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FNDX vs. DOXGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNDX vs. DOXGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental U.S. Large Company Index ETF (FNDX) and Dodge & Cox Stock Fund (DOXGX). The values are adjusted to include any dividend payments, if applicable.

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FNDX vs. DOXGX - Yearly Performance Comparison


2026 (YTD)2025202420232022
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

FNDX
FNDX Risk / Return Rank: 7070
Overall Rank
FNDX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FNDX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FNDX Omega Ratio Rank: 7373
Omega Ratio Rank
FNDX Calmar Ratio Rank: 6363
Calmar Ratio Rank
FNDX Martin Ratio Rank: 7373
Martin Ratio Rank

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

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.


FNDXDOXGXDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.50

+0.76

Sortino ratio

Return per unit of downside risk

1.82

0.79

+1.03

Omega ratio

Gain probability vs. loss probability

1.28

1.12

+0.17

Calmar ratio

Return relative to maximum drawdown

1.65

0.61

+1.04

Martin ratio

Return relative to average drawdown

7.91

2.53

+5.38

FNDX vs. DOXGX - Sharpe Ratio Comparison

The current FNDX Sharpe Ratio is 1.26, which is higher than the DOXGX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of FNDX and DOXGX, 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


FNDXDOXGXDifference

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.


TTM20252024202320222021202020192018201720162015
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


FNDXDOXGXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.00%

-5.34%

+1.34%

Average Drawdown

Average peak-to-trough decline

-3.59%

-3.23%

-0.36%

Ulcer Index

Depth 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


FNDXDOXGXDifference

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%