DOXFX vs. IDMO
Compare and contrast key facts about Dodge & Cox International Stock X (DOXFX) and Invesco S&P International Developed Momentum ETF (IDMO).
DOXFX is managed by Dodge & Cox. It was launched on Jan 5, 2001. IDMO is a passively managed fund by Invesco that tracks the performance of the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. It was launched on Feb 24, 2012.
Performance
DOXFX vs. IDMO - Performance Comparison
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DOXFX vs. IDMO - 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% |
IDMO Invesco S&P International Developed Momentum ETF | 1.97% | 42.17% | 12.79% | 20.16% | 1.09% |
Returns By Period
In the year-to-date period, DOXFX achieves a 0.79% return, which is significantly lower than IDMO's 1.97% return.
DOXFX
- 1D
- 2.60%
- 1M
- -7.06%
- YTD
- 0.79%
- 6M
- 5.41%
- 1Y
- 27.20%
- 3Y*
- 16.94%
- 5Y*
- —
- 10Y*
- —
IDMO
- 1D
- 2.81%
- 1M
- -4.19%
- YTD
- 1.97%
- 6M
- 7.03%
- 1Y
- 31.67%
- 3Y*
- 23.75%
- 5Y*
- 14.52%
- 10Y*
- 11.86%
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DOXFX vs. IDMO - Expense Ratio Comparison
DOXFX has a 0.52% expense ratio, which is higher than IDMO's 0.25% expense ratio.
Return for Risk
DOXFX vs. IDMO — Risk / Return Rank
DOXFX
IDMO
DOXFX vs. IDMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock X (DOXFX) and Invesco S&P International Developed Momentum ETF (IDMO). 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 | IDMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 1.66 | +0.18 |
Sortino ratioReturn per unit of downside risk | 2.36 | 2.28 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.35 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.66 | -0.34 |
Martin ratioReturn relative to average drawdown | 8.82 | 10.75 | -1.93 |
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 | IDMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.66 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.83 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.25 | 0.44 | +0.82 |
Correlation
The correlation between DOXFX and IDMO is 0.78, 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. IDMO - Dividend Comparison
DOXFX's dividend yield for the trailing twelve months is around 5.11%, more than IDMO's 3.73% 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% |
IDMO Invesco S&P International Developed Momentum ETF | 3.73% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
Drawdowns
DOXFX vs. IDMO - Drawdown Comparison
The maximum DOXFX drawdown since its inception was -14.41%, smaller than the maximum IDMO drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for DOXFX and IDMO.
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Drawdown Indicators
| DOXFX | IDMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.41% | -39.38% | +24.97% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -12.31% | +0.89% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.34% | — |
Current DrawdownCurrent decline from peak | -8.54% | -6.22% | -2.32% |
Average DrawdownAverage peak-to-trough decline | -2.76% | -9.85% | +7.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 3.05% | -0.04% |
Volatility
DOXFX vs. IDMO - Volatility Comparison
The current volatility for Dodge & Cox International Stock X (DOXFX) is 7.08%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 9.12%. This indicates that DOXFX experiences smaller price fluctuations and is considered to be less risky than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOXFX | IDMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.08% | 9.12% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 12.67% | -2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 19.21% | -4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.82% | 17.67% | -3.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.82% | 17.90% | -4.08% |