DOXLX vs. DODWX
Compare and contrast key facts about Dodge & Cox Global Bond Fund (DOXLX) and Dodge & Cox Global Stock Fund Class I (DODWX).
DOXLX is an actively managed fund by Dodge & Cox. It was launched on May 1, 2014. DODWX is a passively managed fund by Dodge & Cox that tracks the performance of the MSCI All Country World Index. It was launched on May 1, 2008.
Performance
DOXLX vs. DODWX - Performance Comparison
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DOXLX vs. DODWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DOXLX Dodge & Cox Global Bond Fund | -0.19% | 11.60% | 0.63% | 12.48% | 0.43% |
DODWX Dodge & Cox Global Stock Fund Class I | -1.01% | 25.23% | 4.74% | 20.26% | -3.35% |
Returns By Period
In the year-to-date period, DOXLX achieves a -0.19% return, which is significantly higher than DODWX's -1.01% return.
DOXLX
- 1D
- 0.45%
- 1M
- -2.27%
- YTD
- -0.19%
- 6M
- 0.61%
- 1Y
- 6.91%
- 3Y*
- 6.77%
- 5Y*
- —
- 10Y*
- —
DODWX
- 1D
- 2.35%
- 1M
- -6.23%
- YTD
- -1.01%
- 6M
- 2.20%
- 1Y
- 16.57%
- 3Y*
- 14.12%
- 5Y*
- 9.50%
- 10Y*
- 11.37%
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DOXLX vs. DODWX - Expense Ratio Comparison
DOXLX has a 0.37% expense ratio, which is lower than DODWX's 0.62% expense ratio.
Return for Risk
DOXLX vs. DODWX — Risk / Return Rank
DOXLX
DODWX
DOXLX vs. DODWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Global Bond Fund (DOXLX) and Dodge & Cox Global Stock Fund Class I (DODWX). 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.
| DOXLX | DODWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.64 | 1.12 | +0.52 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.56 | +0.79 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.23 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.06 | 1.40 | +0.65 |
Martin ratioReturn relative to average drawdown | 8.08 | 5.97 | +2.11 |
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
| DOXLX | DODWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 1.12 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.52 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.14 | 0.33 | +0.81 |
Correlation
The correlation between DOXLX and DODWX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DOXLX vs. DODWX - Dividend Comparison
DOXLX's dividend yield for the trailing twelve months is around 4.17%, less than DODWX's 8.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOXLX Dodge & Cox Global Bond Fund | 4.17% | 4.14% | 4.81% | 3.36% | 4.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DODWX Dodge & Cox Global Stock Fund Class I | 8.50% | 8.41% | 14.35% | 1.62% | 7.73% | 10.76% | 1.31% | 7.41% | 9.78% | 4.37% | 2.86% | 3.95% |
Drawdowns
DOXLX vs. DODWX - Drawdown Comparison
The maximum DOXLX drawdown since its inception was -8.14%, smaller than the maximum DODWX drawdown of -63.00%. Use the drawdown chart below to compare losses from any high point for DOXLX and DODWX.
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Drawdown Indicators
| DOXLX | DODWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.14% | -63.00% | +54.86% |
Max Drawdown (1Y)Largest decline over 1 year | -3.65% | -11.75% | +8.10% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.78% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.17% | — |
Current DrawdownCurrent decline from peak | -2.86% | -6.85% | +3.99% |
Average DrawdownAverage peak-to-trough decline | -1.62% | -9.93% | +8.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 2.76% | -1.83% |
Volatility
DOXLX vs. DODWX - Volatility Comparison
The current volatility for Dodge & Cox Global Bond Fund (DOXLX) is 2.02%, while Dodge & Cox Global Stock Fund Class I (DODWX) has a volatility of 5.37%. This indicates that DOXLX experiences smaller price fluctuations and is considered to be less risky than DODWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOXLX | DODWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.02% | 5.37% | -3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 2.81% | 8.91% | -6.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.54% | 15.08% | -10.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.49% | 18.24% | -12.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.49% | 19.63% | -14.14% |