DOXFX vs. TRBCX
Compare and contrast key facts about Dodge & Cox International Stock X (DOXFX) and T. Rowe Price Blue Chip Growth Fund (TRBCX).
DOXFX is managed by Dodge & Cox. It was launched on Jan 5, 2001. TRBCX is managed by T. Rowe Price. It was launched on Jun 30, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DOXFX or TRBCX.
Key characteristics
| DOXFX | TRBCX | |
|---|---|---|
| YTD Return | 10.78% | 35.76% |
| 1Y Return | 21.09% | 46.15% |
| Sharpe Ratio | 1.65 | 2.58 |
| Sortino Ratio | 2.36 | 3.34 |
| Omega Ratio | 1.29 | 1.47 |
| Calmar Ratio | 2.52 | 2.38 |
| Martin Ratio | 7.61 | 14.20 |
| Ulcer Index | 2.77% | 3.30% |
| Daily Std Dev | 12.76% | 18.17% |
| Max Drawdown | -19.24% | -54.56% |
| Current Drawdown | -3.97% | 0.00% |
Correlation
The correlation between DOXFX and TRBCX is 0.59, 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.
Performance
DOXFX vs. TRBCX - Performance Comparison
In the year-to-date period, DOXFX achieves a 10.78% return, which is significantly lower than TRBCX's 35.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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.
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.
Dividends
DOXFX vs. TRBCX - Dividend Comparison
DOXFX's dividend yield for the trailing twelve months is around 2.15%, less than TRBCX's 2.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DOXFX Dodge & Cox International Stock X | 2.15% | 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 | 2.57% | 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.
Volatility
DOXFX vs. TRBCX - Volatility Comparison
The current volatility for Dodge & Cox International Stock X (DOXFX) is 3.03%, while T. Rowe Price Blue Chip Growth Fund (TRBCX) has a volatility of 4.93%. 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.