DOXGX vs. BRXAX
Compare and contrast key facts about Dodge & Cox Stock Fund (DOXGX) and MFS Blended Research International Equity Fund Class A (BRXAX).
DOXGX is managed by Dodge & Cox. It was launched on Apr 1, 1965. BRXAX is a passively managed fund by MFS that tracks the performance of the MSCI All Country World (ex-US) Index (net div). It was launched on Sep 15, 2015.
Performance
DOXGX vs. BRXAX - Performance Comparison
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DOXGX vs. BRXAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DOXGX Dodge & Cox Stock Fund | -3.64% | 13.77% | 14.47% | 17.60% | -2.46% |
BRXAX MFS Blended Research International Equity Fund Class A | -0.91% | 39.54% | 11.62% | 14.03% | -3.95% |
Returns By Period
In the year-to-date period, DOXGX achieves a -3.64% return, which is significantly lower than BRXAX's -0.91% return.
DOXGX
- 1D
- 0.25%
- 1M
- -7.28%
- YTD
- -3.64%
- 6M
- -1.20%
- 1Y
- 5.86%
- 3Y*
- 13.28%
- 5Y*
- —
- 10Y*
- —
BRXAX
- 1D
- -0.34%
- 1M
- -11.05%
- YTD
- -0.91%
- 6M
- 6.47%
- 1Y
- 29.84%
- 3Y*
- 18.18%
- 5Y*
- 10.14%
- 10Y*
- 9.72%
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DOXGX vs. BRXAX - Expense Ratio Comparison
DOXGX has a 0.41% expense ratio, which is lower than BRXAX's 0.77% expense ratio.
Return for Risk
DOXGX vs. BRXAX — Risk / Return Rank
DOXGX
BRXAX
DOXGX vs. BRXAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Stock Fund (DOXGX) and MFS Blended Research International Equity Fund Class A (BRXAX). 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.
| DOXGX | BRXAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 1.96 | -1.64 |
Sortino ratioReturn per unit of downside risk | 0.55 | 2.49 | -1.94 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.38 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 0.40 | 2.43 | -2.03 |
Martin ratioReturn relative to average drawdown | 1.66 | 9.64 | -7.97 |
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
| DOXGX | BRXAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 1.96 | -1.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.71 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.54 | +0.08 |
Correlation
The correlation between DOXGX and BRXAX is 0.71, 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
DOXGX vs. BRXAX - Dividend Comparison
DOXGX's dividend yield for the trailing twelve months is around 10.20%, more than BRXAX's 4.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOXGX Dodge & Cox Stock Fund | 10.20% | 9.96% | 8.30% | 3.86% | 4.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BRXAX MFS Blended Research International Equity Fund Class A | 4.05% | 4.02% | 4.63% | 2.53% | 2.52% | 5.21% | 2.13% | 2.66% | 6.55% | 1.13% | 0.40% | 1.18% |
Drawdowns
DOXGX vs. BRXAX - Drawdown Comparison
The maximum DOXGX drawdown since its inception was -16.47%, smaller than the maximum BRXAX drawdown of -36.59%. Use the drawdown chart below to compare losses from any high point for DOXGX and BRXAX.
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Drawdown Indicators
| DOXGX | BRXAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.47% | -36.59% | +20.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -11.23% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.63% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.59% | — |
Current DrawdownCurrent decline from peak | -7.28% | -11.23% | +3.95% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -7.07% | +3.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.83% | +0.09% |
Volatility
DOXGX vs. BRXAX - Volatility Comparison
The current volatility for Dodge & Cox Stock Fund (DOXGX) is 3.51%, while MFS Blended Research International Equity Fund Class A (BRXAX) has a volatility of 6.34%. This indicates that DOXGX experiences smaller price fluctuations and is considered to be less risky than BRXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOXGX | BRXAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 6.34% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 8.53% | 10.04% | -1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.26% | 14.70% | +1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.89% | 14.40% | +1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.89% | 15.72% | +0.17% |