SMMD vs. DODGX
Compare and contrast key facts about iShares Russell 2500 ETF (SMMD) and Dodge & Cox Stock Fund Class I (DODGX).
SMMD is a passively managed fund by iShares that tracks the performance of the Russell 2500 Index. It was launched on Jul 6, 2017. 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: SMMD or DODGX.
Key characteristics
| SMMD | DODGX | |
|---|---|---|
| YTD Return | 18.26% | 20.74% |
| 1Y Return | 40.49% | 34.85% |
| 3Y Return (Ann) | 2.57% | 9.34% |
| 5Y Return (Ann) | 10.94% | 14.15% |
| Sharpe Ratio | 2.13 | 3.03 |
| Sortino Ratio | 3.00 | 4.21 |
| Omega Ratio | 1.37 | 1.56 |
| Calmar Ratio | 1.64 | 4.70 |
| Martin Ratio | 11.96 | 23.30 |
| Ulcer Index | 3.23% | 1.43% |
| Daily Std Dev | 18.10% | 10.98% |
| Max Drawdown | -41.06% | -63.25% |
| Current Drawdown | 0.00% | -0.15% |
Correlation
The correlation between SMMD and DODGX is 0.83, 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
SMMD vs. DODGX - Performance Comparison
In the year-to-date period, SMMD achieves a 18.26% return, which is significantly lower than DODGX's 20.74% return. 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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SMMD vs. DODGX - Expense Ratio Comparison
SMMD has a 0.15% expense ratio, which is lower than DODGX's 0.51% expense ratio.
Risk-Adjusted Performance
SMMD vs. DODGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2500 ETF (SMMD) 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
SMMD vs. DODGX - Dividend Comparison
SMMD's dividend yield for the trailing twelve months is around 1.16%, less than DODGX's 1.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMMD iShares Russell 2500 ETF | 1.16% | 1.44% | 1.79% | 1.12% | 1.31% | 1.50% | 2.45% | 0.68% | 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
SMMD vs. DODGX - Drawdown Comparison
The maximum SMMD drawdown since its inception was -41.06%, smaller than the maximum DODGX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for SMMD and DODGX. For additional features, visit the drawdowns tool.
Volatility
SMMD vs. DODGX - Volatility Comparison
iShares Russell 2500 ETF (SMMD) has a higher volatility of 5.73% compared to Dodge & Cox Stock Fund Class I (DODGX) at 4.03%. This indicates that SMMD's price experiences larger fluctuations and is considered to be riskier than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.