DOXGX vs. NPRTX
DOXGX (Dodge & Cox Stock Fund) and NPRTX (Neuberger Berman Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 3 years, DOXGX returned 14.72%/yr vs 17.44%/yr for NPRTX. Their correlation of 0.84 suggests significant overlap in exposure. DOXGX charges 0.41%/yr vs 0.79%/yr for NPRTX.
Performance
DOXGX vs. NPRTX - Performance Comparison
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Returns By Period
In the year-to-date period, DOXGX achieves a 2.71% return, which is significantly lower than NPRTX's 20.12% return.
DOXGX
- 1D
- -0.24%
- 1M
- -1.00%
- YTD
- 2.71%
- 6M
- 2.22%
- 1Y
- 11.13%
- 3Y*
- 14.72%
- 5Y*
- —
- 10Y*
- —
NPRTX
- 1D
- 0.59%
- 1M
- 3.05%
- YTD
- 20.12%
- 6M
- 19.37%
- 1Y
- 38.09%
- 3Y*
- 17.44%
- 5Y*
- 10.43%
- 10Y*
- 14.38%
DOXGX vs. NPRTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DOXGX Dodge & Cox Stock Fund | 2.71% | 13.77% | 14.47% | 17.60% | -2.46% |
NPRTX Neuberger Berman Large Cap Value Fund | 20.12% | 20.69% | 10.92% | -1.76% | -1.72% |
Correlation
The correlation between DOXGX and NPRTX is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since May 3, 2022 | 0.84 |
The correlation between DOXGX and NPRTX has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.
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Return for Risk
DOXGX vs. NPRTX — Risk / Return Rank
DOXGX
NPRTX
DOXGX vs. NPRTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Stock Fund (DOXGX) and Neuberger Berman Large Cap Value Fund (NPRTX). 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.
| DOXGX | NPRTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -3.12 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.61 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 5.57 | -4.04 |
| Martin ratioReturn relative to average drawdown | 5.40 | 22.66 | -17.26 |
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Drawdowns
DOXGX vs. NPRTX - Drawdown Comparison
The maximum DOXGX drawdown since its inception was -16.47%, smaller than the maximum NPRTX drawdown of -66.25%. Use the drawdown chart below to compare losses from any high point for DOXGX and NPRTX.
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Drawdown Indicators
| DOXGX | NPRTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.47% | -66.25% | +49.78% |
Max Drawdown (1Y)Largest decline over 1 year | -7.51% | -7.03% | -0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -14.88% | -13.79% | -1.09% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.82% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.01% | — |
Current DrawdownCurrent decline from peak | -2.21% | -0.33% | -1.88% |
Average DrawdownAverage peak-to-trough decline | -3.12% | -9.25% | +6.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.72% | +0.42% |
Volatility
DOXGX vs. NPRTX - Volatility Comparison
The current volatility for Dodge & Cox Stock Fund (DOXGX) is 3.79%, while Neuberger Berman Large Cap Value Fund (NPRTX) has a volatility of 4.22%. This indicates that DOXGX experiences smaller price fluctuations and is considered to be less risky than NPRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOXGX | NPRTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 4.22% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.48% | 9.48% | -1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.50% | 11.73% | -0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.70% | 14.11% | +1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.70% | 17.60% | -1.90% |
DOXGX vs. NPRTX - Expense Ratio Comparison
DOXGX has a 0.41% expense ratio, which is lower than NPRTX's 0.79% expense ratio.
Dividends
DOXGX vs. NPRTX - Dividend Comparison
DOXGX's dividend yield for the trailing twelve months is around 9.57%, more than NPRTX's 5.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOXGX Dodge & Cox Stock Fund | 9.57% | 9.96% | 8.30% | 3.86% | 4.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NPRTX Neuberger Berman Large Cap Value Fund | 5.35% | 6.42% | 2.19% | 2.45% | 1.56% | 5.04% | 1.60% | 3.87% | 14.44% | 8.55% | 3.58% | 9.80% |
Frequently Asked Questions
DOXGX and NPRTX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NPRTX has higher volatility (4.22%) compared to DOXGX (3.79%). In terms of maximum drawdown, DOXGX dropped -16.47% vs NPRTX's -66.25%.
NPRTX currently has the higher Sharpe Ratio (3.35 vs 1.01), 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.
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