FFNOX vs. DODBX
Compare and contrast key facts about Fidelity Multi-Asset Index Fund (FFNOX) and Dodge & Cox Balanced Fund (DODBX).
FFNOX is managed by Fidelity. It was launched on Jun 29, 1999. DODBX is managed by Dodge & Cox. It was launched on Jun 25, 1931.
Performance
FFNOX vs. DODBX - Performance Comparison
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FFNOX vs. DODBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFNOX Fidelity Multi-Asset Index Fund | -1.30% | 20.18% | 13.05% | 19.29% | -18.02% | 17.05% | 16.30% | 25.09% | -6.58% | 17.09% |
DODBX Dodge & Cox Balanced Fund | -0.36% | 14.44% | 8.76% | 13.77% | -7.30% | 19.21% | 7.93% | 19.64% | -4.66% | 11.51% |
Returns By Period
In the year-to-date period, FFNOX achieves a -1.30% return, which is significantly lower than DODBX's -0.36% return. Over the past 10 years, FFNOX has outperformed DODBX with an annualized return of 10.18%, while DODBX has yielded a comparatively lower 9.45% annualized return.
FFNOX
- 1D
- 2.57%
- 1M
- -5.24%
- YTD
- -1.30%
- 6M
- 0.93%
- 1Y
- 18.17%
- 3Y*
- 14.42%
- 5Y*
- 7.82%
- 10Y*
- 10.18%
DODBX
- 1D
- 1.37%
- 1M
- -3.79%
- YTD
- -0.36%
- 6M
- 1.20%
- 1Y
- 8.67%
- 3Y*
- 11.26%
- 5Y*
- 7.08%
- 10Y*
- 9.45%
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FFNOX vs. DODBX - Expense Ratio Comparison
FFNOX has a 0.11% expense ratio, which is lower than DODBX's 0.52% expense ratio.
Return for Risk
FFNOX vs. DODBX — Risk / Return Rank
FFNOX
DODBX
FFNOX vs. DODBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Multi-Asset Index Fund (FFNOX) and Dodge & Cox Balanced Fund (DODBX). 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.
| FFNOX | DODBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.90 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.28 | +0.57 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.19 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.11 | +0.67 |
Martin ratioReturn relative to average drawdown | 8.08 | 4.57 | +3.51 |
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
| FFNOX | DODBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.90 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.66 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.72 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.73 | -0.32 |
Correlation
The correlation between FFNOX and DODBX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FFNOX vs. DODBX - Dividend Comparison
FFNOX's dividend yield for the trailing twelve months is around 3.73%, less than DODBX's 7.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFNOX Fidelity Multi-Asset Index Fund | 3.73% | 3.68% | 6.43% | 3.18% | 7.14% | 5.71% | 2.87% | 2.96% | 2.90% | 0.64% | 2.50% | 0.70% |
DODBX Dodge & Cox Balanced Fund | 7.25% | 7.53% | 8.21% | 4.64% | 8.67% | 10.62% | 6.92% | 9.35% | 9.57% | 7.53% | 5.59% | 5.44% |
Drawdowns
FFNOX vs. DODBX - Drawdown Comparison
The maximum FFNOX drawdown since its inception was -49.84%, roughly equal to the maximum DODBX drawdown of -50.20%. Use the drawdown chart below to compare losses from any high point for FFNOX and DODBX.
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Drawdown Indicators
| FFNOX | DODBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.84% | -50.20% | +0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -7.71% | -2.67% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -17.74% | -8.30% |
Max Drawdown (10Y)Largest decline over 10 years | -29.93% | -31.29% | +1.36% |
Current DrawdownCurrent decline from peak | -6.25% | -4.13% | -2.12% |
Average DrawdownAverage peak-to-trough decline | -8.75% | -4.69% | -4.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 1.88% | +0.42% |
Volatility
FFNOX vs. DODBX - Volatility Comparison
Fidelity Multi-Asset Index Fund (FFNOX) has a higher volatility of 5.63% compared to Dodge & Cox Balanced Fund (DODBX) at 3.03%. This indicates that FFNOX's price experiences larger fluctuations and is considered to be riskier than DODBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFNOX | DODBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 3.03% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 8.70% | 5.55% | +3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.66% | 9.79% | +4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.69% | 10.82% | +2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.52% | 13.26% | +1.26% |