VFWAX vs. DODWX
Compare and contrast key facts about Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) and Dodge & Cox Global Stock Fund Class I (DODWX).
VFWAX is managed by Vanguard. It was launched on Sep 27, 2011. DODWX is a passively managed fund by Dodge & Cox that tracks the performance of the MSCI All Country World Index. It was launched on May 1, 2008.
Performance
VFWAX vs. DODWX - Performance Comparison
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VFWAX vs. DODWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 1.81% | 32.32% | 5.43% | 15.55% | -15.51% | 8.08% | 11.34% | 21.53% | -13.97% | 27.20% |
DODWX Dodge & Cox Global Stock Fund Class I | -1.01% | 25.23% | 4.74% | 20.26% | -5.83% | 20.57% | 6.01% | 23.87% | -12.76% | 21.51% |
Returns By Period
In the year-to-date period, VFWAX achieves a 1.81% return, which is significantly higher than DODWX's -1.01% return. Over the past 10 years, VFWAX has underperformed DODWX with an annualized return of 8.94%, while DODWX has yielded a comparatively higher 11.37% annualized return.
VFWAX
- 1D
- 2.88%
- 1M
- -7.13%
- YTD
- 1.81%
- 6M
- 5.93%
- 1Y
- 26.78%
- 3Y*
- 15.42%
- 5Y*
- 7.35%
- 10Y*
- 8.94%
DODWX
- 1D
- 2.35%
- 1M
- -6.23%
- YTD
- -1.01%
- 6M
- 2.20%
- 1Y
- 16.57%
- 3Y*
- 14.12%
- 5Y*
- 9.50%
- 10Y*
- 11.37%
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VFWAX vs. DODWX - Expense Ratio Comparison
VFWAX has a 0.11% expense ratio, which is lower than DODWX's 0.62% expense ratio.
Return for Risk
VFWAX vs. DODWX — Risk / Return Rank
VFWAX
DODWX
VFWAX vs. DODWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) and Dodge & Cox Global Stock Fund Class I (DODWX). 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.
| VFWAX | DODWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 1.12 | +0.59 |
Sortino ratioReturn per unit of downside risk | 2.28 | 1.56 | +0.72 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.23 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 1.40 | +0.91 |
Martin ratioReturn relative to average drawdown | 9.04 | 5.97 | +3.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VFWAX | DODWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 1.12 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.52 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.58 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.33 | +0.14 |
Correlation
The correlation between VFWAX and DODWX is 0.90, 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
VFWAX vs. DODWX - Dividend Comparison
VFWAX's dividend yield for the trailing twelve months is around 2.90%, less than DODWX's 8.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 2.90% | 3.05% | 3.20% | 3.28% | 3.07% | 3.03% | 1.97% | 3.07% | 3.24% | 2.67% | 2.96% | 2.95% |
DODWX Dodge & Cox Global Stock Fund Class I | 8.50% | 8.41% | 14.35% | 1.62% | 7.73% | 10.76% | 1.31% | 7.41% | 9.78% | 4.37% | 2.86% | 3.95% |
Drawdowns
VFWAX vs. DODWX - Drawdown Comparison
The maximum VFWAX drawdown since its inception was -34.93%, smaller than the maximum DODWX drawdown of -63.00%. Use the drawdown chart below to compare losses from any high point for VFWAX and DODWX.
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Drawdown Indicators
| VFWAX | DODWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.93% | -63.00% | +28.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -11.75% | +0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -29.40% | -21.78% | -7.62% |
Max Drawdown (10Y)Largest decline over 10 years | -34.93% | -41.17% | +6.24% |
Current DrawdownCurrent decline from peak | -8.79% | -6.85% | -1.94% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -9.93% | +2.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.76% | +0.14% |
Volatility
VFWAX vs. DODWX - Volatility Comparison
Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) has a higher volatility of 7.63% compared to Dodge & Cox Global Stock Fund Class I (DODWX) at 5.37%. This indicates that VFWAX's price experiences larger fluctuations and is considered to be riskier than DODWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFWAX | DODWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 5.37% | +2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 8.91% | +2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.99% | 15.08% | +0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 18.24% | -3.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 19.63% | -3.62% |