DOXFX vs. VGIAX

Last updated Jun 24, 2026

DOXFX (Dodge & Cox International Stock X) and VGIAX (Vanguard Growth and Income Fund Admiral Shares) are both mutual funds - DOXFX is a Foreign Large Cap Equities fund managed by Dodge & Cox, while VGIAX is a Large Cap Blend Equities fund actively managed by Vanguard. Over the past 3 years, DOXFX returned 20.97%/yr vs 21.96%/yr for VGIAX. A 0.65 correlation means they provide meaningful diversification when combined. DOXFX charges 0.52%/yr vs 0.28%/yr for VGIAX.

Performance

DOXFX vs. VGIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox International Stock X (DOXFX) and Vanguard Growth and Income Fund Admiral Shares (VGIAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DOXFX achieves a 13.97% return, which is significantly higher than VGIAX's 9.14% return.

DOXFX

• 1D: 0.70%
• 1M: 3.36%
• YTD: 13.97%
• 6M: 13.97%
• 1Y: 32.79%
• 3Y*: 20.97%
• 5Y*: —
• 10Y*: —

VGIAX

• 1D: -0.35%
• 1M: 1.29%
• YTD: 9.14%
• 6M: 7.97%
• 1Y: 26.25%
• 3Y*: 21.96%
• 5Y*: 13.80%
• 10Y*: 15.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DOXFX vs. VGIAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DOXFX Dodge & Cox International Stock X	13.97%	38.90%	3.85%	16.81%	-0.58%
VGIAX Vanguard Growth and Income Fund Admiral Shares	9.14%	19.26%	25.84%	24.83%	-2.51%

Correlation

The correlation between DOXFX and VGIAX is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (All Time) Calculated using the full available price history since Dec 12, 2022	0.65

The correlation between DOXFX and VGIAX has been stable across timeframes, ranging from 0.63 to 0.70 - a consistent structural relationship.

Return for Risk

DOXFX vs. VGIAX — Risk / Return Rank

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

DOXFX

DOXFX Risk / Return Rank: 72
DOXFX Sharpe Ratio Rank: 81
DOXFX Sortino Ratio Rank: 73
DOXFX Omega Ratio Rank: 76
DOXFX Calmar Ratio Rank: 68
DOXFX Martin Ratio Rank: 62

VGIAX

VGIAX Risk / Return Rank: 58
VGIAX Sharpe Ratio Rank: 58
VGIAX Sortino Ratio Rank: 52
VGIAX Omega Ratio Rank: 53
VGIAX Calmar Ratio Rank: 60
VGIAX Martin Ratio Rank: 69

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DOXFX vs. VGIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock X (DOXFX) and Vanguard Growth and Income Fund Admiral Shares (VGIAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DOXFX	VGIAX	Difference
Sharpe ratio: Return per unit of total volatility	2.43	2.07	+0.36
Sortino ratio: Return per unit of downside risk	3.25	2.79	+0.46
Omega ratio: Gain probability vs. loss probability	1.45	1.37	+0.08
Calmar ratio: Return relative to maximum drawdown	3.03	2.84	+0.19
Martin ratio: Return relative to average drawdown	11.49	12.47	-0.98

DOXFX vs. VGIAX - Sharpe Ratio Comparison

The current DOXFX Sharpe Ratio is 2.43, which is comparable to the VGIAX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of DOXFX and VGIAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DOXFX vs. VGIAX - Drawdown Comparison

The maximum DOXFX drawdown since its inception was -14.41%, smaller than the maximum VGIAX drawdown of -56.85%. Use the drawdown chart below to compare losses from any high point for DOXFX and VGIAX.

Drawdown Indicators

	DOXFX	VGIAX	Difference
Max Drawdown Largest peak-to-trough decline	-14.41%	-56.85%	+42.44%
Max Drawdown (1Y) Largest decline over 1 year	-11.08%	-9.73%	-1.35%
Max Drawdown (3Y) Largest decline over 3 years	-14.41%	-19.66%	+5.25%
Max Drawdown (5Y) Largest decline over 5 years	—	-23.30%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.33%	—
Current Drawdown Current decline from peak	0.00%	-1.21%	+1.21%
Average Drawdown Average peak-to-trough decline	-2.70%	-9.32%	+6.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	2.21%	+0.70%

Volatility

DOXFX vs. VGIAX - Volatility Comparison

Dodge & Cox International Stock X (DOXFX) and Vanguard Growth and Income Fund Admiral Shares (VGIAX) have volatilities of 5.41% and 5.26%, 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.

Volatility by Period

	DOXFX	VGIAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.41%	5.26%	+0.15%
Volatility (6M) Calculated over the trailing 6-month period	11.91%	10.48%	+1.43%
Volatility (1Y) Calculated over the trailing 1-year period	13.81%	13.35%	+0.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.05%	17.23%	-3.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.05%	18.27%	-4.22%

DOXFX vs. VGIAX - Expense Ratio Comparison

DOXFX has a 0.52% expense ratio, which is higher than VGIAX's 0.28% expense ratio.

Dividends

DOXFX vs. VGIAX - Dividend Comparison

DOXFX's dividend yield for the trailing twelve months is around 4.52%, less than VGIAX's 9.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DOXFX Dodge & Cox International Stock X	4.52%	5.15%	2.36%	2.38%	2.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VGIAX Vanguard Growth and Income Fund Admiral Shares	9.83%	10.72%	11.67%	8.70%	9.81%	15.28%	6.63%	4.19%	8.05%	5.06%	7.01%	7.72%

Frequently Asked Questions

Can I hold both DOXFX and VGIAX in my portfolio?

DOXFX and VGIAX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DOXFX or VGIAX?

DOXFX has higher volatility (5.41%) compared to VGIAX (5.26%). In terms of maximum drawdown, DOXFX dropped -14.41% vs VGIAX's -56.85%.

Which has better risk-adjusted returns?

DOXFX currently has the higher Sharpe Ratio (2.43 vs 2.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.