SVSPX vs. DOXGX
Compare and contrast key facts about State Street S&P 500 Index Fund Class N (SVSPX) and Dodge & Cox Stock Fund (DOXGX).
SVSPX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Dec 30, 1992. DOXGX is managed by Dodge & Cox. It was launched on Apr 1, 1965.
Performance
SVSPX vs. DOXGX - Performance Comparison
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SVSPX vs. DOXGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SVSPX State Street S&P 500 Index Fund Class N | -4.37% | 17.83% | 25.07% | 26.21% | -7.11% |
DOXGX Dodge & Cox Stock Fund | -1.63% | 13.77% | 14.47% | 17.60% | -2.46% |
Returns By Period
In the year-to-date period, SVSPX achieves a -4.37% return, which is significantly lower than DOXGX's -1.63% return.
SVSPX
- 1D
- 2.93%
- 1M
- -5.04%
- YTD
- -4.37%
- 6M
- -2.09%
- 1Y
- 17.31%
- 3Y*
- 18.28%
- 5Y*
- 11.67%
- 10Y*
- 13.92%
DOXGX
- 1D
- 2.09%
- 1M
- -5.28%
- YTD
- -1.63%
- 6M
- 0.67%
- 1Y
- 8.11%
- 3Y*
- 14.07%
- 5Y*
- —
- 10Y*
- —
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SVSPX vs. DOXGX - Expense Ratio Comparison
SVSPX has a 0.16% expense ratio, which is lower than DOXGX's 0.41% expense ratio.
Return for Risk
SVSPX vs. DOXGX — Risk / Return Rank
SVSPX
DOXGX
SVSPX vs. DOXGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street S&P 500 Index Fund Class N (SVSPX) and Dodge & Cox Stock Fund (DOXGX). 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.
| SVSPX | DOXGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.50 | +0.56 |
Sortino ratioReturn per unit of downside risk | 1.71 | 0.79 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.12 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.43 | 0.61 | -0.18 |
Martin ratioReturn relative to average drawdown | 1.65 | 2.53 | -0.88 |
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
| SVSPX | DOXGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.50 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.65 | -0.10 |
Correlation
The correlation between SVSPX and DOXGX is 0.75, 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
SVSPX vs. DOXGX - Dividend Comparison
SVSPX's dividend yield for the trailing twelve months is around 8.68%, less than DOXGX's 9.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVSPX State Street S&P 500 Index Fund Class N | 8.68% | 8.28% | 9.39% | 12.38% | 10.53% | 11.65% | 15.98% | 6.40% | 13.29% | 4.94% | 8.63% | 4.05% |
DOXGX Dodge & Cox Stock Fund | 9.99% | 9.96% | 8.30% | 3.86% | 4.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SVSPX vs. DOXGX - Drawdown Comparison
The maximum SVSPX drawdown since its inception was -55.76%, which is greater than DOXGX's maximum drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for SVSPX and DOXGX.
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Drawdown Indicators
| SVSPX | DOXGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.76% | -16.47% | -39.29% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -12.23% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -24.59% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | — | — |
Current DrawdownCurrent decline from peak | -6.26% | -5.34% | -0.92% |
Average DrawdownAverage peak-to-trough decline | -9.28% | -3.23% | -6.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.01% | 2.94% | +2.07% |
Volatility
SVSPX vs. DOXGX - Volatility Comparison
State Street S&P 500 Index Fund Class N (SVSPX) has a higher volatility of 5.01% compared to Dodge & Cox Stock Fund (DOXGX) at 4.27%. This indicates that SVSPX's price experiences larger fluctuations and is considered to be riskier than DOXGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVSPX | DOXGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 4.27% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 8.77% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.72% | 16.36% | +4.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 15.91% | +1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.30% | 15.91% | +2.39% |