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FICEX vs. DODGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FICEX vs. DODGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Frost Growth Equity Fund (FICEX) and Dodge & Cox Stock Fund Class I (DODGX). The values are adjusted to include any dividend payments, if applicable.

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FICEX vs. DODGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FICEX
Frost Growth Equity Fund
-11.50%15.00%30.28%45.24%-31.98%25.23%32.72%33.54%2.63%31.00%
DODGX
Dodge & Cox Stock Fund Class I
-1.65%13.66%14.36%17.49%-7.25%31.72%7.10%24.30%-7.15%18.33%

Returns By Period

In the year-to-date period, FICEX achieves a -11.50% return, which is significantly lower than DODGX's -1.65% return. Over the past 10 years, FICEX has outperformed DODGX with an annualized return of 14.94%, while DODGX has yielded a comparatively lower 12.55% annualized return.


FICEX

1D
3.77%
1M
-5.62%
YTD
-11.50%
6M
-11.41%
1Y
10.70%
3Y*
19.21%
5Y*
9.87%
10Y*
14.94%

DODGX

1D
2.09%
1M
-5.31%
YTD
-1.65%
6M
0.63%
1Y
8.01%
3Y*
13.95%
5Y*
9.38%
10Y*
12.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FICEX vs. DODGX - Expense Ratio Comparison

FICEX has a 0.63% expense ratio, which is higher than DODGX's 0.51% expense ratio.


Return for Risk

FICEX vs. DODGX — Risk / Return Rank

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

FICEX
FICEX Risk / Return Rank: 1616
Overall Rank
FICEX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FICEX Sortino Ratio Rank: 1818
Sortino Ratio Rank
FICEX Omega Ratio Rank: 1717
Omega Ratio Rank
FICEX Calmar Ratio Rank: 1515
Calmar Ratio Rank
FICEX Martin Ratio Rank: 1515
Martin Ratio Rank

DODGX
DODGX Risk / Return Rank: 1818
Overall Rank
DODGX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DODGX Sortino Ratio Rank: 1616
Sortino Ratio Rank
DODGX Omega Ratio Rank: 1717
Omega Ratio Rank
DODGX Calmar Ratio Rank: 1919
Calmar Ratio Rank
DODGX Martin Ratio Rank: 2222
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.

FICEX vs. DODGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frost Growth Equity Fund (FICEX) and Dodge & Cox Stock Fund Class I (DODGX). 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.


FICEXDODGXDifference

Sharpe ratio

Return per unit of total volatility

0.54

0.49

+0.05

Sortino ratio

Return per unit of downside risk

0.94

0.78

+0.16

Omega ratio

Gain probability vs. loss probability

1.13

1.11

+0.02

Calmar ratio

Return relative to maximum drawdown

0.63

0.60

+0.03

Martin ratio

Return relative to average drawdown

2.11

2.50

-0.39

FICEX vs. DODGX - Sharpe Ratio Comparison

The current FICEX Sharpe Ratio is 0.54, which is comparable to the DODGX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of FICEX and DODGX, 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


FICEXDODGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.49

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.59

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.65

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.62

-0.22

Correlation

The correlation between FICEX and DODGX is 0.81, 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

FICEX vs. DODGX - Dividend Comparison

FICEX's dividend yield for the trailing twelve months is around 24.79%, more than DODGX's 9.89% yield.


TTM20252024202320222021202020192018201720162015
FICEX
Frost Growth Equity Fund
24.79%21.94%22.19%16.16%12.25%12.50%3.59%10.57%16.11%28.09%10.86%12.51%
DODGX
Dodge & Cox Stock Fund Class I
9.89%9.86%8.20%3.76%5.47%3.22%6.74%10.23%9.69%6.78%6.26%5.36%

Drawdowns

FICEX vs. DODGX - Drawdown Comparison

The maximum FICEX drawdown since its inception was -50.03%, smaller than the maximum DODGX drawdown of -63.24%. Use the drawdown chart below to compare losses from any high point for FICEX and DODGX.


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Drawdown Indicators


FICEXDODGXDifference

Max Drawdown

Largest peak-to-trough decline

-50.03%

-63.24%

+13.21%

Max Drawdown (1Y)

Largest decline over 1 year

-18.43%

-12.23%

-6.20%

Max Drawdown (5Y)

Largest decline over 5 years

-35.13%

-21.85%

-13.28%

Max Drawdown (10Y)

Largest decline over 10 years

-35.13%

-40.41%

+5.28%

Current Drawdown

Current decline from peak

-15.54%

-5.31%

-10.23%

Average Drawdown

Average peak-to-trough decline

-11.25%

-7.53%

-3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.52%

2.94%

+2.58%

Volatility

FICEX vs. DODGX - Volatility Comparison

Frost Growth Equity Fund (FICEX) has a higher volatility of 6.75% compared to Dodge & Cox Stock Fund Class I (DODGX) at 4.23%. This indicates that FICEX's price experiences larger fluctuations and is considered to be riskier than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FICEXDODGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

4.23%

+2.52%

Volatility (6M)

Calculated over the trailing 6-month period

11.93%

8.72%

+3.21%

Volatility (1Y)

Calculated over the trailing 1-year period

21.55%

16.33%

+5.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.34%

16.05%

+9.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.02%

19.25%

+3.77%