OFVIX vs. DODFX
Compare and contrast key facts about O'Shaughnessy Market Leaders Value Fund (OFVIX) and Dodge & Cox International Stock Fund (DODFX).
OFVIX is managed by O'Shaughnessy Mutual Funds. It was launched on Feb 26, 2016. DODFX is managed by Dodge & Cox.
Performance
OFVIX vs. DODFX - Performance Comparison
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OFVIX vs. DODFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OFVIX O'Shaughnessy Market Leaders Value Fund | 3.01% | 15.81% | 23.70% | 17.85% | -6.13% | 30.49% | 1.76% | 35.06% | -12.95% | 22.05% |
DODFX Dodge & Cox International Stock Fund | 0.73% | 38.77% | 3.74% | 16.70% | -6.78% | 10.99% | 5.15% | 22.79% | -18.01% | 22.25% |
Returns By Period
In the year-to-date period, OFVIX achieves a 3.01% return, which is significantly higher than DODFX's 0.73% return.
OFVIX
- 1D
- 1.51%
- 1M
- -2.31%
- YTD
- 3.01%
- 6M
- 7.15%
- 1Y
- 18.44%
- 3Y*
- 20.23%
- 5Y*
- 12.76%
- 10Y*
- —
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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OFVIX vs. DODFX - Expense Ratio Comparison
OFVIX has a 0.56% expense ratio, which is lower than DODFX's 0.62% expense ratio.
Return for Risk
OFVIX vs. DODFX — Risk / Return Rank
OFVIX
DODFX
OFVIX vs. DODFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for O'Shaughnessy Market Leaders Value Fund (OFVIX) 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.
| OFVIX | DODFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.82 | -0.78 |
Sortino ratioReturn per unit of downside risk | 1.50 | 2.34 | -0.84 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.36 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 2.31 | -0.82 |
Martin ratioReturn relative to average drawdown | 6.58 | 8.74 | -2.16 |
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
| OFVIX | DODFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.82 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.64 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.39 | +0.25 |
Correlation
The correlation between OFVIX and DODFX is 0.73, 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
OFVIX vs. DODFX - Dividend Comparison
OFVIX's dividend yield for the trailing twelve months is around 17.98%, more than DODFX's 5.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OFVIX O'Shaughnessy Market Leaders Value Fund | 17.98% | 18.53% | 15.22% | 4.10% | 7.88% | 1.81% | 2.15% | 8.09% | 7.74% | 2.40% | 0.00% | 0.00% |
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
OFVIX vs. DODFX - Drawdown Comparison
The maximum OFVIX drawdown since its inception was -41.88%, smaller than the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for OFVIX and DODFX.
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Drawdown Indicators
| OFVIX | DODFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.88% | -63.23% | +21.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -11.42% | -1.82% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -24.52% | +3.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.61% | — |
Current DrawdownCurrent decline from peak | -3.94% | -8.60% | +4.66% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -11.72% | +6.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 3.02% | -0.03% |
Volatility
OFVIX vs. DODFX - Volatility Comparison
The current volatility for O'Shaughnessy Market Leaders Value Fund (OFVIX) is 3.46%, while Dodge & Cox International Stock Fund (DODFX) has a volatility of 7.14%. This indicates that OFVIX experiences smaller price fluctuations and is considered to be less risky 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
| OFVIX | DODFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 7.14% | -3.68% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 10.03% | -0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.97% | 15.17% | +2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.73% | 15.81% | +0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.29% | 18.25% | +2.04% |