SWDSX vs. DODGX

In the year-to-date period, SWDSX achieves a 3.01% return, which is significantly higher than DODGX's 2.41% return. Over the past 10 years, SWDSX has underperformed DODGX with an annualized return of 1.51%, while DODGX has yielded a comparatively higher 10.71% annualized return.

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SWDSX has a 0.89% expense ratio, which is higher than DODGX's 0.51% expense ratio.

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.

The current SWDSX Sharpe Ratio is 1.00, which is higher than the DODGX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of SWDSX 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.

SWDSX's dividend yield for the trailing twelve months is around 2.55%, less than DODGX's 7.36% yield.

The maximum SWDSX drawdown since its inception was -50.18%, 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.

The current volatility for Schwab Dividend Equity Fund™ (SWDSX) is 3.39%, while Dodge & Cox Stock Fund Class I (DODGX) has a volatility of 3.96%. 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.