DOXLX vs. VTIBX
Compare and contrast key facts about Dodge & Cox Global Bond Fund (DOXLX) and Vanguard Total International Bond Index Fund (VTIBX).
DOXLX is an actively managed fund by Dodge & Cox. It was launched on May 1, 2014. VTIBX is managed by Vanguard. It was launched on May 30, 2013.
Performance
DOXLX vs. VTIBX - Performance Comparison
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DOXLX vs. VTIBX - 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% |
VTIBX Vanguard Total International Bond Index Fund | -0.51% | 2.98% | 3.84% | 8.86% | -5.75% |
Returns By Period
In the year-to-date period, DOXLX achieves a -0.19% return, which is significantly higher than VTIBX's -0.51% return.
DOXLX
- 1D
- 0.45%
- 1M
- -2.27%
- YTD
- -0.19%
- 6M
- 0.61%
- 1Y
- 6.91%
- 3Y*
- 6.77%
- 5Y*
- —
- 10Y*
- —
VTIBX
- 1D
- 0.31%
- 1M
- -1.94%
- YTD
- -0.51%
- 6M
- -0.04%
- 1Y
- 2.36%
- 3Y*
- 3.77%
- 5Y*
- 0.12%
- 10Y*
- 1.67%
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DOXLX vs. VTIBX - Expense Ratio Comparison
DOXLX has a 0.37% expense ratio, which is higher than VTIBX's 0.13% expense ratio.
Return for Risk
DOXLX vs. VTIBX — Risk / Return Rank
DOXLX
VTIBX
DOXLX vs. VTIBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Global Bond Fund (DOXLX) and Vanguard Total International Bond Index Fund (VTIBX). 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 | VTIBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.64 | 0.86 | +0.77 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.20 | +1.16 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.16 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.06 | 0.91 | +1.15 |
Martin ratioReturn relative to average drawdown | 8.08 | 3.79 | +4.29 |
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 | VTIBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 0.86 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.03 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.14 | 0.69 | +0.45 |
Correlation
The correlation between DOXLX and VTIBX is 0.66, 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. VTIBX - Dividend Comparison
DOXLX's dividend yield for the trailing twelve months is around 4.17%, which matches VTIBX's 4.18% 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% |
VTIBX Vanguard Total International Bond Index Fund | 4.18% | 4.33% | 4.31% | 4.37% | 1.41% | 3.68% | 1.06% | 3.36% | 2.98% | 2.21% | 1.76% | 1.61% |
Drawdowns
DOXLX vs. VTIBX - Drawdown Comparison
The maximum DOXLX drawdown since its inception was -8.14%, smaller than the maximum VTIBX drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for DOXLX and VTIBX.
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Drawdown Indicators
| DOXLX | VTIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.14% | -16.15% | +8.01% |
Max Drawdown (1Y)Largest decline over 1 year | -3.65% | -2.95% | -0.70% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.81% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.15% | — |
Current DrawdownCurrent decline from peak | -2.86% | -2.34% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -1.62% | -3.09% | +1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 0.71% | +0.22% |
Volatility
DOXLX vs. VTIBX - Volatility Comparison
Dodge & Cox Global Bond Fund (DOXLX) has a higher volatility of 2.02% compared to Vanguard Total International Bond Index Fund (VTIBX) at 1.43%. This indicates that DOXLX's price experiences larger fluctuations and is considered to be riskier than VTIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOXLX | VTIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.02% | 1.43% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 2.81% | 2.09% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.54% | 3.12% | +1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.49% | 4.43% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.49% | 3.62% | +1.87% |