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SWISX vs. DOXFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWISX vs. DOXFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Index Fund (SWISX) and Dodge & Cox International Stock X (DOXFX). The values are adjusted to include any dividend payments, if applicable.

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SWISX vs. DOXFX - Yearly Performance Comparison


2026 (YTD)2025202420232022
SWISX
Schwab International Index Fund
-1.95%31.59%3.54%18.13%-1.37%
DOXFX
Dodge & Cox International Stock X
-1.76%38.90%3.85%16.81%-0.58%

Returns By Period

In the year-to-date period, SWISX achieves a -1.95% return, which is significantly lower than DOXFX's -1.76% return.


SWISX

1D
0.32%
1M
-10.91%
YTD
-1.95%
6M
2.32%
1Y
19.51%
3Y*
13.26%
5Y*
7.79%
10Y*
8.51%

DOXFX

1D
-0.12%
1M
-10.86%
YTD
-1.76%
6M
3.40%
1Y
24.39%
3Y*
15.94%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWISX vs. DOXFX - Expense Ratio Comparison

SWISX has a 0.06% expense ratio, which is lower than DOXFX's 0.52% expense ratio.


Return for Risk

SWISX vs. DOXFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWISX
SWISX Risk / Return Rank: 6262
Overall Rank
SWISX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SWISX Sortino Ratio Rank: 6060
Sortino Ratio Rank
SWISX Omega Ratio Rank: 5757
Omega Ratio Rank
SWISX Calmar Ratio Rank: 6767
Calmar Ratio Rank
SWISX Martin Ratio Rank: 6262
Martin Ratio Rank

DOXFX
DOXFX Risk / Return Rank: 8080
Overall Rank
DOXFX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DOXFX Sortino Ratio Rank: 8181
Sortino Ratio Rank
DOXFX Omega Ratio Rank: 8181
Omega Ratio Rank
DOXFX Calmar Ratio Rank: 7979
Calmar Ratio Rank
DOXFX Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWISX vs. DOXFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Index Fund (SWISX) and Dodge & Cox International Stock X (DOXFX). 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.


SWISXDOXFXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.57

-0.49

Sortino ratio

Return per unit of downside risk

1.52

2.03

-0.51

Omega ratio

Gain probability vs. loss probability

1.22

1.31

-0.10

Calmar ratio

Return relative to maximum drawdown

1.51

1.87

-0.35

Martin ratio

Return relative to average drawdown

5.81

7.32

-1.51

SWISX vs. DOXFX - Sharpe Ratio Comparison

The current SWISX Sharpe Ratio is 1.08, which is lower than the DOXFX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of SWISX and DOXFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWISXDOXFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.57

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

1.20

-0.91

Correlation

The correlation between SWISX and DOXFX is 0.89, 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

SWISX vs. DOXFX - Dividend Comparison

SWISX's dividend yield for the trailing twelve months is around 3.62%, less than DOXFX's 5.24% yield.


TTM20252024202320222021202020192018201720162015
SWISX
Schwab International Index Fund
3.62%3.55%3.29%3.31%2.73%3.34%1.88%3.09%3.15%2.71%3.19%2.71%
DOXFX
Dodge & Cox International Stock X
5.24%5.15%2.36%2.38%2.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SWISX vs. DOXFX - Drawdown Comparison

The maximum SWISX drawdown since its inception was -60.65%, which is greater than DOXFX's maximum drawdown of -14.41%. Use the drawdown chart below to compare losses from any high point for SWISX and DOXFX.


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Drawdown Indicators


SWISXDOXFXDifference

Max Drawdown

Largest peak-to-trough decline

-60.65%

-14.41%

-46.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-11.42%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-29.42%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

Current Drawdown

Current decline from peak

-10.91%

-10.86%

-0.05%

Average Drawdown

Average peak-to-trough decline

-14.88%

-2.75%

-12.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

3.00%

-0.03%

Volatility

SWISX vs. DOXFX - Volatility Comparison

Schwab International Index Fund (SWISX) has a higher volatility of 7.16% compared to Dodge & Cox International Stock X (DOXFX) at 6.48%. This indicates that SWISX's price experiences larger fluctuations and is considered to be riskier than DOXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWISXDOXFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

6.48%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

10.88%

9.68%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

17.01%

14.95%

+2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.06%

13.75%

+2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.79%

13.75%

+3.04%