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VFWPX vs. DODFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFWPX vs. DODFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) and Dodge & Cox International Stock Fund (DODFX). The values are adjusted to include any dividend payments, if applicable.

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VFWPX vs. DODFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFWPX
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares
1.80%32.40%5.48%15.63%-15.47%8.13%11.40%21.59%-13.95%27.28%
DODFX
Dodge & Cox International Stock Fund
0.73%38.77%3.74%16.70%-6.78%10.99%5.15%22.79%-18.01%23.95%

Returns By Period

In the year-to-date period, VFWPX achieves a 1.80% return, which is significantly higher than DODFX's 0.73% return. Over the past 10 years, VFWPX has underperformed DODFX with an annualized return of 9.00%, while DODFX has yielded a comparatively higher 10.09% annualized return.


VFWPX

1D
2.86%
1M
-7.15%
YTD
1.80%
6M
5.95%
1Y
26.83%
3Y*
15.48%
5Y*
7.40%
10Y*
9.00%

DODFX

1D
2.54%
1M
-7.11%
YTD
0.73%
6M
5.33%
1Y
27.03%
3Y*
16.82%
5Y*
10.14%
10Y*
10.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VFWPX vs. DODFX - Expense Ratio Comparison

VFWPX has a 0.06% expense ratio, which is lower than DODFX's 0.62% expense ratio.


Return for Risk

VFWPX vs. DODFX — Risk / Return Rank

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

VFWPX
VFWPX Risk / Return Rank: 8585
Overall Rank
VFWPX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VFWPX Sortino Ratio Rank: 8484
Sortino Ratio Rank
VFWPX Omega Ratio Rank: 8383
Omega Ratio Rank
VFWPX Calmar Ratio Rank: 8686
Calmar Ratio Rank
VFWPX Martin Ratio Rank: 8585
Martin Ratio Rank

DODFX
DODFX Risk / Return Rank: 8686
Overall Rank
DODFX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DODFX Sortino Ratio Rank: 8686
Sortino Ratio Rank
DODFX Omega Ratio Rank: 8686
Omega Ratio Rank
DODFX Calmar Ratio Rank: 8787
Calmar Ratio Rank
DODFX Martin Ratio Rank: 8484
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.

VFWPX vs. DODFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) and Dodge & Cox International Stock Fund (DODFX). 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.


VFWPXDODFXDifference

Sharpe ratio

Return per unit of total volatility

1.71

1.82

-0.11

Sortino ratio

Return per unit of downside risk

2.28

2.34

-0.06

Omega ratio

Gain probability vs. loss probability

1.34

1.36

-0.02

Calmar ratio

Return relative to maximum drawdown

2.32

2.31

+0.01

Martin ratio

Return relative to average drawdown

9.05

8.74

+0.31

VFWPX vs. DODFX - Sharpe Ratio Comparison

The current VFWPX Sharpe Ratio is 1.71, which is comparable to the DODFX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of VFWPX and DODFX, 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


VFWPXDODFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

1.82

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.64

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.55

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.39

-0.02

Correlation

The correlation between VFWPX and DODFX is 0.93, 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

VFWPX vs. DODFX - Dividend Comparison

VFWPX's dividend yield for the trailing twelve months is around 2.94%, less than DODFX's 5.02% yield.


TTM20252024202320222021202020192018201720162015
VFWPX
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares
2.94%3.10%3.26%3.33%3.12%3.08%2.01%3.12%3.30%2.70%3.00%2.99%
DODFX
Dodge & Cox International Stock Fund
5.02%5.05%2.25%2.29%2.23%2.49%4.21%3.93%2.93%1.93%3.66%2.30%

Drawdowns

VFWPX vs. DODFX - Drawdown Comparison

The maximum VFWPX drawdown since its inception was -34.85%, smaller than the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for VFWPX and DODFX.


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Drawdown Indicators


VFWPXDODFXDifference

Max Drawdown

Largest peak-to-trough decline

-34.85%

-63.23%

+28.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

-11.42%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-29.35%

-24.52%

-4.83%

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

-44.61%

+9.76%

Current Drawdown

Current decline from peak

-8.80%

-8.60%

-0.20%

Average Drawdown

Average peak-to-trough decline

-8.00%

-11.72%

+3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

3.02%

-0.12%

Volatility

VFWPX vs. DODFX - Volatility Comparison

Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) has a higher volatility of 7.62% compared to Dodge & Cox International Stock Fund (DODFX) at 7.14%. This indicates that VFWPX's price experiences larger fluctuations and is considered to be riskier than DODFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFWPXDODFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

7.14%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.98%

10.03%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

15.17%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.99%

15.81%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.00%

18.25%

-2.25%