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VHCOX vs. DODGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VHCOX vs. DODGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Capital Opportunity Fund Investor Shares (VHCOX) and Dodge & Cox Stock Fund Class I (DODGX). The values are adjusted to include any dividend payments, if applicable.

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VHCOX vs. DODGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VHCOX
Vanguard Capital Opportunity Fund Investor Shares
-3.14%25.74%14.00%25.55%-17.61%20.85%22.73%27.20%-3.76%28.28%
DODGX
Dodge & Cox Stock Fund Class I
-1.65%13.66%14.36%17.49%-7.25%31.72%7.10%24.30%-7.15%18.33%

Returns By Period

In the year-to-date period, VHCOX achieves a -3.14% return, which is significantly lower than DODGX's -1.65% return. Over the past 10 years, VHCOX has outperformed DODGX with an annualized return of 14.30%, while DODGX has yielded a comparatively lower 12.55% annualized return.


VHCOX

1D
3.60%
1M
-6.90%
YTD
-3.14%
6M
2.84%
1Y
26.35%
3Y*
17.67%
5Y*
9.53%
10Y*
14.30%

DODGX

1D
2.09%
1M
-5.31%
YTD
-1.65%
6M
0.63%
1Y
8.01%
3Y*
13.95%
5Y*
9.38%
10Y*
12.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VHCOX vs. DODGX - Expense Ratio Comparison

VHCOX has a 0.43% expense ratio, which is lower than DODGX's 0.51% expense ratio.


Return for Risk

VHCOX vs. DODGX — Risk / Return Rank

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

VHCOX
VHCOX Risk / Return Rank: 7171
Overall Rank
VHCOX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VHCOX Sortino Ratio Rank: 6868
Sortino Ratio Rank
VHCOX Omega Ratio Rank: 6565
Omega Ratio Rank
VHCOX Calmar Ratio Rank: 7777
Calmar Ratio Rank
VHCOX Martin Ratio Rank: 7878
Martin Ratio Rank

DODGX
DODGX Risk / Return Rank: 1818
Overall Rank
DODGX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DODGX Sortino Ratio Rank: 1616
Sortino Ratio Rank
DODGX Omega Ratio Rank: 1717
Omega Ratio Rank
DODGX Calmar Ratio Rank: 1919
Calmar Ratio Rank
DODGX Martin Ratio Rank: 2222
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.

VHCOX vs. DODGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Capital Opportunity Fund Investor Shares (VHCOX) and Dodge & Cox Stock Fund Class I (DODGX). 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.


VHCOXDODGXDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.49

+0.72

Sortino ratio

Return per unit of downside risk

1.76

0.78

+0.98

Omega ratio

Gain probability vs. loss probability

1.25

1.11

+0.14

Calmar ratio

Return relative to maximum drawdown

1.87

0.60

+1.27

Martin ratio

Return relative to average drawdown

7.74

2.50

+5.25

VHCOX vs. DODGX - Sharpe Ratio Comparison

The current VHCOX Sharpe Ratio is 1.21, which is higher than the DODGX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of VHCOX and DODGX, 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


VHCOXDODGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.49

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.59

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.65

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.62

-0.04

Correlation

The correlation between VHCOX and DODGX is 0.80, 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

VHCOX vs. DODGX - Dividend Comparison

VHCOX's dividend yield for the trailing twelve months is around 9.93%, which matches DODGX's 9.89% yield.


TTM20252024202320222021202020192018201720162015
VHCOX
Vanguard Capital Opportunity Fund Investor Shares
9.93%9.62%8.16%2.33%9.26%10.44%9.10%6.41%12.11%3.87%5.66%5.30%
DODGX
Dodge & Cox Stock Fund Class I
9.89%9.86%8.20%3.76%5.47%3.22%6.74%10.23%9.69%6.78%6.26%5.36%

Drawdowns

VHCOX vs. DODGX - Drawdown Comparison

The maximum VHCOX drawdown since its inception was -54.76%, smaller than the maximum DODGX drawdown of -63.24%. Use the drawdown chart below to compare losses from any high point for VHCOX and DODGX.


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Drawdown Indicators


VHCOXDODGXDifference

Max Drawdown

Largest peak-to-trough decline

-54.76%

-63.24%

+8.48%

Max Drawdown (1Y)

Largest decline over 1 year

-13.90%

-12.23%

-1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-27.59%

-21.85%

-5.74%

Max Drawdown (10Y)

Largest decline over 10 years

-33.78%

-40.41%

+6.63%

Current Drawdown

Current decline from peak

-9.29%

-5.31%

-3.98%

Average Drawdown

Average peak-to-trough decline

-10.04%

-7.53%

-2.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

2.94%

+0.42%

Volatility

VHCOX vs. DODGX - Volatility Comparison

Vanguard Capital Opportunity Fund Investor Shares (VHCOX) has a higher volatility of 7.31% compared to Dodge & Cox Stock Fund Class I (DODGX) at 4.23%. This indicates that VHCOX's price experiences larger fluctuations and is considered to be riskier than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VHCOXDODGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

4.23%

+3.08%

Volatility (6M)

Calculated over the trailing 6-month period

13.05%

8.72%

+4.33%

Volatility (1Y)

Calculated over the trailing 1-year period

21.60%

16.33%

+5.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.64%

16.05%

+3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.22%

19.25%

+0.97%