IBDT vs. DODIX
Compare and contrast key facts about iShares iBonds Dec 2028 Term Corporate ETF (IBDT) and Dodge & Cox Income Fund (DODIX).
IBDT is a passively managed fund by iShares that tracks the performance of the Bloomberg December 2028 Maturity Corporate Index. It was launched on Sep 18, 2018. DODIX is managed by Dodge & Cox.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBDT or DODIX.
Key characteristics
| IBDT | DODIX | |
|---|---|---|
| YTD Return | 3.50% | 2.63% |
| 1Y Return | 8.22% | 8.86% |
| 3Y Return (Ann) | -0.30% | -0.44% |
| 5Y Return (Ann) | 1.39% | 1.46% |
| Sharpe Ratio | 2.08 | 1.38 |
| Sortino Ratio | 3.13 | 2.03 |
| Omega Ratio | 1.40 | 1.24 |
| Calmar Ratio | 0.73 | 0.77 |
| Martin Ratio | 9.67 | 5.24 |
| Ulcer Index | 0.81% | 1.57% |
| Daily Std Dev | 3.75% | 5.94% |
| Max Drawdown | -17.79% | -16.38% |
| Current Drawdown | -3.37% | -3.66% |
Correlation
The correlation between IBDT and DODIX is 0.80, 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.
Performance
IBDT vs. DODIX - Performance Comparison
In the year-to-date period, IBDT achieves a 3.50% return, which is significantly higher than DODIX's 2.63% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IBDT vs. DODIX - Expense Ratio Comparison
IBDT has a 0.10% expense ratio, which is lower than DODIX's 0.41% expense ratio.
Risk-Adjusted Performance
IBDT vs. DODIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2028 Term Corporate ETF (IBDT) and Dodge & Cox Income Fund (DODIX). 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
IBDT vs. DODIX - Dividend Comparison
IBDT's dividend yield for the trailing twelve months is around 4.62%, more than DODIX's 4.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBDT iShares iBonds Dec 2028 Term Corporate ETF | 4.62% | 4.10% | 3.24% | 2.45% | 2.80% | 3.33% | 1.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DODIX Dodge & Cox Income Fund | 4.17% | 3.86% | 2.84% | 1.89% | 2.44% | 3.04% | 3.00% | 2.76% | 3.11% | 3.03% | 3.84% | 3.07% |
Drawdowns
IBDT vs. DODIX - Drawdown Comparison
The maximum IBDT drawdown since its inception was -17.79%, which is greater than DODIX's maximum drawdown of -16.38%. Use the drawdown chart below to compare losses from any high point for IBDT and DODIX. For additional features, visit the drawdowns tool.
Volatility
IBDT vs. DODIX - Volatility Comparison
The current volatility for iShares iBonds Dec 2028 Term Corporate ETF (IBDT) is 0.86%, while Dodge & Cox Income Fund (DODIX) has a volatility of 1.74%. This indicates that IBDT experiences smaller price fluctuations and is considered to be less risky than DODIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.