PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RUSG.L vs. DODGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RUSG.LDODGX

Correlation

-0.50.00.51.00.4

The correlation between RUSG.L and DODGX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

RUSG.L vs. DODGX - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.68%
11.85%
RUSG.L
DODGX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


DODGX
Dodge & Cox Stock Fund Class I
Expense ratio chart for DODGX: current value at 0.51% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.51%
Expense ratio chart for RUSG.L: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

RUSG.L vs. DODGX - Risk-Adjusted Performance 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.


RUSG.L
Sharpe ratio
The chart of Sharpe ratio for RUSG.L, currently valued at 2.95, compared to the broader market-2.000.002.004.002.95
Sortino ratio
The chart of Sortino ratio for RUSG.L, currently valued at 4.36, compared to the broader market-2.000.002.004.006.008.0010.0012.004.36
Omega ratio
The chart of Omega ratio for RUSG.L, currently valued at 1.75, compared to the broader market1.001.502.002.503.001.75
Calmar ratio
The chart of Calmar ratio for RUSG.L, currently valued at 4.71, compared to the broader market0.005.0010.0015.004.71
Martin ratio
The chart of Martin ratio for RUSG.L, currently valued at 23.12, compared to the broader market0.0020.0040.0060.0080.00100.0023.12
DODGX
Sharpe ratio
The chart of Sharpe ratio for DODGX, currently valued at 2.89, compared to the broader market-2.000.002.004.002.89
Sortino ratio
The chart of Sortino ratio for DODGX, currently valued at 4.01, compared to the broader market-2.000.002.004.006.008.0010.0012.004.01
Omega ratio
The chart of Omega ratio for DODGX, currently valued at 1.54, compared to the broader market1.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for DODGX, currently valued at 5.82, compared to the broader market0.005.0010.0015.005.82
Martin ratio
The chart of Martin ratio for DODGX, currently valued at 21.60, compared to the broader market0.0020.0040.0060.0080.00100.0021.60

RUSG.L vs. DODGX - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
2.95
2.89
RUSG.L
DODGX

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 1.39%.


TTM20232022202120202019201820172016201520142013
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%
DODGX
Dodge & Cox Stock Fund Class I
1.39%1.45%1.43%1.25%1.74%1.88%1.68%1.53%1.64%1.51%3.17%1.25%

Drawdowns

RUSG.L vs. DODGX - Drawdown Comparison


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.25%
RUSG.L
DODGX

Volatility

RUSG.L vs. DODGX - Volatility Comparison

The current volatility for Lyxor Russell 1000 Growth UCITS ETF (RUSG.L) is 0.00%, while Dodge & Cox Stock Fund Class I (DODGX) has a volatility of 4.05%. This indicates that RUSG.L experiences smaller price fluctuations and is considered to be less risky than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember0
4.05%
RUSG.L
DODGX