VBMFX vs. DODLX
Compare and contrast key facts about Vanguard Total Bond Market Index Fund (VBMFX) and Dodge & Cox Global Bond Fund (DODLX).
VBMFX is managed by Vanguard. It was launched on Dec 11, 1986. DODLX is managed by Dodge & Cox. It was launched on Apr 30, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBMFX or DODLX.
Key characteristics
| VBMFX | DODLX | |
|---|---|---|
| YTD Return | 2.12% | 2.70% |
| 1Y Return | 8.85% | 10.82% |
| 3Y Return (Ann) | -2.52% | 1.39% |
| 5Y Return (Ann) | -0.12% | 3.22% |
| 10Y Return (Ann) | 1.35% | 3.21% |
| Sharpe Ratio | 1.36 | 1.77 |
| Sortino Ratio | 2.01 | 2.60 |
| Omega Ratio | 1.25 | 1.32 |
| Calmar Ratio | 0.49 | 1.48 |
| Martin Ratio | 4.78 | 6.85 |
| Ulcer Index | 1.66% | 1.49% |
| Daily Std Dev | 5.81% | 5.77% |
| Max Drawdown | -19.21% | -17.05% |
| Current Drawdown | -8.90% | -3.19% |
Correlation
The correlation between VBMFX and DODLX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VBMFX vs. DODLX - Performance Comparison
In the year-to-date period, VBMFX achieves a 2.12% return, which is significantly lower than DODLX's 2.70% return. Over the past 10 years, VBMFX has underperformed DODLX with an annualized return of 1.35%, while DODLX has yielded a comparatively higher 3.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VBMFX vs. DODLX - Expense Ratio Comparison
VBMFX has a 0.15% expense ratio, which is lower than DODLX's 0.45% expense ratio.
Risk-Adjusted Performance
VBMFX vs. DODLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market Index Fund (VBMFX) and Dodge & Cox Global Bond Fund (DODLX). 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.
Dividends
VBMFX vs. DODLX - Dividend Comparison
VBMFX's dividend yield for the trailing twelve months is around 3.45%, less than DODLX's 4.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBMFX Vanguard Total Bond Market Index Fund | 3.45% | 3.00% | 2.42% | 1.81% | 2.14% | 2.64% | 2.67% | 2.43% | 2.38% | 2.38% | 2.43% | 2.43% |
DODLX Dodge & Cox Global Bond Fund | 4.17% | 3.31% | 5.05% | 2.49% | 2.21% | 3.40% | 4.21% | 2.34% | 1.69% | 0.00% | 1.40% | 0.00% |
Drawdowns
VBMFX vs. DODLX - Drawdown Comparison
The maximum VBMFX drawdown since its inception was -19.21%, which is greater than DODLX's maximum drawdown of -17.05%. Use the drawdown chart below to compare losses from any high point for VBMFX and DODLX. For additional features, visit the drawdowns tool.
Volatility
VBMFX vs. DODLX - Volatility Comparison
Vanguard Total Bond Market Index Fund (VBMFX) and Dodge & Cox Global Bond Fund (DODLX) have volatilities of 1.66% and 1.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.