OIEJX vs. DODFX
Compare and contrast key facts about JPMorgan Equity Income Fund R6 (OIEJX) and Dodge & Cox International Stock Fund (DODFX).
OIEJX is managed by JPMorgan. It was launched on Jul 2, 1987. DODFX is managed by Dodge & Cox.
Performance
OIEJX vs. DODFX - Performance Comparison
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OIEJX vs. DODFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OIEJX JPMorgan Equity Income Fund R6 | 1.88% | 14.95% | 19.97% | 5.05% | -1.63% | 25.41% | 3.87% | 26.61% | -4.23% | 17.85% |
DODFX Dodge & Cox International Stock Fund | 2.00% | 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, OIEJX achieves a 1.88% return, which is significantly lower than DODFX's 2.00% return. Over the past 10 years, OIEJX has outperformed DODFX with an annualized return of 11.69%, while DODFX has yielded a comparatively lower 10.23% annualized return.
OIEJX
- 1D
- 0.24%
- 1M
- -3.26%
- YTD
- 1.88%
- 6M
- 4.92%
- 1Y
- 13.40%
- 3Y*
- 14.71%
- 5Y*
- 10.55%
- 10Y*
- 11.69%
DODFX
- 1D
- 1.27%
- 1M
- -2.16%
- YTD
- 2.00%
- 6M
- 6.79%
- 1Y
- 28.45%
- 3Y*
- 17.31%
- 5Y*
- 10.42%
- 10Y*
- 10.23%
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OIEJX vs. DODFX - Expense Ratio Comparison
OIEJX has a 0.45% expense ratio, which is lower than DODFX's 0.62% expense ratio.
Return for Risk
OIEJX vs. DODFX — Risk / Return Rank
OIEJX
DODFX
OIEJX vs. DODFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund R6 (OIEJX) 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.
| OIEJX | DODFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.89 | -0.97 |
Sortino ratioReturn per unit of downside risk | 1.34 | 2.42 | -1.08 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.38 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 2.54 | -1.32 |
Martin ratioReturn relative to average drawdown | 5.22 | 9.52 | -4.31 |
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
| OIEJX | DODFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.89 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.66 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.56 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.39 | +0.37 |
Correlation
The correlation between OIEJX and DODFX is 0.74, 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
OIEJX vs. DODFX - Dividend Comparison
OIEJX's dividend yield for the trailing twelve months is around 10.91%, more than DODFX's 4.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OIEJX JPMorgan Equity Income Fund R6 | 10.91% | 11.06% | 14.67% | 3.01% | 3.93% | 3.57% | 2.04% | 3.01% | 5.37% | 2.70% | 2.71% | 3.03% |
DODFX Dodge & Cox International Stock Fund | 4.96% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
Drawdowns
OIEJX vs. DODFX - Drawdown Comparison
The maximum OIEJX drawdown since its inception was -36.88%, smaller than the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for OIEJX and DODFX.
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Drawdown Indicators
| OIEJX | DODFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.88% | -63.23% | +26.35% |
Max Drawdown (1Y)Largest decline over 1 year | -7.39% | -11.14% | +3.75% |
Max Drawdown (5Y)Largest decline over 5 years | -14.74% | -24.52% | +9.78% |
Max Drawdown (10Y)Largest decline over 10 years | -36.88% | -44.61% | +7.73% |
Current DrawdownCurrent decline from peak | -5.08% | -7.44% | +2.36% |
Average DrawdownAverage peak-to-trough decline | -3.03% | -11.72% | +8.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 3.05% | -0.38% |
Volatility
OIEJX vs. DODFX - Volatility Comparison
The current volatility for JPMorgan Equity Income Fund R6 (OIEJX) is 3.96%, while Dodge & Cox International Stock Fund (DODFX) has a volatility of 6.23%. This indicates that OIEJX 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
| OIEJX | DODFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 6.23% | -2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.87% | 10.08% | -2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.22% | 15.18% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.29% | 15.82% | -1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 18.25% | -1.48% |