DOXLX vs. DOXFX
DOXLX (Dodge & Cox Global Bond Fund) and DOXFX (Dodge & Cox International Stock X) are both mutual funds - DOXLX is a Global Bonds fund actively managed by Dodge & Cox, while DOXFX is a Foreign Large Cap Equities fund managed by Dodge & Cox. Over the past 3 years, DOXLX returned 5.76%/yr vs 18.52%/yr for DOXFX. Their 0.46 correlation means their historical movements had little consistent relationship. DOXLX charges 0.37%/yr vs 0.52%/yr for DOXFX.
Performance
DOXLX vs. DOXFX - Performance Comparison
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Returns By Period
In the year-to-date period, DOXLX achieves a 0.12% return, which is significantly lower than DOXFX's 14.82% return.
DOXLX
- 1D
- 0.27%
- 1M
- -0.36%
- 6M
- -1.02%
- YTD
- 0.12%
- 1Y
- 3.35%
- 3Y*
- 5.76%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.80%
DOXFX
- 1D
- 2.44%
- 1M
- 0.80%
- 6M
- 9.06%
- YTD
- 14.82%
- 1Y
- 31.02%
- 3Y*
- 18.52%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DOXLX vs. DOXFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DOXLX Dodge & Cox Global Bond Fund | 0.12% | 11.60% | 0.63% | 12.48% | -0.30% |
DOXFX Dodge & Cox International Stock X | 14.82% | 38.90% | 3.85% | 16.81% | -0.58% |
Correlation
The correlation between DOXLX and DOXFX is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2022 | 0.46 |
The correlation between DOXLX and DOXFX shifts across timeframes, from 0.46 (all time) to 0.59 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DOXLX vs. DOXFX — Risk / Return Rank
DOXLX
DOXFX
DOXLX vs. DOXFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Global Bond Fund (DOXLX) and Dodge & Cox International Stock X (DOXFX). 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.
| DOXLX | DOXFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.37 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.97 | 2.61 | -1.64 |
| Martin ratioReturn relative to average drawdown | 2.50 | 9.91 | -7.40 |
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Drawdowns
DOXLX vs. DOXFX - Drawdown Comparison
The maximum DOXLX drawdown since its inception was -8.14%, smaller than the maximum DOXFX drawdown of -14.41%. Use the drawdown chart below to compare losses from any high point for DOXLX and DOXFX.
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Drawdown Indicators
| DOXLX | DOXFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.14% | -14.41% | +6.27% |
Max Drawdown (1Y)Largest decline over 1 year | -4.33% | -11.08% | +6.75% |
Max Drawdown (3Y)Largest decline over 3 years | -6.12% | -14.41% | +8.29% |
Current DrawdownCurrent decline from peak | -2.56% | 0.00% | -2.56% |
Average DrawdownAverage peak-to-trough decline | -1.69% | -2.66% | +0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 2.92% | -1.24% |
Volatility
DOXLX vs. DOXFX - Volatility Comparison
The current volatility for Dodge & Cox Global Bond Fund (DOXLX) is 1.16%, while Dodge & Cox International Stock X (DOXFX) has a volatility of 4.06%. This indicates that DOXLX experiences smaller price fluctuations and is considered to be less risky than DOXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOXLX | DOXFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 4.06% | -2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 3.56% | 12.44% | -8.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.35% | 14.31% | -9.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.43% | 14.08% | -8.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.43% | 14.08% | -8.65% |
DOXLX vs. DOXFX - Expense Ratio Comparison
DOXLX has a 0.37% expense ratio, which is lower than DOXFX's 0.52% expense ratio.
Dividends
DOXLX vs. DOXFX - Dividend Comparison
DOXLX's dividend yield for the trailing twelve months is around 3.52%, less than DOXFX's 4.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DOXFX Dodge & Cox International Stock X | 4.48% | 5.15% | 2.36% | 2.38% | 2.30% |
DOXLX Dodge & Cox Global Bond Fund | 3.52% | 4.14% | 4.81% | 3.36% | 4.58% |
Frequently Asked Questions
DOXLX and DOXFX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOXFX has higher volatility (4.06%) compared to DOXLX (1.16%). In terms of maximum drawdown, DOXLX dropped -8.14% vs DOXFX's -14.41%.
DOXFX currently has the higher Sharpe Ratio (2.03 vs 0.97), 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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