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DOXGX vs. VIHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DOXGX vs. VIHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Stock Fund (DOXGX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). The values are adjusted to include any dividend payments, if applicable.

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DOXGX vs. VIHAX - Yearly Performance Comparison


2026 (YTD)2025202420232022
DOXGX
Dodge & Cox Stock Fund
-1.63%13.77%14.47%17.60%-2.46%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
5.44%38.01%6.96%16.81%-3.18%

Returns By Period

In the year-to-date period, DOXGX achieves a -1.63% return, which is significantly lower than VIHAX's 5.44% return.


DOXGX

1D
2.09%
1M
-5.28%
YTD
-1.63%
6M
0.67%
1Y
8.11%
3Y*
14.07%
5Y*
10Y*

VIHAX

1D
2.29%
1M
-4.98%
YTD
5.44%
6M
12.61%
1Y
32.56%
3Y*
20.30%
5Y*
12.43%
10Y*
10.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DOXGX vs. VIHAX - Expense Ratio Comparison

DOXGX has a 0.41% expense ratio, which is higher than VIHAX's 0.22% expense ratio.


Return for Risk

DOXGX vs. VIHAX — Risk / Return Rank

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

DOXGX
DOXGX Risk / Return Rank: 1818
Overall Rank
DOXGX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DOXGX Sortino Ratio Rank: 1616
Sortino Ratio Rank
DOXGX Omega Ratio Rank: 1717
Omega Ratio Rank
DOXGX Calmar Ratio Rank: 1919
Calmar Ratio Rank
DOXGX Martin Ratio Rank: 2222
Martin Ratio Rank

VIHAX
VIHAX Risk / Return Rank: 9494
Overall Rank
VIHAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VIHAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VIHAX Omega Ratio Rank: 9494
Omega Ratio Rank
VIHAX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VIHAX Martin Ratio Rank: 9494
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. VIHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Stock Fund (DOXGX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.


DOXGXVIHAXDifference

Sharpe ratio

Return per unit of total volatility

0.50

2.32

-1.83

Sortino ratio

Return per unit of downside risk

0.79

2.96

-2.18

Omega ratio

Gain probability vs. loss probability

1.12

1.47

-0.36

Calmar ratio

Return relative to maximum drawdown

0.61

3.01

-2.40

Martin ratio

Return relative to average drawdown

2.53

12.38

-9.85

DOXGX vs. VIHAX - Sharpe Ratio Comparison

The current DOXGX Sharpe Ratio is 0.50, which is lower than the VIHAX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of DOXGX and VIHAX, 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


DOXGXVIHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

2.32

-1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.66

0.00

Correlation

The correlation between DOXGX and VIHAX is 0.73, 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. VIHAX - Dividend Comparison

DOXGX's dividend yield for the trailing twelve months is around 9.99%, more than VIHAX's 3.62% yield.


TTM2025202420232022202120202019201820172016
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%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.62%3.69%4.85%4.58%4.70%4.30%3.22%5.63%4.28%3.16%2.37%

Drawdowns

DOXGX vs. VIHAX - Drawdown Comparison

The maximum DOXGX drawdown since its inception was -16.47%, smaller than the maximum VIHAX drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for DOXGX and VIHAX.


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Drawdown Indicators


DOXGXVIHAXDifference

Max Drawdown

Largest peak-to-trough decline

-16.47%

-38.80%

+22.33%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-10.66%

-1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-23.92%

Max Drawdown (10Y)

Largest decline over 10 years

-38.80%

Current Drawdown

Current decline from peak

-5.34%

-6.64%

+1.30%

Average Drawdown

Average peak-to-trough decline

-3.23%

-6.09%

+2.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.59%

+0.35%

Volatility

DOXGX vs. VIHAX - Volatility Comparison

The current volatility for Dodge & Cox Stock Fund (DOXGX) is 4.27%, while Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a volatility of 6.16%. This indicates that DOXGX experiences smaller price fluctuations and is considered to be less risky than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOXGXVIHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

6.16%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

8.77%

9.08%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

16.36%

14.29%

+2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.91%

13.69%

+2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.91%

15.92%

-0.01%