock Fund Class I (DODWX). 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.
Dividends
DOXFX vs. DODWX - Dividend Comparison
DOXFX's dividend yield for the trailing twelve months is around 2.18%, more than DODWX's 1.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOXFX Dodge & Cox International Stock X | 2.18% | 2.38% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DODWX Dodge & Cox Global Stock Fund Class I | 1.44% | 1.62% | 1.69% | 1.89% | 1.31% | 2.67% | 2.30% | 0.96% | 1.18% | 1.78% | 1.30% | 1.42% |
Drawdowns
DOXFX vs. DODWX - Drawdown Comparison
The maximum DOXFX drawdown since its inception was -19.24%, smaller than the maximum DODWX drawdown of -62.73%. Use the drawdown chart below to compare losses from any high point for DOXFX and DODWX. For additional features, visit the drawdowns tool.
Volatility
DOXFX vs. DODWX - Volatility Comparison
Dodge & Cox International Stock X (DOXFX) has a higher volatility of 3.20% compared to Dodge & Cox Global Stock Fund Class I (DODWX) at 2.63%. This indicates that DOXFX's price experiences larger fluctuations and is considered to be riskier than DODWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.