DOXFX vs. FXAIX
Compare and contrast key facts about Dodge & Cox International Stock X (DOXFX) and Fidelity 500 Index Fund (FXAIX).
DOXFX is managed by Dodge & Cox. It was launched on Jan 5, 2001. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DOXFX or FXAIX.
Key characteristics
| DOXFX | FXAIX | |
|---|---|---|
| YTD Return | 9.99% | 22.62% |
| 1Y Return | 20.22% | 33.98% |
| Sharpe Ratio | 1.52 | 2.85 |
| Sortino Ratio | 2.19 | 3.78 |
| Omega Ratio | 1.27 | 1.53 |
| Calmar Ratio | 2.33 | 4.10 |
| Martin Ratio | 7.05 | 18.55 |
| Ulcer Index | 2.76% | 1.87% |
| Daily Std Dev | 12.77% | 12.13% |
| Max Drawdown | -19.24% | -33.79% |
| Current Drawdown | -4.66% | -1.36% |
Correlation
The correlation between DOXFX and FXAIX is 0.71, 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. FXAIX - Performance Comparison
In the year-to-date period, DOXFX achieves a 9.99% return, which is significantly lower than FXAIX's 22.62% 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. FXAIX - Expense Ratio Comparison
DOXFX has a 0.52% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
DOXFX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock X (DOXFX) and Fidelity 500 Index Fund (FXAIX). 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. FXAIX - Dividend Comparison
DOXFX's dividend yield for the trailing twelve months is around 2.17%, more than FXAIX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOXFX Dodge & Cox International Stock X | 2.17% | 2.38% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
Drawdowns
DOXFX vs. FXAIX - Drawdown Comparison
The maximum DOXFX drawdown since its inception was -19.24%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for DOXFX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
DOXFX vs. FXAIX - Volatility Comparison
Dodge & Cox International Stock X (DOXFX) and Fidelity 500 Index Fund (FXAIX) have volatilities of 2.93% and 3.04%, 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.