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NEWFX vs. DODEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEWFX vs. DODEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds New World Fund (NEWFX) and Dodge & Cox Emerging Markets Stock Fund (DODEX). The values are adjusted to include any dividend payments, if applicable.

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NEWFX vs. DODEX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NEWFX
American Funds New World Fund
-4.07%28.16%6.45%15.75%-22.08%-0.64%
DODEX
Dodge & Cox Emerging Markets Stock Fund
3.84%38.64%7.47%13.37%-14.91%-9.57%

Returns By Period

In the year-to-date period, NEWFX achieves a -4.07% return, which is significantly lower than DODEX's 3.84% return.


NEWFX

1D
-0.63%
1M
-11.97%
YTD
-4.07%
6M
-0.04%
1Y
21.01%
3Y*
12.44%
5Y*
4.18%
10Y*
9.04%

DODEX

1D
-0.65%
1M
-10.12%
YTD
3.84%
6M
8.44%
1Y
36.44%
3Y*
18.51%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NEWFX vs. DODEX - Expense Ratio Comparison

NEWFX has a 0.96% expense ratio, which is higher than DODEX's 0.70% expense ratio.


Return for Risk

NEWFX vs. DODEX — Risk / Return Rank

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

NEWFX
NEWFX Risk / Return Rank: 6969
Overall Rank
NEWFX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
NEWFX Sortino Ratio Rank: 7575
Sortino Ratio Rank
NEWFX Omega Ratio Rank: 7171
Omega Ratio Rank
NEWFX Calmar Ratio Rank: 6161
Calmar Ratio Rank
NEWFX Martin Ratio Rank: 6363
Martin Ratio Rank

DODEX
DODEX Risk / Return Rank: 9393
Overall Rank
DODEX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DODEX Sortino Ratio Rank: 9393
Sortino Ratio Rank
DODEX Omega Ratio Rank: 9292
Omega Ratio Rank
DODEX Calmar Ratio Rank: 9292
Calmar Ratio Rank
DODEX Martin Ratio Rank: 9292
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.

NEWFX vs. DODEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds New World Fund (NEWFX) and Dodge & Cox Emerging Markets Stock Fund (DODEX). 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.


NEWFXDODEXDifference

Sharpe ratio

Return per unit of total volatility

1.32

2.28

-0.96

Sortino ratio

Return per unit of downside risk

1.84

2.84

-1.00

Omega ratio

Gain probability vs. loss probability

1.26

1.44

-0.18

Calmar ratio

Return relative to maximum drawdown

1.40

2.79

-1.39

Martin ratio

Return relative to average drawdown

5.98

11.14

-5.16

NEWFX vs. DODEX - Sharpe Ratio Comparison

The current NEWFX Sharpe Ratio is 1.32, which is lower than the DODEX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of NEWFX and DODEX, 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


NEWFXDODEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

2.28

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.38

+0.10

Correlation

The correlation between NEWFX and DODEX is 0.87, 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

NEWFX vs. DODEX - Dividend Comparison

NEWFX's dividend yield for the trailing twelve months is around 5.95%, more than DODEX's 2.72% yield.


TTM20252024202320222021202020192018201720162015
NEWFX
American Funds New World Fund
5.95%5.71%3.66%2.46%0.89%6.89%0.10%3.65%2.26%1.90%0.92%0.60%
DODEX
Dodge & Cox Emerging Markets Stock Fund
2.72%2.83%1.94%1.92%1.93%1.38%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NEWFX vs. DODEX - Drawdown Comparison

The maximum NEWFX drawdown since its inception was -56.71%, which is greater than DODEX's maximum drawdown of -37.01%. Use the drawdown chart below to compare losses from any high point for NEWFX and DODEX.


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Drawdown Indicators


NEWFXDODEXDifference

Max Drawdown

Largest peak-to-trough decline

-56.71%

-37.01%

-19.70%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

-11.87%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-33.68%

Max Drawdown (10Y)

Largest decline over 10 years

-33.68%

Current Drawdown

Current decline from peak

-13.03%

-10.97%

-2.06%

Average Drawdown

Average peak-to-trough decline

-11.80%

-13.20%

+1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

2.97%

+0.09%

Volatility

NEWFX vs. DODEX - Volatility Comparison

The current volatility for American Funds New World Fund (NEWFX) is 6.38%, while Dodge & Cox Emerging Markets Stock Fund (DODEX) has a volatility of 7.14%. This indicates that NEWFX experiences smaller price fluctuations and is considered to be less risky than DODEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEWFXDODEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.38%

7.14%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

10.99%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

15.46%

15.57%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.12%

16.72%

-1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.96%

16.72%

-0.76%