DOXFX vs. SIMYX
Compare and contrast key facts about Dodge & Cox International Stock X (DOXFX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX).
DOXFX is managed by Dodge & Cox. It was launched on Jan 5, 2001. SIMYX is managed by BlackRock. It was launched on Oct 16, 2016.
Performance
DOXFX vs. SIMYX - Performance Comparison
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DOXFX vs. SIMYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DOXFX Dodge & Cox International Stock X | -1.76% | 38.90% | 3.85% | 16.81% | -0.58% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.35% | 30.07% | 6.26% | 13.11% | 0.52% |
Returns By Period
In the year-to-date period, DOXFX achieves a -1.76% return, which is significantly lower than SIMYX's 3.35% return.
DOXFX
- 1D
- -0.12%
- 1M
- -10.86%
- YTD
- -1.76%
- 6M
- 3.40%
- 1Y
- 24.39%
- 3Y*
- 15.94%
- 5Y*
- —
- 10Y*
- —
SIMYX
- 1D
- 0.58%
- 1M
- -7.35%
- YTD
- 3.35%
- 6M
- 7.54%
- 1Y
- 22.67%
- 3Y*
- 15.31%
- 5Y*
- 8.60%
- 10Y*
- —
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DOXFX vs. SIMYX - Expense Ratio Comparison
DOXFX has a 0.52% expense ratio, which is lower than SIMYX's 0.86% expense ratio.
Return for Risk
DOXFX vs. SIMYX — Risk / Return Rank
DOXFX
SIMYX
DOXFX vs. SIMYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock X (DOXFX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 1.75 | -0.18 |
Sortino ratioReturn per unit of downside risk | 2.03 | 2.30 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.35 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 2.52 | -0.65 |
Martin ratioReturn relative to average drawdown | 7.32 | 9.65 | -2.33 |
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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.75 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.58 | +0.61 |
Correlation
The correlation between DOXFX and SIMYX is 0.76, 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. SIMYX - Dividend Comparison
DOXFX's dividend yield for the trailing twelve months is around 5.24%, more than SIMYX's 3.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DOXFX Dodge & Cox International Stock X | 5.24% | 5.15% | 2.36% | 2.38% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.03% | 3.13% | 5.26% | 3.62% | 3.13% | 3.41% | 1.96% | 3.09% | 3.01% | 2.74% |
Drawdowns
DOXFX vs. SIMYX - Drawdown Comparison
The maximum DOXFX drawdown since its inception was -14.41%, smaller than the maximum SIMYX drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for DOXFX and SIMYX.
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Drawdown Indicators
| DOXFX | SIMYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.41% | -32.14% | +17.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -8.55% | -2.87% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.06% | — |
Current DrawdownCurrent decline from peak | -10.86% | -7.35% | -3.51% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -6.14% | +3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.23% | +0.77% |
Volatility
DOXFX vs. SIMYX - Volatility Comparison
Dodge & Cox International Stock X (DOXFX) has a higher volatility of 6.48% compared to SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) at 4.79%. This indicates that DOXFX's price experiences larger fluctuations and is considered to be riskier than SIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOXFX | SIMYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.48% | 4.79% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 7.26% | +2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.95% | 12.54% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.75% | 11.31% | +2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.75% | 12.24% | +1.51% |