RUSG.L vs. DODGX

Last updated Jun 5, 2026

RUSG.L (Lyxor Russell 1000 Growth UCITS ETF) and DODGX (Dodge & Cox Stock Fund Class I) are both funds - RUSG.L is a Large Cap Growth Equities fund tracking the Russell 1000 Growth Net Index, while DODGX is a Large Cap Value Equities fund actively managed by Dodge & Cox. RUSG.L is passively managed, while DODGX is actively managed. At a 0.39 correlation, their price movements are largely independent. RUSG.L charges 0.19%/yr vs 0.51%/yr for DODGX.

Performance

RUSG.L vs. DODGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor Russell 1000 Growth UCITS ETF (RUSG.L) and Dodge & Cox Stock Fund Class I (DODGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

RUSG.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DODGX

• 1D: -0.30%
• 1M: -0.18%
• YTD: 2.62%
• 6M: 4.59%
• 1Y: 12.14%
• 3Y*: 14.90%
• 5Y*: 8.31%
• 10Y*: 12.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RUSG.L vs. DODGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RUSG.L Lyxor Russell 1000 Growth UCITS ETF	0.00%	0.00%	24.09%	43.28%	-30.45%	29.15%	38.14%	35.28%	-2.66%	30.31%
DODGX Dodge & Cox Stock Fund Class I	2.62%	13.66%	14.36%	17.49%	-7.25%	31.72%	7.10%	24.30%	-7.15%	18.33%

Correlation

The correlation between RUSG.L and DODGX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (10Y) Calculated over the trailing 10-year period	0.36
Correlation (All Time) Calculated using the full available price history since Jul 2, 2014	0.39

The correlation between RUSG.L and DODGX shifts across timeframes, from 0.10 (3 years) to 0.39 (all time), reflecting how their relationship changes across market environments.

Return for Risk

RUSG.L vs. DODGX — Risk / Return Rank

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

DODGX

DODGX Risk / Return Rank: 17
DODGX Sharpe Ratio Rank: 15
DODGX Sortino Ratio Rank: 15
DODGX Omega Ratio Rank: 14
DODGX Calmar Ratio Rank: 20
DODGX Martin Ratio Rank: 23

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.

RUSG.L vs. DODGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Russell 1000 Growth UCITS ETF (RUSG.L) and Dodge & Cox Stock Fund Class I (DODGX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	RUSG.L	DODGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.11	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.52	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.63	—

Drawdowns

Drawdown Indicators

	RUSG.L	DODGX	Difference
Max Drawdown Largest peak-to-trough decline	—	-63.24%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-7.48%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-14.89%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-40.41%	—
Current Drawdown Current decline from peak	—	-1.81%	—
Average Drawdown Average peak-to-trough decline	—	-7.51%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.12%	—

Volatility

Volatility by Period

	RUSG.L	DODGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.33%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.97%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	11.05%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	15.95%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	19.21%	—

RUSG.L vs. DODGX - Expense Ratio Comparison

RUSG.L has a 0.19% expense ratio, which is lower than DODGX's 0.51% expense ratio.

Dividends

RUSG.L vs. DODGX - Dividend Comparison

RUSG.L has not paid dividends to shareholders, while DODGX's dividend yield for the trailing twelve months is around 9.47%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DODGX Dodge & Cox Stock Fund Class I	9.47%	9.86%	8.20%	3.76%	5.47%	3.22%	6.74%	10.23%	9.69%	6.78%	6.26%	5.36%
RUSG.L Lyxor Russell 1000 Growth UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RUSG.L and DODGX in my portfolio?

RUSG.L and DODGX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.