VMVLX vs. DODFX
Compare and contrast key facts about Vanguard Mega Cap Value Index Fund Institutional Shares (VMVLX) and Dodge & Cox International Stock Fund (DODFX).
VMVLX is managed by Vanguard. It was launched on Mar 5, 2008. DODFX is managed by Dodge & Cox.
Performance
VMVLX vs. DODFX - Performance Comparison
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VMVLX vs. DODFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VMVLX Vanguard Mega Cap Value Index Fund Institutional Shares | 3.30% | 15.60% | 16.87% | 9.14% | -1.21% | 25.92% | 2.48% | 25.71% | -4.09% | 16.81% |
DODFX Dodge & Cox International Stock Fund | 0.73% | 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, VMVLX achieves a 3.30% return, which is significantly higher than DODFX's 0.73% return. Over the past 10 years, VMVLX has outperformed DODFX with an annualized return of 11.99%, while DODFX has yielded a comparatively lower 10.09% annualized return.
VMVLX
- 1D
- 1.67%
- 1M
- -4.53%
- YTD
- 3.30%
- 6M
- 6.21%
- 1Y
- 15.39%
- 3Y*
- 15.48%
- 5Y*
- 11.34%
- 10Y*
- 11.99%
DODFX
- 1D
- 2.54%
- 1M
- -7.11%
- YTD
- 0.73%
- 6M
- 5.33%
- 1Y
- 27.03%
- 3Y*
- 16.82%
- 5Y*
- 10.14%
- 10Y*
- 10.09%
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VMVLX vs. DODFX - Expense Ratio Comparison
VMVLX has a 0.06% expense ratio, which is lower than DODFX's 0.62% expense ratio.
Return for Risk
VMVLX vs. DODFX — Risk / Return Rank
VMVLX
DODFX
VMVLX vs. DODFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Value Index Fund Institutional Shares (VMVLX) 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.
| VMVLX | DODFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.82 | -0.78 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.34 | -0.84 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.36 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 2.31 | -0.81 |
Martin ratioReturn relative to average drawdown | 6.51 | 8.74 | -2.23 |
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
| VMVLX | DODFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.82 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.64 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.55 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.39 | +0.05 |
Correlation
The correlation between VMVLX and DODFX is 0.78, 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
VMVLX vs. DODFX - Dividend Comparison
VMVLX's dividend yield for the trailing twelve months is around 2.07%, less than DODFX's 5.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMVLX Vanguard Mega Cap Value Index Fund Institutional Shares | 2.07% | 2.05% | 2.32% | 2.49% | 2.46% | 2.18% | 2.47% | 2.70% | 2.66% | 2.36% | 1.90% | 2.62% |
DODFX Dodge & Cox International Stock Fund | 5.02% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
Drawdowns
VMVLX vs. DODFX - Drawdown Comparison
The maximum VMVLX drawdown since its inception was -55.79%, smaller than the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for VMVLX and DODFX.
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Drawdown Indicators
| VMVLX | DODFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.79% | -63.23% | +7.44% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -11.42% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -16.60% | -24.52% | +7.92% |
Max Drawdown (10Y)Largest decline over 10 years | -35.57% | -44.61% | +9.04% |
Current DrawdownCurrent decline from peak | -4.84% | -8.60% | +3.76% |
Average DrawdownAverage peak-to-trough decline | -7.72% | -11.72% | +4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 3.02% | -0.51% |
Volatility
VMVLX vs. DODFX - Volatility Comparison
The current volatility for Vanguard Mega Cap Value Index Fund Institutional Shares (VMVLX) is 3.70%, while Dodge & Cox International Stock Fund (DODFX) has a volatility of 7.14%. This indicates that VMVLX experiences smaller price fluctuations and is considered to be less risky 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
| VMVLX | DODFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.70% | 7.14% | -3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 7.48% | 10.03% | -2.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.55% | 15.17% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.57% | 15.81% | -2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.47% | 18.25% | -1.78% |