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VDIPX vs. DODGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VDIPX vs. DODGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) and Dodge & Cox Stock Fund Class I (DODGX). The values are adjusted to include any dividend payments, if applicable.

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VDIPX vs. DODGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VDIPX
Vanguard Developed Markets Index Fund Institutional Plus Shares
2.47%35.15%3.08%17.78%-15.35%11.45%10.26%22.06%-14.48%26.48%
DODGX
Dodge & Cox Stock Fund Class I
-1.65%13.66%14.36%17.49%-7.25%31.72%7.10%24.30%-7.15%18.33%

Returns By Period

In the year-to-date period, VDIPX achieves a 2.47% return, which is significantly higher than DODGX's -1.65% return. Over the past 10 years, VDIPX has underperformed DODGX with an annualized return of 9.34%, while DODGX has yielded a comparatively higher 12.55% annualized return.


VDIPX

1D
2.98%
1M
-7.62%
YTD
2.47%
6M
7.81%
1Y
29.30%
3Y*
15.98%
5Y*
8.54%
10Y*
9.34%

DODGX

1D
2.09%
1M
-5.31%
YTD
-1.65%
6M
0.63%
1Y
8.01%
3Y*
13.95%
5Y*
9.38%
10Y*
12.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VDIPX vs. DODGX - Expense Ratio Comparison

VDIPX has a 0.04% expense ratio, which is lower than DODGX's 0.51% expense ratio.


Return for Risk

VDIPX vs. DODGX — Risk / Return Rank

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

VDIPX
VDIPX Risk / Return Rank: 8787
Overall Rank
VDIPX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VDIPX Sortino Ratio Rank: 8686
Sortino Ratio Rank
VDIPX Omega Ratio Rank: 8585
Omega Ratio Rank
VDIPX Calmar Ratio Rank: 8989
Calmar Ratio Rank
VDIPX Martin Ratio Rank: 8888
Martin Ratio Rank

DODGX
DODGX Risk / Return Rank: 1818
Overall Rank
DODGX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DODGX Sortino Ratio Rank: 1616
Sortino Ratio Rank
DODGX Omega Ratio Rank: 1717
Omega Ratio Rank
DODGX Calmar Ratio Rank: 1919
Calmar Ratio Rank
DODGX Martin Ratio Rank: 2222
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.

VDIPX vs. DODGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) and Dodge & Cox Stock Fund Class I (DODGX). 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.


VDIPXDODGXDifference

Sharpe ratio

Return per unit of total volatility

1.79

0.49

+1.30

Sortino ratio

Return per unit of downside risk

2.36

0.78

+1.58

Omega ratio

Gain probability vs. loss probability

1.35

1.11

+0.24

Calmar ratio

Return relative to maximum drawdown

2.44

0.60

+1.84

Martin ratio

Return relative to average drawdown

9.58

2.50

+7.08

VDIPX vs. DODGX - Sharpe Ratio Comparison

The current VDIPX Sharpe Ratio is 1.79, which is higher than the DODGX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of VDIPX and DODGX, 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


VDIPXDODGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

0.49

+1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.59

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.65

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.62

-0.14

Correlation

The correlation between VDIPX and DODGX is 0.77, 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

VDIPX vs. DODGX - Dividend Comparison

VDIPX's dividend yield for the trailing twelve months is around 2.95%, less than DODGX's 9.89% yield.


TTM20252024202320222021202020192018201720162015
VDIPX
Vanguard Developed Markets Index Fund Institutional Plus Shares
2.95%3.23%3.37%3.16%2.92%3.17%2.05%3.05%3.36%2.79%3.08%2.95%
DODGX
Dodge & Cox Stock Fund Class I
9.89%9.86%8.20%3.76%5.47%3.22%6.74%10.23%9.69%6.78%6.26%5.36%

Drawdowns

VDIPX vs. DODGX - Drawdown Comparison

The maximum VDIPX drawdown since its inception was -35.61%, smaller than the maximum DODGX drawdown of -63.24%. Use the drawdown chart below to compare losses from any high point for VDIPX and DODGX.


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Drawdown Indicators


VDIPXDODGXDifference

Max Drawdown

Largest peak-to-trough decline

-35.61%

-63.24%

+27.63%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-12.23%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-29.69%

-21.85%

-7.84%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

-40.41%

+4.80%

Current Drawdown

Current decline from peak

-9.00%

-5.31%

-3.69%

Average Drawdown

Average peak-to-trough decline

-7.28%

-7.53%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.94%

+0.03%

Volatility

VDIPX vs. DODGX - Volatility Comparison

Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) has a higher volatility of 7.82% compared to Dodge & Cox Stock Fund Class I (DODGX) at 4.23%. This indicates that VDIPX's price experiences larger fluctuations and is considered to be riskier than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDIPXDODGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.82%

4.23%

+3.59%

Volatility (6M)

Calculated over the trailing 6-month period

11.27%

8.72%

+2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

16.67%

16.33%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.67%

16.05%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.43%

19.25%

-2.82%