DOXFX vs. VTSNX
Compare and contrast key facts about Dodge & Cox International Stock X (DOXFX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX).
DOXFX is managed by Dodge & Cox. It was launched on Jan 5, 2001. VTSNX is managed by Vanguard. It was launched on Nov 29, 2010.
Performance
DOXFX vs. VTSNX - Performance Comparison
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DOXFX vs. VTSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DOXFX Dodge & Cox International Stock X | 0.79% | 38.90% | 3.85% | 16.81% | -0.58% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 1.74% | 32.24% | 5.38% | 15.29% | -1.16% |
Returns By Period
In the year-to-date period, DOXFX achieves a 0.79% return, which is significantly lower than VTSNX's 1.74% return.
DOXFX
- 1D
- 2.60%
- 1M
- -7.06%
- YTD
- 0.79%
- 6M
- 5.41%
- 1Y
- 27.20%
- 3Y*
- 16.94%
- 5Y*
- —
- 10Y*
- —
VTSNX
- 1D
- 2.80%
- 1M
- -7.28%
- YTD
- 1.74%
- 6M
- 5.73%
- 1Y
- 27.11%
- 3Y*
- 15.29%
- 5Y*
- 7.23%
- 10Y*
- 8.85%
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DOXFX vs. VTSNX - Expense Ratio Comparison
DOXFX has a 0.52% expense ratio, which is higher than VTSNX's 0.08% expense ratio.
Return for Risk
DOXFX vs. VTSNX — Risk / Return Rank
DOXFX
VTSNX
DOXFX vs. VTSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock X (DOXFX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX). 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.
| DOXFX | VTSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 1.76 | +0.08 |
Sortino ratioReturn per unit of downside risk | 2.36 | 2.32 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.35 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.35 | -0.03 |
Martin ratioReturn relative to average drawdown | 8.82 | 9.23 | -0.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DOXFX | VTSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.76 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.49 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.25 | 0.37 | +0.88 |
Correlation
The correlation between DOXFX and VTSNX is 0.92, 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.
Dividends
DOXFX vs. VTSNX - Dividend Comparison
DOXFX's dividend yield for the trailing twelve months is around 5.11%, more than VTSNX's 2.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOXFX Dodge & Cox International Stock X | 5.11% | 5.15% | 2.36% | 2.38% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 2.98% | 3.17% | 3.36% | 3.24% | 3.08% | 3.08% | 2.13% | 3.16% | 3.19% | 2.75% | 2.95% | 2.86% |
Drawdowns
DOXFX vs. VTSNX - Drawdown Comparison
The maximum DOXFX drawdown since its inception was -14.41%, smaller than the maximum VTSNX drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for DOXFX and VTSNX.
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Drawdown Indicators
| DOXFX | VTSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.41% | -35.72% | +21.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -11.29% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.72% | — |
Current DrawdownCurrent decline from peak | -8.54% | -8.81% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -2.76% | -8.16% | +5.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.88% | +0.13% |
Volatility
DOXFX vs. VTSNX - Volatility Comparison
The current volatility for Dodge & Cox International Stock X (DOXFX) is 7.08%, while Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a volatility of 7.48%. This indicates that DOXFX experiences smaller price fluctuations and is considered to be less risky than VTSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOXFX | VTSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.08% | 7.48% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 10.82% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 15.73% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.82% | 14.84% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.82% | 15.85% | -2.03% |