DOXGX vs. VYM
DOXGX (Dodge & Cox Stock Fund) and VYM (Vanguard High Dividend Yield ETF) are both funds - DOXGX is a Large Cap Value Equities fund managed by Dodge & Cox, while VYM is a Dividend fund tracking the FTSE High Dividend Yield Index. Over the past 3 years, DOXGX returned 14.72%/yr vs 18.41%/yr for VYM. Their correlation of 0.89 suggests significant overlap in exposure. DOXGX charges 0.41%/yr vs 0.04%/yr for VYM.
Performance
DOXGX vs. VYM - 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 VYM's 11.51% return.
DOXGX
- 1D
- -0.24%
- 1M
- -1.00%
- YTD
- 2.71%
- 6M
- 2.22%
- 1Y
- 11.13%
- 3Y*
- 14.72%
- 5Y*
- —
- 10Y*
- —
VYM
- 1D
- -0.16%
- 1M
- 0.26%
- YTD
- 11.51%
- 6M
- 10.83%
- 1Y
- 24.08%
- 3Y*
- 18.41%
- 5Y*
- 11.88%
- 10Y*
- 11.98%
DOXGX vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DOXGX Dodge & Cox Stock Fund | 2.71% | 13.77% | 14.47% | 17.60% | -2.46% |
VYM Vanguard High Dividend Yield ETF | 11.51% | 15.42% | 17.60% | 6.57% | 2.85% |
Correlation
The correlation between DOXGX and VYM is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since May 3, 2022 | 0.89 |
The correlation between DOXGX and VYM has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.
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Return for Risk
DOXGX vs. VYM — Risk / Return Rank
DOXGX
VYM
DOXGX vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Stock Fund (DOXGX) and Vanguard High Dividend Yield ETF (VYM). 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 | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.42 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 3.61 | -2.07 |
| Martin ratioReturn relative to average drawdown | 5.40 | 13.43 | -8.03 |
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Drawdowns
DOXGX vs. VYM - Drawdown Comparison
The maximum DOXGX drawdown since its inception was -16.47%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for DOXGX and VYM.
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Drawdown Indicators
| DOXGX | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.47% | -56.98% | +40.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.51% | -6.69% | -0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -14.88% | -14.46% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.21% | — |
Current DrawdownCurrent decline from peak | -2.21% | -1.28% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -3.12% | -7.18% | +4.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.80% | +0.34% |
Volatility
DOXGX vs. VYM - Volatility Comparison
Dodge & Cox Stock Fund (DOXGX) has a higher volatility of 3.79% compared to Vanguard High Dividend Yield ETF (VYM) at 3.02%. This indicates that DOXGX's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOXGX | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 3.02% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 8.48% | 7.64% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.50% | 10.39% | +1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.70% | 13.93% | +1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.70% | 16.32% | -0.62% |
DOXGX vs. VYM - Expense Ratio Comparison
DOXGX has a 0.41% expense ratio, which is higher than VYM's 0.04% expense ratio.
Dividends
DOXGX vs. VYM - Dividend Comparison
DOXGX's dividend yield for the trailing twelve months is around 9.57%, more than VYM's 2.30% 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% |
VYM Vanguard High Dividend Yield ETF | 2.30% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
DOXGX and VYM have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOXGX has higher volatility (3.79%) compared to VYM (3.02%). In terms of maximum drawdown, DOXGX dropped -16.47% vs VYM's -56.98%.
VYM currently has the higher Sharpe Ratio (2.33 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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