VFWSX vs. DODFX
Compare and contrast key facts about Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) and Dodge & Cox International Stock Fund (DODFX).
VFWSX is managed by Vanguard. It was launched on Apr 30, 2007. DODFX is managed by Dodge & Cox.
Performance
VFWSX vs. DODFX - Performance Comparison
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VFWSX vs. DODFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFWSX Vanguard FTSE All-World ex-US Index Fund Institutional Shares | -1.04% | 32.38% | 5.45% | 15.59% | -15.48% | 8.11% | 11.37% | 21.58% | -13.97% | 27.24% |
DODFX Dodge & Cox International Stock Fund | -1.76% | 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, VFWSX achieves a -1.04% return, which is significantly higher than DODFX's -1.76% return. Over the past 10 years, VFWSX has underperformed DODFX with an annualized return of 8.67%, while DODFX has yielded a comparatively higher 9.82% annualized return.
VFWSX
- 1D
- -0.15%
- 1M
- -11.06%
- YTD
- -1.04%
- 6M
- 3.62%
- 1Y
- 23.65%
- 3Y*
- 14.37%
- 5Y*
- 7.04%
- 10Y*
- 8.67%
DODFX
- 1D
- -0.06%
- 1M
- -10.86%
- YTD
- -1.76%
- 6M
- 3.38%
- 1Y
- 24.29%
- 3Y*
- 15.85%
- 5Y*
- 9.77%
- 10Y*
- 9.82%
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VFWSX vs. DODFX - Expense Ratio Comparison
VFWSX has a 0.08% expense ratio, which is lower than DODFX's 0.62% expense ratio.
Return for Risk
VFWSX vs. DODFX — Risk / Return Rank
VFWSX
DODFX
VFWSX 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 Shares (VFWSX) 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.
| VFWSX | DODFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 1.56 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.95 | 2.02 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.31 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.86 | +0.02 |
Martin ratioReturn relative to average drawdown | 7.45 | 7.28 | +0.17 |
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
| VFWSX | DODFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 1.56 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.62 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.54 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.39 | -0.15 |
Correlation
The correlation between VFWSX 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.
Dividends
VFWSX vs. DODFX - Dividend Comparison
VFWSX's dividend yield for the trailing twelve months is around 3.01%, less than DODFX's 5.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFWSX Vanguard FTSE All-World ex-US Index Fund Institutional Shares | 3.01% | 3.08% | 3.23% | 3.31% | 3.10% | 3.06% | 1.99% | 3.10% | 3.28% | 2.67% | 2.97% | 2.97% |
DODFX Dodge & Cox International Stock Fund | 5.15% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
Drawdowns
VFWSX vs. DODFX - Drawdown Comparison
The maximum VFWSX drawdown since its inception was -61.60%, roughly equal to the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for VFWSX and DODFX.
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Drawdown Indicators
| VFWSX | DODFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.60% | -63.23% | +1.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -11.42% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -29.37% | -24.52% | -4.85% |
Max Drawdown (10Y)Largest decline over 10 years | -34.87% | -44.61% | +9.74% |
Current DrawdownCurrent decline from peak | -11.34% | -10.86% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -13.35% | -11.72% | -1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 3.00% | -0.14% |
Volatility
VFWSX vs. DODFX - Volatility Comparison
Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) has a higher volatility of 6.92% compared to Dodge & Cox International Stock Fund (DODFX) at 6.58%. This indicates that VFWSX'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
| VFWSX | DODFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 6.58% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 9.74% | +0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.78% | 15.00% | +0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.93% | 15.78% | -0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.98% | 18.23% | -2.25% |