FIOOX vs. DODGX
Compare and contrast key facts about Fidelity Series Large Cap Value Index Fund (FIOOX) and Dodge & Cox Stock Fund Class I (DODGX).
FIOOX is managed by Fidelity. It was launched on Nov 7, 2013. DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIOOX or DODGX.
Performance
FIOOX vs. DODGX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with FIOOX having a 20.53% return and DODGX slightly lower at 20.09%. Over the past 10 years, FIOOX has underperformed DODGX with an annualized return of 9.33%, while DODGX has yielded a comparatively higher 11.24% annualized return.
FIOOX
20.53%
2.49%
12.87%
28.77%
10.61%
9.33%
DODGX
20.09%
2.33%
11.92%
28.46%
13.97%
11.24%
Key characteristics
| FIOOX | DODGX | |
|---|---|---|
| Sharpe Ratio | 2.70 | 2.68 |
| Sortino Ratio | 3.78 | 3.73 |
| Omega Ratio | 1.49 | 1.49 |
| Calmar Ratio | 5.39 | 5.47 |
| Martin Ratio | 16.88 | 19.87 |
| Ulcer Index | 1.74% | 1.46% |
| Daily Std Dev | 10.87% | 10.83% |
| Max Drawdown | -38.31% | -63.25% |
| Current Drawdown | -0.17% | -1.47% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FIOOX vs. DODGX - Expense Ratio Comparison
FIOOX has a 0.00% expense ratio, which is lower than DODGX's 0.51% expense ratio.
Correlation
The correlation between FIOOX and DODGX is 0.95, 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.
Risk-Adjusted Performance
FIOOX vs. DODGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Large Cap Value Index Fund (FIOOX) 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.
Dividends
FIOOX vs. DODGX - Dividend Comparison
FIOOX's dividend yield for the trailing twelve months is around 1.87%, more than DODGX's 1.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIOOX Fidelity Series Large Cap Value Index Fund | 1.87% | 2.24% | 2.38% | 1.95% | 2.18% | 2.54% | 2.99% | 2.36% | 1.63% | 3.16% | 5.87% | 0.34% |
DODGX Dodge & Cox Stock Fund Class I | 1.40% | 1.45% | 1.43% | 1.25% | 1.74% | 1.88% | 1.68% | 1.53% | 1.64% | 1.51% | 3.17% | 1.25% |
Drawdowns
FIOOX vs. DODGX - Drawdown Comparison
The maximum FIOOX drawdown since its inception was -38.31%, smaller than the maximum DODGX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for FIOOX and DODGX. For additional features, visit the drawdowns tool.
Volatility
FIOOX vs. DODGX - Volatility Comparison
The current volatility for Fidelity Series Large Cap Value Index Fund (FIOOX) is 3.80%, while Dodge & Cox Stock Fund Class I (DODGX) has a volatility of 4.19%. This indicates that FIOOX experiences smaller price fluctuations and is considered to be less risky than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.