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DOXGX vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DOXGX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Stock Fund (DOXGX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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DOXGX vs. FXAIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
DOXGX
Dodge & Cox Stock Fund
-3.64%13.77%14.47%17.60%-2.46%
FXAIX
Fidelity 500 Index Fund
-7.05%17.84%25.01%26.29%-6.97%

Returns By Period

In the year-to-date period, DOXGX achieves a -3.64% return, which is significantly higher than FXAIX's -7.05% return.


DOXGX

1D
0.25%
1M
-7.28%
YTD
-3.64%
6M
-1.20%
1Y
5.86%
3Y*
13.28%
5Y*
10Y*

FXAIX

1D
-0.39%
1M
-7.68%
YTD
-7.05%
6M
-4.59%
1Y
14.42%
3Y*
17.17%
5Y*
11.40%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DOXGX vs. FXAIX - Expense Ratio Comparison

DOXGX has a 0.41% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Return for Risk

DOXGX vs. FXAIX — Risk / Return Rank

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

DOXGX
DOXGX Risk / Return Rank: 1414
Overall Rank
DOXGX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
DOXGX Sortino Ratio Rank: 1313
Sortino Ratio Rank
DOXGX Omega Ratio Rank: 1313
Omega Ratio Rank
DOXGX Calmar Ratio Rank: 1414
Calmar Ratio Rank
DOXGX Martin Ratio Rank: 1717
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 4646
Overall Rank
FXAIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5050
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 5353
Martin Ratio Rank
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.

DOXGX vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Stock Fund (DOXGX) and Fidelity 500 Index Fund (FXAIX). 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.


DOXGXFXAIXDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.84

-0.51

Sortino ratio

Return per unit of downside risk

0.55

1.30

-0.74

Omega ratio

Gain probability vs. loss probability

1.08

1.20

-0.12

Calmar ratio

Return relative to maximum drawdown

0.40

1.05

-0.66

Martin ratio

Return relative to average drawdown

1.66

5.13

-3.46

DOXGX vs. FXAIX - Sharpe Ratio Comparison

The current DOXGX Sharpe Ratio is 0.32, which is lower than the FXAIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of DOXGX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DOXGXFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.84

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.75

-0.13

Correlation

The correlation between DOXGX and FXAIX is 0.84, 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. FXAIX - Dividend Comparison

DOXGX's dividend yield for the trailing twelve months is around 10.20%, more than FXAIX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
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%
FXAIX
Fidelity 500 Index Fund
1.20%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

DOXGX vs. FXAIX - Drawdown Comparison

The maximum DOXGX drawdown since its inception was -16.47%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for DOXGX and FXAIX.


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Drawdown Indicators


DOXGXFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.47%

-33.79%

+17.32%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-12.13%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

Current Drawdown

Current decline from peak

-7.28%

-8.89%

+1.61%

Average Drawdown

Average peak-to-trough decline

-3.23%

-3.83%

+0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.50%

+0.42%

Volatility

DOXGX vs. FXAIX - Volatility Comparison

The current volatility for Dodge & Cox Stock Fund (DOXGX) is 3.51%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.24%. This indicates that DOXGX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOXGXFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

4.24%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

9.08%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

16.26%

18.13%

-1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.89%

16.88%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.89%

18.03%

-2.14%