VGSBX vs. DOXIX
Compare and contrast key facts about VY BrandywineGLOBAL - Bond Portfolio (VGSBX) and Dodge & Cox Income Fund Class X (DOXIX).
VGSBX is managed by Voya. It was launched on Feb 20, 2015. DOXIX is an actively managed fund by Dodge & Cox. It was launched on May 2, 2022.
Performance
VGSBX vs. DOXIX - Performance Comparison
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VGSBX vs. DOXIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VGSBX VY BrandywineGLOBAL - Bond Portfolio | 0.21% | 6.12% | 0.68% | 5.65% | -6.26% |
DOXIX Dodge & Cox Income Fund Class X | -0.17% | 8.39% | 2.33% | 7.75% | -2.35% |
Returns By Period
In the year-to-date period, VGSBX achieves a 0.21% return, which is significantly higher than DOXIX's -0.17% return.
VGSBX
- 1D
- 0.21%
- 1M
- -0.53%
- YTD
- 0.21%
- 6M
- 1.07%
- 1Y
- 4.09%
- 3Y*
- 2.46%
- 5Y*
- 0.14%
- 10Y*
- 2.87%
DOXIX
- 1D
- 0.63%
- 1M
- -2.30%
- YTD
- -0.17%
- 6M
- 1.13%
- 1Y
- 5.17%
- 3Y*
- 4.97%
- 5Y*
- —
- 10Y*
- —
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VGSBX vs. DOXIX - Expense Ratio Comparison
VGSBX has a 0.55% expense ratio, which is higher than DOXIX's 0.33% expense ratio.
Return for Risk
VGSBX vs. DOXIX — Risk / Return Rank
VGSBX
DOXIX
VGSBX vs. DOXIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY BrandywineGLOBAL - Bond Portfolio (VGSBX) and Dodge & Cox Income Fund Class X (DOXIX). 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.
| VGSBX | DOXIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.18 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.68 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 2.06 | +0.06 |
Martin ratioReturn relative to average drawdown | 6.58 | 6.15 | +0.42 |
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
| VGSBX | DOXIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.18 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.68 | -0.18 |
Correlation
The correlation between VGSBX and DOXIX 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
VGSBX vs. DOXIX - Dividend Comparison
VGSBX's dividend yield for the trailing twelve months is around 3.92%, less than DOXIX's 4.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VGSBX VY BrandywineGLOBAL - Bond Portfolio | 3.92% | 3.93% | 4.56% | 2.18% | 6.85% | 8.48% | 2.48% | 1.89% | 2.29% | 2.31% | 2.34% |
DOXIX Dodge & Cox Income Fund Class X | 4.36% | 4.30% | 4.32% | 3.92% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VGSBX vs. DOXIX - Drawdown Comparison
The maximum VGSBX drawdown since its inception was -18.20%, which is greater than DOXIX's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for VGSBX and DOXIX.
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Drawdown Indicators
| VGSBX | DOXIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.20% | -8.83% | -9.37% |
Max Drawdown (1Y)Largest decline over 1 year | -2.73% | -2.92% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -18.20% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -18.20% | — | — |
Current DrawdownCurrent decline from peak | -0.74% | -2.30% | +1.56% |
Average DrawdownAverage peak-to-trough decline | -3.50% | -1.87% | -1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 0.98% | -0.10% |
Volatility
VGSBX vs. DOXIX - Volatility Comparison
The current volatility for VY BrandywineGLOBAL - Bond Portfolio (VGSBX) is 0.72%, while Dodge & Cox Income Fund Class X (DOXIX) has a volatility of 1.80%. This indicates that VGSBX experiences smaller price fluctuations and is considered to be less risky than DOXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGSBX | DOXIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.72% | 1.80% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 2.02% | 2.76% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.91% | 4.57% | +0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.86% | 5.92% | +1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.20% | 5.92% | +0.28% |