DOXGX vs. VPMAX
Compare and contrast key facts about Dodge & Cox Stock Fund (DOXGX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX).
DOXGX is managed by Dodge & Cox. It was launched on Apr 1, 1965. VPMAX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
DOXGX vs. VPMAX - Performance Comparison
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DOXGX vs. VPMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DOXGX Dodge & Cox Stock Fund | -3.64% | 13.77% | 14.47% | 17.60% | -2.46% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | -5.86% | 54.11% | 13.30% | 28.25% | -4.90% |
Returns By Period
In the year-to-date period, DOXGX achieves a -3.64% return, which is significantly higher than VPMAX's -5.86% return.
DOXGX
- 1D
- 0.25%
- 1M
- -7.28%
- YTD
- -3.64%
- 6M
- -1.20%
- 1Y
- 5.86%
- 3Y*
- 13.28%
- 5Y*
- —
- 10Y*
- —
VPMAX
- 1D
- -1.19%
- 1M
- -10.43%
- YTD
- -5.86%
- 6M
- 22.85%
- 1Y
- 46.58%
- 3Y*
- 25.38%
- 5Y*
- 14.62%
- 10Y*
- 16.53%
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DOXGX vs. VPMAX - Expense Ratio Comparison
DOXGX has a 0.41% expense ratio, which is higher than VPMAX's 0.31% expense ratio.
Return for Risk
DOXGX vs. VPMAX — Risk / Return Rank
DOXGX
VPMAX
DOXGX vs. VPMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Stock Fund (DOXGX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX). 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 | VPMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 1.64 | -1.31 |
Sortino ratioReturn per unit of downside risk | 0.55 | 3.07 | -2.52 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.44 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | 0.40 | 3.21 | -2.82 |
Martin ratioReturn relative to average drawdown | 1.66 | 14.01 | -12.34 |
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 | VPMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 1.64 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.73 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.61 | +0.01 |
Correlation
The correlation between DOXGX and VPMAX is 0.82, 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. VPMAX - Dividend Comparison
DOXGX's dividend yield for the trailing twelve months is around 10.20%, less than VPMAX's 33.83% 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% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 33.83% | 31.85% | 6.71% | 7.24% | 9.94% | 10.18% | 9.82% | 7.23% | 8.43% | 4.52% | 5.13% | 5.99% |
Drawdowns
DOXGX vs. VPMAX - Drawdown Comparison
The maximum DOXGX drawdown since its inception was -16.47%, smaller than the maximum VPMAX drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for DOXGX and VPMAX.
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Drawdown Indicators
| DOXGX | VPMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.47% | -48.32% | +31.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -13.75% | +1.52% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.21% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.65% | — |
Current DrawdownCurrent decline from peak | -7.28% | -11.72% | +4.44% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -6.61% | +3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.15% | -0.23% |
Volatility
DOXGX vs. VPMAX - Volatility Comparison
The current volatility for Dodge & Cox Stock Fund (DOXGX) is 3.51%, while Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a volatility of 5.57%. This indicates that DOXGX experiences smaller price fluctuations and is considered to be less risky than VPMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOXGX | VPMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 5.57% | -2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 8.53% | 21.87% | -13.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.26% | 28.87% | -12.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.89% | 20.12% | -4.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.89% | 20.09% | -4.20% |