SFLNX vs. DODGX
Compare and contrast key facts about Schwab Fundamental US Large Company Index Fund (SFLNX) and Dodge & Cox Stock Fund Class I (DODGX).
SFLNX is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI US Large Company Index. It was launched on Apr 2, 2007. DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFLNX or DODGX.
Key characteristics
SFLNX | DODGX | |
---|---|---|
YTD Return | 5.56% | 6.15% |
1Y Return | 20.20% | 22.41% |
3Y Return (Ann) | 8.81% | 7.86% |
5Y Return (Ann) | 13.16% | 12.13% |
10Y Return (Ann) | 11.16% | 10.79% |
Sharpe Ratio | 1.98 | 2.00 |
Daily Std Dev | 11.36% | 12.29% |
Max Drawdown | -60.01% | -63.25% |
Current Drawdown | -3.47% | -3.24% |
Correlation
The correlation between SFLNX and DODGX is 0.96, 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.
Performance
SFLNX vs. DODGX - Performance Comparison
In the year-to-date period, SFLNX achieves a 5.56% return, which is significantly lower than DODGX's 6.15% return. Both investments have delivered pretty close results over the past 10 years, with SFLNX having a 11.16% annualized return and DODGX not far behind at 10.79%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SFLNX vs. DODGX - Expense Ratio Comparison
SFLNX has a 0.25% expense ratio, which is lower than DODGX's 0.51% expense ratio.
Risk-Adjusted Performance
SFLNX vs. DODGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Large Company Index Fund (SFLNX) 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.
Dividends
SFLNX vs. DODGX - Dividend Comparison
SFLNX's dividend yield for the trailing twelve months is around 1.76%, less than DODGX's 5.11% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Schwab Fundamental US Large Company Index Fund | 1.76% | 1.86% | 2.09% | 4.78% | 6.17% | 5.33% | 9.69% | 3.28% | 7.23% | 5.68% | 4.28% | 1.51% |
Dodge & Cox Stock Fund Class I | 5.11% | 3.76% | 5.47% | 3.22% | 6.86% | 10.23% | 9.69% | 6.78% | 6.26% | 5.36% | 3.17% | 1.24% |
Drawdowns
SFLNX vs. DODGX - Drawdown Comparison
The maximum SFLNX drawdown since its inception was -60.01%, smaller than the maximum DODGX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for SFLNX and DODGX. For additional features, visit the drawdowns tool.
Volatility
SFLNX vs. DODGX - Volatility Comparison
Schwab Fundamental US Large Company Index Fund (SFLNX) and Dodge & Cox Stock Fund Class I (DODGX) have volatilities of 3.05% and 3.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.