VBMPX vs. DODIX
Compare and contrast key facts about Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) and Dodge & Cox Income Fund (DODIX).
VBMPX is managed by Vanguard. It was launched on Feb 5, 2010. DODIX is managed by Dodge & Cox.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBMPX or DODIX.
Key characteristics
| VBMPX | DODIX | |
|---|---|---|
| YTD Return | 1.37% | 2.63% |
| 1Y Return | 6.68% | 8.23% |
| 3Y Return (Ann) | -2.38% | -0.51% |
| 5Y Return (Ann) | -0.26% | 1.46% |
| 10Y Return (Ann) | 1.37% | 2.60% |
| Sharpe Ratio | 1.36 | 1.58 |
| Sortino Ratio | 2.02 | 2.34 |
| Omega Ratio | 1.24 | 1.28 |
| Calmar Ratio | 0.51 | 0.89 |
| Martin Ratio | 4.66 | 6.17 |
| Ulcer Index | 1.68% | 1.55% |
| Daily Std Dev | 5.79% | 6.07% |
| Max Drawdown | -18.99% | -16.38% |
| Current Drawdown | -9.18% | -3.66% |
Correlation
The correlation between VBMPX and DODIX is 0.86, 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.
Performance
VBMPX vs. DODIX - Performance Comparison
In the year-to-date period, VBMPX achieves a 1.37% return, which is significantly lower than DODIX's 2.63% return. Over the past 10 years, VBMPX has underperformed DODIX with an annualized return of 1.37%, while DODIX has yielded a comparatively higher 2.60% 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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VBMPX vs. DODIX - Expense Ratio Comparison
VBMPX has a 0.03% expense ratio, which is lower than DODIX's 0.41% expense ratio.
Risk-Adjusted Performance
VBMPX vs. DODIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) 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.
Dividends
VBMPX vs. DODIX - Dividend Comparison
VBMPX's dividend yield for the trailing twelve months is around 3.61%, less than DODIX's 4.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBMPX Vanguard Total Bond Market Index Fund Institutional Plus Shares | 3.61% | 3.12% | 2.55% | 1.93% | 2.25% | 2.74% | 2.78% | 2.55% | 2.50% | 2.52% | 2.58% | 2.58% |
DODIX Dodge & Cox Income Fund | 4.17% | 3.86% | 2.84% | 1.89% | 2.44% | 3.04% | 3.00% | 2.76% | 3.11% | 3.03% | 3.84% | 3.07% |
Drawdowns
VBMPX vs. DODIX - Drawdown Comparison
The maximum VBMPX drawdown since its inception was -18.99%, which is greater than DODIX's maximum drawdown of -16.38%. Use the drawdown chart below to compare losses from any high point for VBMPX and DODIX. For additional features, visit the drawdowns tool.
Volatility
VBMPX vs. DODIX - Volatility Comparison
The current volatility for Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) is 1.66%, while Dodge & Cox Income Fund (DODIX) has a volatility of 1.76%. This indicates that VBMPX experiences smaller price fluctuations and is considered to be less risky than DODIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.