GIOTX vs. DODFX
Compare and contrast key facts about GMO International Developed Equity Allocation Fund (GIOTX) and Dodge & Cox International Stock Fund (DODFX).
GIOTX is managed by GMO. It was launched on Jun 4, 2006. DODFX is managed by Dodge & Cox.
Performance
GIOTX vs. DODFX - Performance Comparison
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GIOTX vs. DODFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GIOTX GMO International Developed Equity Allocation Fund | 6.03% | 43.70% | 10.66% | 21.03% | -12.41% | 11.14% | 7.43% | 24.45% | -19.66% | 26.38% |
DODFX Dodge & Cox International Stock Fund | 0.73% | 38.77% | 3.74% | 16.70% | -6.78% | 10.99% | 5.15% | 22.79% | -18.01% | 23.95% |
Returns By Period
In the year-to-date period, GIOTX achieves a 6.03% return, which is significantly higher than DODFX's 0.73% return. Over the past 10 years, GIOTX has outperformed DODFX with an annualized return of 11.04%, while DODFX has yielded a comparatively lower 10.09% annualized return.
GIOTX
- 1D
- 3.10%
- 1M
- -6.01%
- YTD
- 6.03%
- 6M
- 15.30%
- 1Y
- 38.36%
- 3Y*
- 23.95%
- 5Y*
- 12.82%
- 10Y*
- 11.04%
DODFX
- 1D
- 2.54%
- 1M
- -7.11%
- YTD
- 0.73%
- 6M
- 5.33%
- 1Y
- 27.03%
- 3Y*
- 16.82%
- 5Y*
- 10.14%
- 10Y*
- 10.09%
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GIOTX vs. DODFX - Expense Ratio Comparison
GIOTX has a 0.00% expense ratio, which is lower than DODFX's 0.62% expense ratio.
Return for Risk
GIOTX vs. DODFX — Risk / Return Rank
GIOTX
DODFX
GIOTX vs. DODFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO International Developed Equity Allocation Fund (GIOTX) 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.
| GIOTX | DODFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.29 | 1.82 | +0.47 |
Sortino ratioReturn per unit of downside risk | 2.95 | 2.34 | +0.61 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.36 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 3.48 | 2.31 | +1.17 |
Martin ratioReturn relative to average drawdown | 13.25 | 8.74 | +4.50 |
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
| GIOTX | DODFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | 1.82 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.64 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.55 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.39 | -0.08 |
Correlation
The correlation between GIOTX and DODFX is 0.92, 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
GIOTX vs. DODFX - Dividend Comparison
GIOTX's dividend yield for the trailing twelve months is around 7.58%, more than DODFX's 5.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIOTX GMO International Developed Equity Allocation Fund | 7.58% | 8.04% | 5.07% | 6.54% | 4.45% | 6.67% | 4.48% | 3.74% | 3.90% | 3.15% | 4.04% | 3.39% |
DODFX Dodge & Cox International Stock Fund | 5.02% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
Drawdowns
GIOTX vs. DODFX - Drawdown Comparison
The maximum GIOTX drawdown since its inception was -56.51%, smaller than the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for GIOTX and DODFX.
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Drawdown Indicators
| GIOTX | DODFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.51% | -63.23% | +6.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.66% | -11.42% | +0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -29.68% | -24.52% | -5.16% |
Max Drawdown (10Y)Largest decline over 10 years | -39.29% | -44.61% | +5.32% |
Current DrawdownCurrent decline from peak | -7.34% | -8.60% | +1.26% |
Average DrawdownAverage peak-to-trough decline | -14.35% | -11.72% | -2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 3.02% | -0.22% |
Volatility
GIOTX vs. DODFX - Volatility Comparison
GMO International Developed Equity Allocation Fund (GIOTX) has a higher volatility of 7.58% compared to Dodge & Cox International Stock Fund (DODFX) at 7.14%. This indicates that GIOTX's price experiences larger fluctuations and is considered to be riskier 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
| GIOTX | DODFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.58% | 7.14% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 11.71% | 10.03% | +1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 15.17% | +1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.23% | 15.81% | -0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.27% | 18.25% | -1.98% |