VFWPX vs. DODFX
Compare and contrast key facts about Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) and Dodge & Cox International Stock Fund (DODFX).
VFWPX is managed by Vanguard. It was launched on Dec 16, 2010. DODFX is managed by Dodge & Cox.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFWPX or DODFX.
Key characteristics
| VFWPX | DODFX | |
|---|---|---|
| YTD Return | 7.43% | 7.28% |
| 1Y Return | 17.62% | 16.74% |
| 3Y Return (Ann) | 0.94% | 4.54% |
| 5Y Return (Ann) | 5.76% | 7.47% |
| 10Y Return (Ann) | 5.03% | 4.73% |
| Sharpe Ratio | 1.44 | 1.30 |
| Sortino Ratio | 2.04 | 1.86 |
| Omega Ratio | 1.25 | 1.23 |
| Calmar Ratio | 1.30 | 2.17 |
| Martin Ratio | 8.10 | 5.93 |
| Ulcer Index | 2.19% | 2.83% |
| Daily Std Dev | 12.33% | 12.95% |
| Max Drawdown | -34.85% | -63.23% |
| Current Drawdown | -6.59% | -6.93% |
Correlation
The correlation between VFWPX and DODFX is 0.94, 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
VFWPX vs. DODFX - Performance Comparison
The year-to-date returns for both stocks are quite close, with VFWPX having a 7.43% return and DODFX slightly lower at 7.28%. Over the past 10 years, VFWPX has outperformed DODFX with an annualized return of 5.03%, while DODFX has yielded a comparatively lower 4.73% 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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VFWPX vs. DODFX - Expense Ratio Comparison
VFWPX has a 0.06% expense ratio, which is lower than DODFX's 0.62% expense ratio.
Risk-Adjusted Performance
VFWPX vs. DODFX - Risk-Adjusted Performance 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.
Dividends
VFWPX vs. DODFX - Dividend Comparison
VFWPX's dividend yield for the trailing twelve months is around 2.98%, more than DODFX's 2.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFWPX Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares | 2.98% | 3.33% | 3.12% | 3.08% | 2.01% | 3.12% | 3.30% | 2.70% | 3.00% | 2.99% | 3.57% | 2.72% |
DODFX Dodge & Cox International Stock Fund | 2.13% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 2.23% | 2.30% | 2.37% | 1.61% |
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. For additional features, visit the drawdowns tool.
Volatility
VFWPX vs. DODFX - Volatility Comparison
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) has a higher volatility of 4.03% compared to Dodge & Cox International Stock Fund (DODFX) at 3.81%. 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.