STFAX vs. DODGX
Compare and contrast key facts about State Street Equity 500 Index Fund (STFAX) and Dodge & Cox Stock Fund Class I (DODGX).
STFAX is managed by State Street. It was launched on Apr 18, 2001. DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965.
Performance
STFAX vs. DODGX - Performance Comparison
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STFAX vs. DODGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STFAX State Street Equity 500 Index Fund | -4.37% | 17.63% | 24.80% | 26.09% | -18.28% | 28.31% | -88.19% | 31.13% | -4.52% | 21.43% |
DODGX Dodge & Cox Stock Fund Class I | -1.65% | 13.66% | 14.36% | 17.49% | -7.25% | 31.72% | 7.10% | 24.30% | -7.15% | 18.33% |
Returns By Period
In the year-to-date period, STFAX achieves a -4.37% return, which is significantly lower than DODGX's -1.65% return. Over the past 10 years, STFAX has underperformed DODGX with an annualized return of -9.57%, while DODGX has yielded a comparatively higher 12.55% annualized return.
STFAX
- 1D
- 2.92%
- 1M
- -5.04%
- YTD
- -4.37%
- 6M
- -2.22%
- 1Y
- 17.12%
- 3Y*
- 18.11%
- 5Y*
- 11.58%
- 10Y*
- -9.57%
DODGX
- 1D
- 2.09%
- 1M
- -5.31%
- YTD
- -1.65%
- 6M
- 0.63%
- 1Y
- 8.01%
- 3Y*
- 13.95%
- 5Y*
- 9.38%
- 10Y*
- 12.55%
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STFAX vs. DODGX - Expense Ratio Comparison
STFAX has a 0.17% expense ratio, which is lower than DODGX's 0.51% expense ratio.
Return for Risk
STFAX vs. DODGX — Risk / Return Rank
STFAX
DODGX
STFAX vs. DODGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Equity 500 Index Fund (STFAX) 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.
| STFAX | DODGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.49 | +0.47 |
Sortino ratioReturn per unit of downside risk | 1.48 | 0.78 | +0.70 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.11 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.60 | +0.91 |
Martin ratioReturn relative to average drawdown | 7.21 | 2.50 | +4.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STFAX | DODGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.49 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.59 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.29 | 0.65 | -0.94 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.62 | -0.69 |
Correlation
The correlation between STFAX and DODGX is 0.91, 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.
Dividends
STFAX vs. DODGX - Dividend Comparison
STFAX's dividend yield for the trailing twelve months is around 1.35%, less than DODGX's 9.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STFAX State Street Equity 500 Index Fund | 1.35% | 1.29% | 1.47% | 1.63% | 2.01% | 2.61% | 1.71% | 4.28% | 5.02% | 5.78% | 1.92% | 1.69% |
DODGX Dodge & Cox Stock Fund Class I | 9.89% | 9.86% | 8.20% | 3.76% | 5.47% | 3.22% | 6.74% | 10.23% | 9.69% | 6.78% | 6.26% | 5.36% |
Drawdowns
STFAX vs. DODGX - Drawdown Comparison
The maximum STFAX drawdown since its inception was -91.92%, which is greater than DODGX's maximum drawdown of -63.24%. Use the drawdown chart below to compare losses from any high point for STFAX and DODGX.
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Drawdown Indicators
| STFAX | DODGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.92% | -63.24% | -28.68% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -12.23% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -24.57% | -21.85% | -2.72% |
Max Drawdown (10Y)Largest decline over 10 years | -91.92% | -40.41% | -51.51% |
Current DrawdownCurrent decline from peak | -79.13% | -5.31% | -73.82% |
Average DrawdownAverage peak-to-trough decline | -29.33% | -7.53% | -21.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.94% | -0.41% |
Volatility
STFAX vs. DODGX - Volatility Comparison
State Street Equity 500 Index Fund (STFAX) has a higher volatility of 5.34% compared to Dodge & Cox Stock Fund Class I (DODGX) at 4.23%. This indicates that STFAX'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.
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Volatility by Period
| STFAX | DODGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 4.23% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 8.72% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.29% | 16.33% | +1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 16.05% | +0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.65% | 19.25% | +14.40% |