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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.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-1.11%
12.45%
DOXFX
TRBCX

Key characteristics

Sharpe Ratio

DOXFX:

0.15

TRBCX:

2.28

Sortino Ratio

DOXFX:

0.27

TRBCX:

2.97

Omega Ratio

DOXFX:

1.04

TRBCX:

1.42

Calmar Ratio

DOXFX:

0.15

TRBCX:

2.65

Martin Ratio

DOXFX:

0.47

TRBCX:

12.23

Ulcer Index

DOXFX:

3.91%

TRBCX:

3.30%

Daily Std Dev

DOXFX:

12.63%

TRBCX:

17.66%

Max Drawdown

DOXFX:

-19.24%

TRBCX:

-54.56%

Current Drawdown

DOXFX:

-11.51%

TRBCX:

-0.84%

Returns By Period

In the year-to-date period, DOXFX achieves a 2.07% return, which is significantly lower than TRBCX's 40.43% return.


DOXFX

YTD

2.07%

1M

-4.80%

6M

-1.10%

1Y

2.22%

5Y*

N/A

10Y*

N/A

TRBCX

YTD

40.43%

1M

3.46%

6M

11.39%

1Y

40.11%

5Y*

15.18%

10Y*

15.18%

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.


TRBCX
T. Rowe Price Blue Chip Growth Fund
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 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.


Sharpe ratio
The chart of Sharpe ratio for DOXFX, currently valued at 0.15, compared to the broader market-1.000.001.002.003.000.152.27
The chart of Sortino ratio for DOXFX, currently valued at 0.27, compared to the broader market-2.000.002.004.006.008.0010.000.272.96
The chart of Omega ratio for DOXFX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.41
The chart of Calmar ratio for DOXFX, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.0012.000.153.12
The chart of Martin ratio for DOXFX, currently valued at 0.47, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.4712.15
DOXFX
TRBCX

The current DOXFX Sharpe Ratio is 0.15, which is lower than the TRBCX Sharpe Ratio of 2.28. 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.15
2.27
DOXFX
TRBCX

Dividends

DOXFX vs. TRBCX - Dividend Comparison

DOXFX has not paid dividends to shareholders, while TRBCX's dividend yield for the trailing twelve months is around 8.76%.


TTM2023202220212020201920182017201620152014
DOXFX
Dodge & Cox International Stock X
0.00%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
8.76%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%JulyAugustSeptemberOctoberNovemberDecember
-11.51%
-0.84%
DOXFX
TRBCX

Volatility

DOXFX vs. TRBCX - Volatility Comparison

Dodge & Cox International Stock X (DOXFX) and T. Rowe Price Blue Chip Growth Fund (TRBCX) have volatilities of 5.17% and 4.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.17%
4.95%
DOXFX
TRBCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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