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SMMD vs. DODGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

SMMD vs. DODGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2500 ETF (SMMD) and Dodge & Cox Stock Fund Class I (DODGX). The values are adjusted to include any dividend payments, if applicable.

70.00%80.00%90.00%100.00%110.00%120.00%130.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
94.21%
114.66%
SMMD
DODGX

Key characteristics

Sharpe Ratio

SMMD:

0.86

DODGX:

0.88

Sortino Ratio

SMMD:

1.29

DODGX:

1.15

Omega Ratio

SMMD:

1.16

DODGX:

1.19

Calmar Ratio

SMMD:

1.14

DODGX:

0.96

Martin Ratio

SMMD:

4.41

DODGX:

5.62

Ulcer Index

SMMD:

3.42%

DODGX:

1.99%

Daily Std Dev

SMMD:

17.51%

DODGX:

12.78%

Max Drawdown

SMMD:

-41.06%

DODGX:

-63.25%

Current Drawdown

SMMD:

-7.35%

DODGX:

-10.53%

Returns By Period

In the year-to-date period, SMMD achieves a 12.48% return, which is significantly higher than DODGX's 9.24% return.


SMMD

YTD

12.48%

1M

-4.50%

6M

10.61%

1Y

12.39%

5Y*

8.92%

10Y*

N/A

DODGX

YTD

9.24%

1M

-8.50%

6M

0.97%

1Y

10.10%

5Y*

11.10%

10Y*

10.05%

Compare stocks, funds, or ETFs

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


SMMD vs. DODGX - Expense Ratio Comparison

SMMD has a 0.15% 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 SMMD: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

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.


Sharpe ratio
The chart of Sharpe ratio for SMMD, currently valued at 0.86, compared to the broader market0.002.004.000.860.88
The chart of Sortino ratio for SMMD, currently valued at 1.29, compared to the broader market-2.000.002.004.006.008.0010.001.291.15
The chart of Omega ratio for SMMD, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.19
The chart of Calmar ratio for SMMD, currently valued at 1.14, compared to the broader market0.005.0010.0015.001.140.96
The chart of Martin ratio for SMMD, currently valued at 4.41, compared to the broader market0.0020.0040.0060.0080.00100.004.415.62
SMMD
DODGX

The current SMMD Sharpe Ratio is 0.86, which is comparable to the DODGX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of SMMD and DODGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.86
0.88
SMMD
DODGX

Dividends

SMMD vs. DODGX - Dividend Comparison

SMMD's dividend yield for the trailing twelve months is around 1.26%, more than DODGX's 1.19% yield.


TTM20232022202120202019201820172016201520142013
SMMD
iShares Russell 2500 ETF
1.26%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
1.19%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.35%
-10.53%
SMMD
DODGX

Volatility

SMMD vs. DODGX - Volatility Comparison

The current volatility for iShares Russell 2500 ETF (SMMD) is 5.69%, while Dodge & Cox Stock Fund Class I (DODGX) has a volatility of 7.70%. This indicates that SMMD 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.69%
7.70%
SMMD
DODGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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