DOXFX vs. GTMIX
Compare and contrast key facts about Dodge & Cox International Stock X (DOXFX) and GMO Tax-Managed International Equities Fund (GTMIX).
DOXFX is managed by Dodge & Cox. It was launched on Jan 5, 2001. GTMIX is managed by GMO. It was launched on Jul 28, 1998.
Performance
DOXFX vs. GTMIX - Performance Comparison
Loading graphics...
DOXFX vs. GTMIX - 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% |
GTMIX GMO Tax-Managed International Equities Fund | 8.42% | 46.17% | 1.54% | 14.96% | 0.24% |
Returns By Period
In the year-to-date period, DOXFX achieves a 0.79% return, which is significantly lower than GTMIX's 8.42% return.
DOXFX
- 1D
- 2.60%
- 1M
- -7.06%
- YTD
- 0.79%
- 6M
- 5.41%
- 1Y
- 27.20%
- 3Y*
- 16.94%
- 5Y*
- —
- 10Y*
- —
GTMIX
- 1D
- 2.48%
- 1M
- -3.58%
- YTD
- 8.42%
- 6M
- 17.91%
- 1Y
- 41.17%
- 3Y*
- 20.26%
- 5Y*
- 11.29%
- 10Y*
- 9.87%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DOXFX vs. GTMIX - Expense Ratio Comparison
DOXFX has a 0.52% expense ratio, which is lower than GTMIX's 0.68% expense ratio.
Return for Risk
DOXFX vs. GTMIX — Risk / Return Rank
DOXFX
GTMIX
DOXFX vs. GTMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock X (DOXFX) and GMO Tax-Managed International Equities Fund (GTMIX). 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 | GTMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 2.67 | -0.83 |
Sortino ratioReturn per unit of downside risk | 2.36 | 3.40 | -1.04 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.52 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.32 | 3.54 | -1.22 |
Martin ratioReturn relative to average drawdown | 8.82 | 16.76 | -7.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DOXFX | GTMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.67 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.76 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.25 | 0.40 | +0.86 |
Correlation
The correlation between DOXFX and GTMIX 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.
Dividends
DOXFX vs. GTMIX - Dividend Comparison
DOXFX's dividend yield for the trailing twelve months is around 5.11%, less than GTMIX's 20.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
GTMIX GMO Tax-Managed International Equities Fund | 20.69% | 22.43% | 5.94% | 0.36% | 5.44% | 16.55% | 2.25% | 4.13% | 7.25% | 2.96% | 4.05% | 3.26% |
Drawdowns
DOXFX vs. GTMIX - Drawdown Comparison
The maximum DOXFX drawdown since its inception was -14.41%, smaller than the maximum GTMIX drawdown of -58.31%. Use the drawdown chart below to compare losses from any high point for DOXFX and GTMIX.
Loading graphics...
Drawdown Indicators
| DOXFX | GTMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.41% | -58.31% | +43.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -11.24% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.81% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.32% | — |
Current DrawdownCurrent decline from peak | -8.54% | -4.51% | -4.03% |
Average DrawdownAverage peak-to-trough decline | -2.76% | -12.75% | +9.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.38% | +0.63% |
Volatility
DOXFX vs. GTMIX - Volatility Comparison
Dodge & Cox International Stock X (DOXFX) has a higher volatility of 7.08% compared to GMO Tax-Managed International Equities Fund (GTMIX) at 5.97%. This indicates that DOXFX's price experiences larger fluctuations and is considered to be riskier than GTMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DOXFX | GTMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.08% | 5.97% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 9.56% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 15.56% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.82% | 14.91% | -1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.82% | 16.06% | -2.24% |