SWDSX vs. DODGX
Compare and contrast key facts about Schwab Dividend Equity Fund™ (SWDSX) and Dodge & Cox Stock Fund Class I (DODGX).
SWDSX is managed by Charles Schwab. It was launched on Sep 2, 2003. 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: SWDSX or DODGX.
Key characteristics
| SWDSX | DODGX | |
|---|---|---|
| YTD Return | 20.36% | 20.89% |
| 1Y Return | 30.74% | 33.65% |
| 3Y Return (Ann) | 7.78% | 9.39% |
| 5Y Return (Ann) | 9.01% | 14.42% |
| 10Y Return (Ann) | 7.40% | 11.48% |
| Sharpe Ratio | 3.29 | 3.05 |
| Sortino Ratio | 4.59 | 4.24 |
| Omega Ratio | 1.61 | 1.57 |
| Calmar Ratio | 3.70 | 5.45 |
| Martin Ratio | 20.47 | 23.31 |
| Ulcer Index | 1.50% | 1.43% |
| Daily Std Dev | 9.32% | 10.91% |
| Max Drawdown | -50.01% | -63.25% |
| Current Drawdown | -0.71% | -0.81% |
Correlation
The correlation between SWDSX and DODGX is 0.94, 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
SWDSX vs. DODGX - Performance Comparison
The year-to-date returns for both investments are quite close, with SWDSX having a 20.36% return and DODGX slightly higher at 20.89%. Over the past 10 years, SWDSX has underperformed DODGX with an annualized return of 7.40%, while DODGX has yielded a comparatively higher 11.48% annualized 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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SWDSX vs. DODGX - Expense Ratio Comparison
SWDSX has a 0.89% expense ratio, which is higher than DODGX's 0.51% expense ratio.
Risk-Adjusted Performance
SWDSX vs. DODGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Dividend Equity Fund™ (SWDSX) 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
SWDSX vs. DODGX - Dividend Comparison
SWDSX's dividend yield for the trailing twelve months is around 1.78%, more than DODGX's 1.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWDSX Schwab Dividend Equity Fund™ | 1.78% | 2.12% | 2.25% | 2.06% | 2.10% | 1.55% | 1.77% | 1.78% | 1.69% | 2.37% | 1.56% | 1.50% |
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
SWDSX vs. DODGX - Drawdown Comparison
The maximum SWDSX drawdown since its inception was -50.01%, smaller than the maximum DODGX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for SWDSX and DODGX. For additional features, visit the drawdowns tool.
Volatility
SWDSX vs. DODGX - Volatility Comparison
The current volatility for Schwab Dividend Equity Fund™ (SWDSX) is 3.09%, while Dodge & Cox Stock Fund Class I (DODGX) has a volatility of 4.11%. This indicates that SWDSX 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.