FLCOX vs. DODFX
Compare and contrast key facts about Fidelity Large Cap Value Index Fund (FLCOX) and Dodge & Cox International Stock Fund (DODFX).
FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016. DODFX is managed by Dodge & Cox.
Performance
FLCOX vs. DODFX - Performance Comparison
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FLCOX vs. DODFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLCOX Fidelity Large Cap Value Index Fund | 2.61% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
DODFX Dodge & Cox International Stock Fund | 2.00% | 38.77% | 3.74% | 16.70% | -6.78% | 10.99% | 5.15% | 22.79% | -18.01% | 22.25% |
Returns By Period
In the year-to-date period, FLCOX achieves a 2.61% return, which is significantly higher than DODFX's 2.00% return.
FLCOX
- 1D
- 0.52%
- 1M
- -2.93%
- YTD
- 2.61%
- 6M
- 6.31%
- 1Y
- 15.79%
- 3Y*
- 14.50%
- 5Y*
- 9.32%
- 10Y*
- —
DODFX
- 1D
- 1.27%
- 1M
- -2.16%
- YTD
- 2.00%
- 6M
- 6.79%
- 1Y
- 28.45%
- 3Y*
- 17.31%
- 5Y*
- 10.42%
- 10Y*
- 10.23%
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FLCOX vs. DODFX - Expense Ratio Comparison
FLCOX has a 0.04% expense ratio, which is lower than DODFX's 0.62% expense ratio.
Return for Risk
FLCOX vs. DODFX — Risk / Return Rank
FLCOX
DODFX
FLCOX vs. DODFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Value Index Fund (FLCOX) and Dodge & Cox International Stock Fund (DODFX). 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.
| FLCOX | DODFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.89 | -0.84 |
Sortino ratioReturn per unit of downside risk | 1.53 | 2.42 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.38 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 2.54 | -1.15 |
Martin ratioReturn relative to average drawdown | 6.54 | 9.52 | -2.98 |
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
| FLCOX | DODFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.89 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.66 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.39 | +0.14 |
Correlation
The correlation between FLCOX and DODFX is 0.76, 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
FLCOX vs. DODFX - Dividend Comparison
FLCOX's dividend yield for the trailing twelve months is around 1.47%, less than DODFX's 4.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCOX Fidelity Large Cap Value Index Fund | 1.47% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
DODFX Dodge & Cox International Stock Fund | 4.96% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
Drawdowns
FLCOX vs. DODFX - Drawdown Comparison
The maximum FLCOX drawdown since its inception was -38.28%, smaller than the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for FLCOX and DODFX.
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Drawdown Indicators
| FLCOX | DODFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.28% | -63.23% | +24.95% |
Max Drawdown (1Y)Largest decline over 1 year | -7.96% | -11.14% | +3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | -24.52% | +5.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.61% | — |
Current DrawdownCurrent decline from peak | -4.32% | -7.44% | +3.12% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -11.72% | +7.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 3.05% | -0.53% |
Volatility
FLCOX vs. DODFX - Volatility Comparison
The current volatility for Fidelity Large Cap Value Index Fund (FLCOX) is 4.29%, while Dodge & Cox International Stock Fund (DODFX) has a volatility of 6.23%. This indicates that FLCOX experiences smaller price fluctuations and is considered to be less risky than DODFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLCOX | DODFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.29% | 6.23% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 8.31% | 10.08% | -1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.72% | 15.18% | +0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.82% | 15.82% | -1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.73% | 18.25% | -0.52% |