TGVIX vs. DODFX
Compare and contrast key facts about Thornburg International Equity I (TGVIX) and Dodge & Cox International Stock Fund (DODFX).
TGVIX is an actively managed fund by Thornburg. It was launched on Mar 30, 2001. DODFX is managed by Dodge & Cox.
Performance
TGVIX vs. DODFX - Performance Comparison
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TGVIX vs. DODFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGVIX Thornburg International Equity I | 3.08% | 34.20% | 11.60% | 16.01% | -16.74% | 7.59% | 22.64% | 29.09% | -19.85% | 25.52% |
DODFX Dodge & Cox International Stock Fund | 0.73% | 38.77% | 3.74% | 16.70% | -6.78% | 10.99% | 5.15% | 22.79% | -18.01% | 23.95% |
Returns By Period
In the year-to-date period, TGVIX achieves a 3.08% return, which is significantly higher than DODFX's 0.73% return. Both investments have delivered pretty close results over the past 10 years, with TGVIX having a 10.17% annualized return and DODFX not far behind at 10.09%.
TGVIX
- 1D
- 2.44%
- 1M
- -6.15%
- YTD
- 3.08%
- 6M
- 7.02%
- 1Y
- 25.54%
- 3Y*
- 18.36%
- 5Y*
- 8.73%
- 10Y*
- 10.17%
DODFX
- 1D
- 2.54%
- 1M
- -7.11%
- YTD
- 0.73%
- 6M
- 5.33%
- 1Y
- 27.03%
- 3Y*
- 16.82%
- 5Y*
- 10.14%
- 10Y*
- 10.09%
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TGVIX vs. DODFX - Expense Ratio Comparison
TGVIX has a 0.90% expense ratio, which is higher than DODFX's 0.62% expense ratio.
Return for Risk
TGVIX vs. DODFX — Risk / Return Rank
TGVIX
DODFX
TGVIX vs. DODFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg International Equity I (TGVIX) and Dodge & Cox International Stock Fund (DODFX). 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.
| TGVIX | DODFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 1.82 | -0.06 |
Sortino ratioReturn per unit of downside risk | 2.31 | 2.34 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.36 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.38 | 2.31 | +0.07 |
Martin ratioReturn relative to average drawdown | 8.82 | 8.74 | +0.08 |
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
| TGVIX | DODFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.82 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.64 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.55 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.39 | +0.10 |
Correlation
The correlation between TGVIX and DODFX is 0.84, 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
TGVIX vs. DODFX - Dividend Comparison
TGVIX's dividend yield for the trailing twelve months is around 3.56%, less than DODFX's 5.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGVIX Thornburg International Equity I | 3.56% | 3.67% | 6.91% | 2.37% | 2.01% | 14.20% | 3.11% | 6.36% | 1.76% | 17.06% | 1.90% | 18.62% |
DODFX Dodge & Cox International Stock Fund | 5.02% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
Drawdowns
TGVIX vs. DODFX - Drawdown Comparison
The maximum TGVIX drawdown since its inception was -56.19%, smaller than the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for TGVIX and DODFX.
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Drawdown Indicators
| TGVIX | DODFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.19% | -63.23% | +7.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -11.42% | +1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -39.46% | -24.52% | -14.94% |
Max Drawdown (10Y)Largest decline over 10 years | -39.46% | -44.61% | +5.15% |
Current DrawdownCurrent decline from peak | -8.13% | -8.60% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -12.17% | -11.72% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 3.02% | -0.24% |
Volatility
TGVIX vs. DODFX - Volatility Comparison
The current volatility for Thornburg International Equity I (TGVIX) is 5.76%, while Dodge & Cox International Stock Fund (DODFX) has a volatility of 7.14%. This indicates that TGVIX experiences smaller price fluctuations and is considered to be less risky than DODFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGVIX | DODFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 7.14% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 10.03% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 15.17% | -0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 15.81% | +0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 18.25% | -1.61% |