DOXGX vs. SCHD
Compare and contrast key facts about Dodge & Cox Stock Fund (DOXGX) and Schwab U.S. Dividend Equity ETF (SCHD).
DOXGX is managed by Dodge & Cox. It was launched on Apr 1, 1965. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Performance
DOXGX vs. SCHD - Performance Comparison
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DOXGX vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DOXGX Dodge & Cox Stock Fund | -1.63% | 13.77% | 14.47% | 17.60% | -2.46% |
SCHD Schwab U.S. Dividend Equity ETF | 12.17% | 4.34% | 11.66% | 4.54% | 1.55% |
Returns By Period
In the year-to-date period, DOXGX achieves a -1.63% return, which is significantly lower than SCHD's 12.17% return.
DOXGX
- 1D
- 2.09%
- 1M
- -5.28%
- YTD
- -1.63%
- 6M
- 0.67%
- 1Y
- 8.11%
- 3Y*
- 14.07%
- 5Y*
- —
- 10Y*
- —
SCHD
- 1D
- -0.55%
- 1M
- -3.43%
- YTD
- 12.17%
- 6M
- 12.91%
- 1Y
- 13.70%
- 3Y*
- 11.84%
- 5Y*
- 8.32%
- 10Y*
- 12.25%
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DOXGX vs. SCHD - Expense Ratio Comparison
DOXGX has a 0.41% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Return for Risk
DOXGX vs. SCHD — Risk / Return Rank
DOXGX
SCHD
DOXGX vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Stock Fund (DOXGX) and Schwab U.S. Dividend Equity ETF (SCHD). 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 | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 0.88 | -0.38 |
Sortino ratioReturn per unit of downside risk | 0.79 | 1.32 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.19 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 1.05 | -0.44 |
Martin ratioReturn relative to average drawdown | 2.53 | 3.55 | -1.02 |
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 | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.88 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.58 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.84 | -0.18 |
Correlation
The correlation between DOXGX and SCHD is 0.86, 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. SCHD - Dividend Comparison
DOXGX's dividend yield for the trailing twelve months is around 9.99%, more than SCHD's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOXGX Dodge & Cox Stock Fund | 9.99% | 9.96% | 8.30% | 3.86% | 4.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.46% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
DOXGX vs. SCHD - Drawdown Comparison
The maximum DOXGX drawdown since its inception was -16.47%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DOXGX and SCHD.
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Drawdown Indicators
| DOXGX | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.47% | -33.37% | +16.90% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -12.74% | +0.51% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.85% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.37% | — |
Current DrawdownCurrent decline from peak | -5.34% | -3.43% | -1.91% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -3.34% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 3.75% | -0.81% |
Volatility
DOXGX vs. SCHD - Volatility Comparison
Dodge & Cox Stock Fund (DOXGX) has a higher volatility of 4.27% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that DOXGX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOXGX | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 2.33% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 8.77% | 7.96% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.36% | 15.69% | +0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.91% | 14.40% | +1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.91% | 16.70% | -0.79% |