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DOXIX vs. DODFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DOXIX vs. DODFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Income Fund Class X (DOXIX) and Dodge & Cox International Stock Fund (DODFX). The values are adjusted to include any dividend payments, if applicable.

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DOXIX vs. DODFX - Yearly Performance Comparison


2026 (YTD)2025202420232022
DOXIX
Dodge & Cox Income Fund Class X
0.06%8.39%2.33%7.75%-2.35%
DODFX
Dodge & Cox International Stock Fund
0.73%38.77%3.74%16.70%-2.36%

Returns By Period

In the year-to-date period, DOXIX achieves a 0.06% return, which is significantly lower than DODFX's 0.73% return.


DOXIX

1D
0.24%
1M
-1.55%
YTD
0.06%
6M
1.05%
1Y
5.00%
3Y*
5.06%
5Y*
10Y*

DODFX

1D
2.54%
1M
-7.11%
YTD
0.73%
6M
5.33%
1Y
27.03%
3Y*
16.82%
5Y*
10.14%
10Y*
10.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DOXIX vs. DODFX - Expense Ratio Comparison

DOXIX has a 0.33% expense ratio, which is lower than DODFX's 0.62% expense ratio.


Return for Risk

DOXIX vs. DODFX — Risk / Return Rank

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

DOXIX
DOXIX Risk / Return Rank: 6262
Overall Rank
DOXIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
DOXIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
DOXIX Omega Ratio Rank: 4848
Omega Ratio Rank
DOXIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
DOXIX Martin Ratio Rank: 5555
Martin Ratio Rank

DODFX
DODFX Risk / Return Rank: 8686
Overall Rank
DODFX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DODFX Sortino Ratio Rank: 8686
Sortino Ratio Rank
DODFX Omega Ratio Rank: 8686
Omega Ratio Rank
DODFX Calmar Ratio Rank: 8787
Calmar Ratio Rank
DODFX Martin Ratio Rank: 8484
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.

DOXIX vs. DODFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Income Fund Class X (DOXIX) and Dodge & Cox International Stock Fund (DODFX). 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.


DOXIXDODFXDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.82

-0.63

Sortino ratio

Return per unit of downside risk

1.70

2.34

-0.64

Omega ratio

Gain probability vs. loss probability

1.21

1.36

-0.15

Calmar ratio

Return relative to maximum drawdown

1.91

2.31

-0.39

Martin ratio

Return relative to average drawdown

5.67

8.74

-3.07

DOXIX vs. DODFX - Sharpe Ratio Comparison

The current DOXIX Sharpe Ratio is 1.19, which is lower than the DODFX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of DOXIX and DODFX, 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


DOXIXDODFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.82

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.39

+0.30

Correlation

The correlation between DOXIX and DODFX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DOXIX vs. DODFX - Dividend Comparison

DOXIX's dividend yield for the trailing twelve months is around 4.35%, less than DODFX's 5.02% yield.


TTM20252024202320222021202020192018201720162015
DOXIX
Dodge & Cox Income Fund Class X
4.35%4.30%4.32%3.92%2.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DODFX
Dodge & Cox International Stock Fund
5.02%5.05%2.25%2.29%2.23%2.49%4.21%3.93%2.93%1.93%3.66%2.30%

Drawdowns

DOXIX vs. DODFX - Drawdown Comparison

The maximum DOXIX drawdown since its inception was -8.83%, smaller than the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for DOXIX and DODFX.


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Drawdown Indicators


DOXIXDODFXDifference

Max Drawdown

Largest peak-to-trough decline

-8.83%

-63.23%

+54.40%

Max Drawdown (1Y)

Largest decline over 1 year

-2.92%

-11.42%

+8.50%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-44.61%

Current Drawdown

Current decline from peak

-2.07%

-8.60%

+6.53%

Average Drawdown

Average peak-to-trough decline

-1.87%

-11.72%

+9.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

3.02%

-2.03%

Volatility

DOXIX vs. DODFX - Volatility Comparison

The current volatility for Dodge & Cox Income Fund Class X (DOXIX) is 1.77%, while Dodge & Cox International Stock Fund (DODFX) has a volatility of 7.14%. This indicates that DOXIX experiences smaller price fluctuations and is considered to be less risky than DODFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOXIXDODFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

7.14%

-5.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

10.03%

-7.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.56%

15.17%

-10.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

15.81%

-9.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.92%

18.25%

-12.33%