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.
Performance
VFWPX vs. DODFX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VFWPX having a 6.72% return and DODFX slightly higher at 6.79%. Over the past 10 years, VFWPX has outperformed DODFX with an annualized return of 4.86%, while DODFX has yielded a comparatively lower 4.50% annualized return.
VFWPX
6.72%
-4.13%
-0.25%
12.86%
5.59%
4.86%
DODFX
6.79%
-3.95%
-0.74%
12.82%
7.35%
4.50%
Key characteristics
| VFWPX | DODFX | |
|---|---|---|
| Sharpe Ratio | 1.02 | 0.97 |
| Sortino Ratio | 1.47 | 1.42 |
| Omega Ratio | 1.18 | 1.17 |
| Calmar Ratio | 1.17 | 1.60 |
| Martin Ratio | 5.03 | 4.08 |
| Ulcer Index | 2.46% | 3.04% |
| Daily Std Dev | 12.13% | 12.72% |
| Max Drawdown | -34.85% | -63.23% |
| Current Drawdown | -7.20% | -7.36% |
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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.
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.
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 3.00%, more than DODFX's 2.14% 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 | 3.00% | 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 | 2.14% | 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) and Dodge & Cox International Stock Fund (DODFX) have volatilities of 3.60% and 3.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.