ILCG vs. DODLX
ILCG (iShares Morningstar Growth ETF) and DODLX (Dodge & Cox Global Bond Fund) are both funds - ILCG is a Large Cap Growth Equities fund tracking the Morningstar US Large-Mid Cap Broad Growth Index Gross, while DODLX is a Global Bonds fund managed by Dodge & Cox. Over the past 10 years, ILCG returned 17.83%/yr vs 4.77%/yr for DODLX. At a 0.32 correlation, their price movements are largely independent. ILCG charges 0.04%/yr vs 0.45%/yr for DODLX.
Performance
ILCG vs. DODLX - Performance Comparison
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Returns By Period
In the year-to-date period, ILCG achieves a 10.48% return, which is significantly higher than DODLX's 0.42% return. Over the past 10 years, ILCG has outperformed DODLX with an annualized return of 17.83%, while DODLX has yielded a comparatively lower 4.77% annualized return.
ILCG
- 1D
- 0.76%
- 1M
- 0.01%
- YTD
- 10.48%
- 6M
- 9.79%
- 1Y
- 24.11%
- 3Y*
- 25.09%
- 5Y*
- 14.03%
- 10Y*
- 17.83%
DODLX
- 1D
- -0.62%
- 1M
- -0.97%
- YTD
- 0.42%
- 6M
- 0.85%
- 1Y
- 6.42%
- 3Y*
- 6.57%
- 5Y*
- 2.89%
- 10Y*
- 4.77%
ILCG vs. DODLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ILCG iShares Morningstar Growth ETF | 10.48% | 16.71% | 32.82% | 40.41% | -31.75% | 24.33% | 38.56% | 33.22% | 2.06% | 30.57% |
DODLX Dodge & Cox Global Bond Fund | 0.42% | 11.51% | 0.55% | 12.30% | -8.21% | -0.85% | 11.87% | 12.23% | -1.45% | 8.31% |
Correlation
The correlation between ILCG and DODLX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 2, 2014 | 0.32 |
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Return for Risk
ILCG vs. DODLX — Risk / Return Rank
ILCG
DODLX
ILCG vs. DODLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Growth ETF (ILCG) and Dodge & Cox Global Bond Fund (DODLX). 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.
| ILCG | DODLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.26 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.63 | -0.08 |
| Martin ratioReturn relative to average drawdown | 5.43 | 5.13 | +0.30 |
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
| ILCG | DODLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 1.38 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.55 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.99 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.78 | -0.20 |
Drawdowns
ILCG vs. DODLX - Drawdown Comparison
The maximum ILCG drawdown since its inception was -52.98%, which is greater than DODLX's maximum drawdown of -16.30%. Use the drawdown chart below to compare losses from any high point for ILCG and DODLX.
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Drawdown Indicators
| ILCG | DODLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.98% | -16.30% | -36.68% |
Max Drawdown (1Y)Largest decline over 1 year | -15.65% | -3.67% | -11.98% |
Max Drawdown (3Y)Largest decline over 3 years | -23.10% | -6.21% | -16.89% |
Max Drawdown (5Y)Largest decline over 5 years | -35.38% | -16.30% | -19.08% |
Max Drawdown (10Y)Largest decline over 10 years | -35.38% | -16.30% | -19.08% |
Current DrawdownCurrent decline from peak | -4.48% | -2.27% | -2.21% |
Average DrawdownAverage peak-to-trough decline | -8.22% | -3.04% | -5.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 1.16% | +3.29% |
Volatility
ILCG vs. DODLX - Volatility Comparison
iShares Morningstar Growth ETF (ILCG) has a higher volatility of 6.01% compared to Dodge & Cox Global Bond Fund (DODLX) at 1.71%. This indicates that ILCG's price experiences larger fluctuations and is considered to be riskier than DODLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ILCG | DODLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 1.71% | +4.30% |
Volatility (6M)Calculated over the trailing 6-month period | 13.55% | 3.42% | +10.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.85% | 4.33% | +12.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.08% | 5.25% | +16.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.58% | 4.81% | +16.77% |
ILCG vs. DODLX - Expense Ratio Comparison
ILCG has a 0.04% expense ratio, which is lower than DODLX's 0.45% expense ratio.
Dividends
ILCG vs. DODLX - Dividend Comparison
ILCG's dividend yield for the trailing twelve months is around 0.42%, less than DODLX's 4.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODLX Dodge & Cox Global Bond Fund | 4.07% | 4.07% | 4.73% | 3.31% | 5.05% | 3.86% | 2.66% | 3.40% | 5.19% | 2.45% | 1.69% | 0.00% |
ILCG iShares Morningstar Growth ETF | 0.42% | 0.47% | 0.50% | 0.69% | 0.75% | 0.34% | 0.28% | 0.54% | 0.81% | 0.89% | 0.95% | 0.99% |
Frequently Asked Questions
ILCG and DODLX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ILCG has higher volatility (6.01%) compared to DODLX (1.71%). In terms of maximum drawdown, ILCG dropped -52.98% vs DODLX's -16.30%.
ILCG currently has the higher Sharpe Ratio (1.44 vs 1.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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