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DOXFX vs. TRBCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DOXFX and TRBCX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

DOXFX vs. TRBCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox International Stock X (DOXFX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
2.94%
8.55%
DOXFX
TRBCX

Key characteristics

Sharpe Ratio

DOXFX:

1.21

TRBCX:

1.41

Sortino Ratio

DOXFX:

1.68

TRBCX:

1.94

Omega Ratio

DOXFX:

1.21

TRBCX:

1.26

Calmar Ratio

DOXFX:

1.32

TRBCX:

2.00

Martin Ratio

DOXFX:

3.32

TRBCX:

7.50

Ulcer Index

DOXFX:

4.48%

TRBCX:

3.43%

Daily Std Dev

DOXFX:

12.31%

TRBCX:

17.97%

Max Drawdown

DOXFX:

-19.24%

TRBCX:

-54.56%

Current Drawdown

DOXFX:

-2.31%

TRBCX:

-4.56%

Returns By Period

In the year-to-date period, DOXFX achieves a 8.52% return, which is significantly higher than TRBCX's 0.28% return.


DOXFX

YTD

8.52%

1M

3.93%

6M

3.45%

1Y

13.71%

5Y*

N/A

10Y*

N/A

TRBCX

YTD

0.28%

1M

-4.14%

6M

8.84%

1Y

21.75%

5Y*

14.66%

10Y*

14.24%

*Annualized

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. TRBCX - Expense Ratio Comparison

DOXFX has a 0.52% expense ratio, which is lower than TRBCX's 0.69% expense ratio.


Expense ratio chart for TRBCX: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for DOXFX: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%

Risk-Adjusted Performance

DOXFX vs. TRBCX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DOXFX
The Risk-Adjusted Performance Rank of DOXFX is 6363
Overall Rank
The Sharpe Ratio Rank of DOXFX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of DOXFX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of DOXFX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of DOXFX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of DOXFX is 5151
Martin Ratio Rank

TRBCX
The Risk-Adjusted Performance Rank of TRBCX is 7777
Overall Rank
The Sharpe Ratio Rank of TRBCX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of TRBCX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of TRBCX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of TRBCX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of TRBCX is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DOXFX vs. TRBCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock X (DOXFX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). 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.


The chart of Sharpe ratio for DOXFX, currently valued at 1.21, compared to the broader market-1.000.001.002.003.004.001.211.41
The chart of Sortino ratio for DOXFX, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.0012.001.681.94
The chart of Omega ratio for DOXFX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.26
The chart of Calmar ratio for DOXFX, currently valued at 1.32, compared to the broader market0.005.0010.0015.0020.001.322.00
The chart of Martin ratio for DOXFX, currently valued at 3.32, compared to the broader market0.0020.0040.0060.0080.003.327.50
DOXFX
TRBCX

The current DOXFX Sharpe Ratio is 1.21, which is comparable to the TRBCX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of DOXFX and TRBCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.21
1.41
DOXFX
TRBCX

Dividends

DOXFX vs. TRBCX - Dividend Comparison

DOXFX's dividend yield for the trailing twelve months is around 2.17%, less than TRBCX's 9.05% yield.


TTM20242023202220212020201920182017201620152014
DOXFX
Dodge & Cox International Stock X
2.17%2.36%2.38%2.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRBCX
T. Rowe Price Blue Chip Growth Fund
9.05%9.08%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%4.85%

Drawdowns

DOXFX vs. TRBCX - Drawdown Comparison

The maximum DOXFX drawdown since its inception was -19.24%, smaller than the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for DOXFX and TRBCX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.31%
-4.56%
DOXFX
TRBCX

Volatility

DOXFX vs. TRBCX - Volatility Comparison

The current volatility for Dodge & Cox International Stock X (DOXFX) is 3.47%, while T. Rowe Price Blue Chip Growth Fund (TRBCX) has a volatility of 5.45%. This indicates that DOXFX experiences smaller price fluctuations and is considered to be less risky than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
3.47%
5.45%
DOXFX
TRBCX