DOXFX vs. SWISX
Compare and contrast key facts about Dodge & Cox International Stock X (DOXFX) and Schwab International Index Fund (SWISX).
DOXFX is managed by Dodge & Cox. It was launched on Jan 5, 2001. SWISX is a passively managed fund by Charles Schwab that tracks the performance of the MSCI EAFE Index. It was launched on May 19, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DOXFX or SWISX.
Key characteristics
| DOXFX | SWISX | |
|---|---|---|
| YTD Return | 9.99% | 6.83% |
| 1Y Return | 20.22% | 18.34% |
| Sharpe Ratio | 1.52 | 1.37 |
| Sortino Ratio | 2.19 | 1.96 |
| Omega Ratio | 1.27 | 1.24 |
| Calmar Ratio | 2.33 | 1.66 |
| Martin Ratio | 7.05 | 7.38 |
| Ulcer Index | 2.76% | 2.40% |
| Daily Std Dev | 12.77% | 12.89% |
| Max Drawdown | -19.24% | -60.65% |
| Current Drawdown | -4.66% | -6.52% |
Correlation
The correlation between DOXFX and SWISX is 0.89, 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. SWISX - Performance Comparison
In the year-to-date period, DOXFX achieves a 9.99% return, which is significantly higher than SWISX's 6.83% 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. SWISX - Expense Ratio Comparison
DOXFX has a 0.52% expense ratio, which is higher than SWISX's 0.06% expense ratio.
Risk-Adjusted Performance
DOXFX vs. SWISX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock X (DOXFX) and Schwab International Index Fund (SWISX). 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. SWISX - Dividend Comparison
DOXFX's dividend yield for the trailing twelve months is around 2.17%, less than SWISX's 3.10% 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% |
SWISX Schwab International Index Fund | 3.10% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% | 3.37% | 2.54% |
Drawdowns
DOXFX vs. SWISX - Drawdown Comparison
The maximum DOXFX drawdown since its inception was -19.24%, smaller than the maximum SWISX drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for DOXFX and SWISX. For additional features, visit the drawdowns tool.
Volatility
DOXFX vs. SWISX - Volatility Comparison
The current volatility for Dodge & Cox International Stock X (DOXFX) is 2.93%, while Schwab International Index Fund (SWISX) has a volatility of 3.46%. This indicates that DOXFX experiences smaller price fluctuations and is considered to be less risky than SWISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.