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TGVIX vs. DODFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGVIX vs. DODFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thornburg International Equity I (TGVIX) and Dodge & Cox International Stock Fund (DODFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TGVIX achieves a 9.04% return, which is significantly lower than DODFX's 11.85% return. Both investments have delivered pretty close results over the past 10 years, with TGVIX having a 11.32% annualized return and DODFX not far ahead at 11.56%.


TGVIX

1D
-1.47%
1M
-1.00%
YTD
9.04%
6M
9.00%
1Y
22.26%
3Y*
20.01%
5Y*
9.11%
10Y*
11.32%

DODFX

1D
-1.81%
1M
1.49%
YTD
11.85%
6M
11.85%
1Y
28.31%
3Y*
20.12%
5Y*
11.37%
10Y*
11.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGVIX vs. DODFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TGVIX
Thornburg International Equity I
9.04%34.20%11.60%16.01%-16.74%7.59%22.64%29.09%-19.85%25.52%
DODFX
Dodge & Cox International Stock Fund
11.85%38.77%3.74%16.70%-6.78%10.99%5.15%22.79%-18.01%23.95%

Correlation

The correlation between TGVIX and DODFX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2001

0.84

The correlation between TGVIX and DODFX has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.

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Return for Risk

TGVIX vs. DODFX — Risk / Return Rank

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

TGVIX
TGVIX Risk / Return Rank: 5151
Overall Rank
TGVIX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
TGVIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
TGVIX Omega Ratio Rank: 5555
Omega Ratio Rank
TGVIX Calmar Ratio Rank: 4646
Calmar Ratio Rank
TGVIX Martin Ratio Rank: 4343
Martin Ratio Rank

DODFX
DODFX Risk / Return Rank: 6060
Overall Rank
DODFX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DODFX Sortino Ratio Rank: 5858
Sortino Ratio Rank
DODFX Omega Ratio Rank: 6464
Omega Ratio Rank
DODFX Calmar Ratio Rank: 5656
Calmar Ratio Rank
DODFX Martin Ratio Rank: 5454
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.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TGVIXDODFXDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.34

1.41

-0.06

Calmar ratioReturn relative to maximum drawdown

2.31

2.73

-0.42

Martin ratioReturn relative to average drawdown

8.10

10.36

-2.25

TGVIX vs. DODFX - Sharpe Ratio Comparison

The current TGVIX Sharpe Ratio is 1.88, which is comparable to the DODFX Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of TGVIX and DODFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


TGVIXDODFXDifference

Max Drawdown

Largest peak-to-trough decline

-56.19%

-63.23%

+7.04%

Max Drawdown (1Y)

Largest decline over 1 year

-10.32%

-11.14%

+0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-12.03%

-14.41%

+2.38%

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 Drawdown

Current decline from peak

-2.90%

-1.81%

-1.09%

Average Drawdown

Average peak-to-trough decline

-12.08%

-11.63%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.93%

+0.01%

Volatility

TGVIX vs. DODFX - Volatility Comparison

The current volatility for Thornburg International Equity I (TGVIX) is 3.96%, while Dodge & Cox International Stock Fund (DODFX) has a volatility of 5.73%. 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


TGVIXDODFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

5.73%

-1.77%

Volatility (6M)

Calculated over the trailing 6-month period

10.52%

12.07%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

12.72%

13.92%

-1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

16.03%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.51%

17.94%

-1.43%

TGVIX vs. DODFX - Expense Ratio Comparison

TGVIX has a 0.90% expense ratio, which is higher than DODFX's 0.61% expense ratio.


Dividends

TGVIX vs. DODFX - Dividend Comparison

TGVIX's dividend yield for the trailing twelve months is around 3.36%, less than DODFX's 4.52% yield.


PositionTTM20252024202320222021202020192018201720162015
DODFX
Dodge & Cox International Stock Fund
4.52%5.05%2.25%2.29%2.23%2.49%4.21%3.93%2.93%1.93%3.66%2.30%
TGVIX
Thornburg International Equity I
3.36%3.67%6.91%2.37%2.01%14.20%3.11%6.36%1.76%17.06%1.90%18.62%

Frequently Asked Questions


TGVIX and DODFX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DODFX has higher volatility (5.73%) compared to TGVIX (3.96%). In terms of maximum drawdown, TGVIX dropped -56.19% vs DODFX's -63.23%.

DODFX currently has the higher Sharpe Ratio (2.18 vs 1.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TGVIX and DODFX

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