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VBLAX vs. DODIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VBLAX vs. DODIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Bond Index Fund Admiral Shares (VBLAX) and Dodge & Cox Income Fund (DODIX). The values are adjusted to include any dividend payments, if applicable.

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VBLAX vs. DODIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VBLAX
Vanguard Long-Term Bond Index Fund Admiral Shares
-1.15%6.57%-4.14%7.55%-27.22%-3.36%15.75%16.45%
DODIX
Dodge & Cox Income Fund
-0.19%8.32%2.25%7.69%-11.42%-0.92%9.46%7.94%

Returns By Period

In the year-to-date period, VBLAX achieves a -1.15% return, which is significantly lower than DODIX's -0.19% return.


VBLAX

1D
1.07%
1M
-4.25%
YTD
-1.15%
6M
-1.40%
1Y
1.61%
3Y*
0.74%
5Y*
-2.98%
10Y*

DODIX

1D
0.63%
1M
-2.32%
YTD
-0.19%
6M
1.09%
1Y
5.10%
3Y*
4.90%
5Y*
1.40%
10Y*
3.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VBLAX vs. DODIX - Expense Ratio Comparison

VBLAX has a 0.07% expense ratio, which is lower than DODIX's 0.41% expense ratio.


Return for Risk

VBLAX vs. DODIX — Risk / Return Rank

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

VBLAX
VBLAX Risk / Return Rank: 1313
Overall Rank
VBLAX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
VBLAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
VBLAX Omega Ratio Rank: 1010
Omega Ratio Rank
VBLAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
VBLAX Martin Ratio Rank: 1414
Martin Ratio Rank

DODIX
DODIX Risk / Return Rank: 6767
Overall Rank
DODIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DODIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
DODIX Omega Ratio Rank: 5353
Omega Ratio Rank
DODIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DODIX Martin Ratio Rank: 6464
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.

VBLAX vs. DODIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Bond Index Fund Admiral Shares (VBLAX) and Dodge & Cox Income Fund (DODIX). 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.


VBLAXDODIXDifference

Sharpe ratio

Return per unit of total volatility

0.27

1.15

-0.88

Sortino ratio

Return per unit of downside risk

0.43

1.65

-1.22

Omega ratio

Gain probability vs. loss probability

1.05

1.21

-0.15

Calmar ratio

Return relative to maximum drawdown

0.53

2.02

-1.49

Martin ratio

Return relative to average drawdown

1.30

6.03

-4.73

VBLAX vs. DODIX - Sharpe Ratio Comparison

The current VBLAX Sharpe Ratio is 0.27, which is lower than the DODIX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of VBLAX and DODIX, 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


VBLAXDODIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

1.15

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.25

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

1.47

-1.44

Correlation

The correlation between VBLAX and DODIX is 0.87, 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

VBLAX vs. DODIX - Dividend Comparison

VBLAX's dividend yield for the trailing twelve months is around 4.34%, more than DODIX's 4.29% yield.


TTM20252024202320222021202020192018201720162015
VBLAX
Vanguard Long-Term Bond Index Fund Admiral Shares
4.34%4.64%4.61%4.08%4.13%2.62%5.39%3.25%0.00%0.00%0.00%0.00%
DODIX
Dodge & Cox Income Fund
4.29%4.23%4.24%3.86%2.19%3.23%4.66%3.63%3.43%3.03%3.25%3.09%

Drawdowns

VBLAX vs. DODIX - Drawdown Comparison

The maximum VBLAX drawdown since its inception was -38.62%, which is greater than DODIX's maximum drawdown of -16.89%. Use the drawdown chart below to compare losses from any high point for VBLAX and DODIX.


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Drawdown Indicators


VBLAXDODIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.62%

-16.89%

-21.73%

Max Drawdown (1Y)

Largest decline over 1 year

-6.87%

-2.94%

-3.93%

Max Drawdown (5Y)

Largest decline over 5 years

-36.32%

-16.89%

-19.43%

Max Drawdown (10Y)

Largest decline over 10 years

-16.89%

Current Drawdown

Current decline from peak

-25.71%

-2.32%

-23.39%

Average Drawdown

Average peak-to-trough decline

-17.93%

-1.50%

-16.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

0.98%

+1.83%

Volatility

VBLAX vs. DODIX - Volatility Comparison

Vanguard Long-Term Bond Index Fund Admiral Shares (VBLAX) has a higher volatility of 3.34% compared to Dodge & Cox Income Fund (DODIX) at 1.85%. This indicates that VBLAX's price experiences larger fluctuations and is considered to be riskier than DODIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBLAXDODIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

1.85%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

5.47%

2.80%

+2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

9.52%

4.61%

+4.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.89%

5.52%

+7.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.74%

4.42%

+8.32%