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.
Performance
SWDSX vs. DODGX - Performance Comparison
Loading graphics...
SWDSX vs. DODGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWDSX Schwab Dividend Equity Fund™ | 1.45% | 12.31% | 17.06% | 6.92% | -5.84% | 28.24% | -4.33% | 24.32% | -12.18% | 15.40% |
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, SWDSX achieves a 1.45% return, which is significantly higher than DODGX's -1.65% return. Over the past 10 years, SWDSX has underperformed DODGX with an annualized return of 8.85%, while DODGX has yielded a comparatively higher 12.55% annualized return.
SWDSX
- 1D
- 1.00%
- 1M
- -4.41%
- YTD
- 1.45%
- 6M
- 1.28%
- 1Y
- 10.68%
- 3Y*
- 13.14%
- 5Y*
- 8.88%
- 10Y*
- 8.85%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SWDSX vs. DODGX - Expense Ratio Comparison
SWDSX has a 0.89% expense ratio, which is higher than DODGX's 0.51% expense ratio.
Return for Risk
SWDSX vs. DODGX — Risk / Return Rank
SWDSX
DODGX
SWDSX vs. DODGX - Risk-Adjusted Trends 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.
| SWDSX | DODGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.49 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.12 | 0.78 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.11 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 0.60 | +0.49 |
Martin ratioReturn relative to average drawdown | 4.90 | 2.50 | +2.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SWDSX | DODGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.49 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.59 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.65 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.62 | -0.14 |
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.
Dividends
SWDSX vs. DODGX - Dividend Comparison
SWDSX's dividend yield for the trailing twelve months is around 0.79%, less than DODGX's 9.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWDSX Schwab Dividend Equity Fund™ | 0.79% | 1.22% | 2.59% | 2.25% | 6.83% | 16.25% | 2.09% | 6.86% | 11.63% | 10.24% | 1.68% | 14.46% |
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
SWDSX vs. DODGX - Drawdown Comparison
The maximum SWDSX drawdown since its inception was -50.01%, smaller than the maximum DODGX drawdown of -63.24%. Use the drawdown chart below to compare losses from any high point for SWDSX and DODGX.
Loading graphics...
Drawdown Indicators
| SWDSX | DODGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.01% | -63.24% | +13.23% |
Max Drawdown (1Y)Largest decline over 1 year | -9.80% | -12.23% | +2.43% |
Max Drawdown (5Y)Largest decline over 5 years | -17.94% | -21.85% | +3.91% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -40.41% | +0.21% |
Current DrawdownCurrent decline from peak | -5.06% | -5.31% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -7.53% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 2.94% | -0.75% |
Volatility
SWDSX vs. DODGX - Volatility Comparison
The current volatility for Schwab Dividend Equity Fund™ (SWDSX) is 2.96%, while Dodge & Cox Stock Fund Class I (DODGX) has a volatility of 4.23%. 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.
Loading graphics...
Volatility by Period
| SWDSX | DODGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 4.23% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.29% | 8.72% | -1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.55% | 16.33% | -2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.27% | 16.05% | -2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 19.25% | -2.33% |