FNDX vs. DOXGX
Compare and contrast key facts about Schwab Fundamental U.S. Large Company Index ETF (FNDX) and Dodge & Cox Stock Fund (DOXGX).
FNDX is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental U.S. Large Company Index. It was launched on Aug 15, 2013. DOXGX is managed by Dodge & Cox. It was launched on Apr 1, 1965.
Performance
FNDX vs. DOXGX - Performance Comparison
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FNDX vs. DOXGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FNDX Schwab Fundamental U.S. Large Company Index ETF | 2.98% | 16.94% | 16.77% | 18.23% | -2.81% |
DOXGX Dodge & Cox Stock Fund | -1.63% | 13.77% | 14.47% | 17.60% | -2.46% |
Returns By Period
In the year-to-date period, FNDX achieves a 2.98% return, which is significantly higher than DOXGX's -1.63% return.
FNDX
- 1D
- 0.22%
- 1M
- -3.37%
- YTD
- 2.98%
- 6M
- 6.54%
- 1Y
- 20.25%
- 3Y*
- 17.20%
- 5Y*
- 12.04%
- 10Y*
- 13.29%
DOXGX
- 1D
- 2.09%
- 1M
- -5.28%
- YTD
- -1.63%
- 6M
- 0.67%
- 1Y
- 8.11%
- 3Y*
- 14.07%
- 5Y*
- —
- 10Y*
- —
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FNDX vs. DOXGX - Expense Ratio Comparison
FNDX has a 0.25% expense ratio, which is lower than DOXGX's 0.41% expense ratio.
Return for Risk
FNDX vs. DOXGX — Risk / Return Rank
FNDX
DOXGX
FNDX vs. DOXGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental U.S. Large Company Index ETF (FNDX) and Dodge & Cox Stock Fund (DOXGX). 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.
| FNDX | DOXGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.50 | +0.76 |
Sortino ratioReturn per unit of downside risk | 1.82 | 0.79 | +1.03 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.12 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 0.61 | +1.04 |
Martin ratioReturn relative to average drawdown | 7.91 | 2.53 | +5.38 |
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
| FNDX | DOXGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.50 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.65 | +0.09 |
Correlation
The correlation between FNDX and DOXGX 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.
Dividends
FNDX vs. DOXGX - Dividend Comparison
FNDX's dividend yield for the trailing twelve months is around 1.61%, less than DOXGX's 9.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDX Schwab Fundamental U.S. Large Company Index ETF | 1.61% | 1.63% | 1.76% | 1.82% | 2.07% | 1.64% | 2.29% | 2.23% | 2.40% | 1.86% | 2.01% | 2.01% |
DOXGX Dodge & Cox Stock Fund | 9.99% | 9.96% | 8.30% | 3.86% | 4.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FNDX vs. DOXGX - Drawdown Comparison
The maximum FNDX drawdown since its inception was -37.72%, which is greater than DOXGX's maximum drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for FNDX and DOXGX.
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Drawdown Indicators
| FNDX | DOXGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.72% | -16.47% | -21.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.25% | -12.23% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -19.06% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.72% | — | — |
Current DrawdownCurrent decline from peak | -4.00% | -5.34% | +1.34% |
Average DrawdownAverage peak-to-trough decline | -3.59% | -3.23% | -0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.94% | -0.38% |
Volatility
FNDX vs. DOXGX - Volatility Comparison
The current volatility for Schwab Fundamental U.S. Large Company Index ETF (FNDX) is 3.84%, while Dodge & Cox Stock Fund (DOXGX) has a volatility of 4.27%. This indicates that FNDX experiences smaller price fluctuations and is considered to be less risky than DOXGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNDX | DOXGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 4.27% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.06% | 8.77% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.18% | 16.36% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.26% | 15.91% | -0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.51% | 15.91% | +1.60% |