VSGDX vs. DODIX
Compare and contrast key facts about Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) and Dodge & Cox Income Fund (DODIX).
VSGDX is managed by Vanguard. It was launched on Feb 12, 2001. DODIX is managed by Dodge & Cox.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSGDX or DODIX.
Key characteristics
| VSGDX | DODIX | |
|---|---|---|
| YTD Return | 3.65% | 3.45% |
| 1Y Return | 6.37% | 10.65% |
| 3Y Return (Ann) | 0.39% | -0.45% |
| 5Y Return (Ann) | 1.04% | 1.68% |
| 10Y Return (Ann) | 1.26% | 2.69% |
| Sharpe Ratio | 2.26 | 1.60 |
| Sortino Ratio | 3.60 | 2.36 |
| Omega Ratio | 1.47 | 1.28 |
| Calmar Ratio | 1.05 | 0.85 |
| Martin Ratio | 12.53 | 6.46 |
| Ulcer Index | 0.48% | 1.51% |
| Daily Std Dev | 2.68% | 6.09% |
| Max Drawdown | -8.19% | -16.38% |
| Current Drawdown | -0.98% | -2.89% |
Correlation
The correlation between VSGDX and DODIX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VSGDX vs. DODIX - Performance Comparison
In the year-to-date period, VSGDX achieves a 3.65% return, which is significantly higher than DODIX's 3.45% return. Over the past 10 years, VSGDX has underperformed DODIX with an annualized return of 1.26%, while DODIX has yielded a comparatively higher 2.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VSGDX vs. DODIX - Expense Ratio Comparison
VSGDX has a 0.10% expense ratio, which is lower than DODIX's 0.41% expense ratio.
Risk-Adjusted Performance
VSGDX vs. DODIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) and Dodge & Cox Income Fund (DODIX). 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
VSGDX vs. DODIX - Dividend Comparison
VSGDX's dividend yield for the trailing twelve months is around 3.56%, less than DODIX's 4.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSGDX Vanguard Short-Term Federal Fund Admiral Shares | 3.56% | 3.42% | 1.77% | 0.58% | 1.40% | 2.41% | 2.02% | 1.41% | 1.18% | 0.97% | 0.71% | 0.64% |
DODIX Dodge & Cox Income Fund | 4.14% | 3.86% | 2.84% | 1.89% | 2.44% | 3.04% | 3.00% | 2.76% | 3.11% | 3.03% | 3.84% | 3.07% |
Drawdowns
VSGDX vs. DODIX - Drawdown Comparison
The maximum VSGDX drawdown since its inception was -8.19%, smaller than the maximum DODIX drawdown of -16.38%. Use the drawdown chart below to compare losses from any high point for VSGDX and DODIX. For additional features, visit the drawdowns tool.
Volatility
VSGDX vs. DODIX - Volatility Comparison
The current volatility for Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) is 0.68%, while Dodge & Cox Income Fund (DODIX) has a volatility of 1.74%. This indicates that VSGDX experiences smaller price fluctuations and is considered to be less risky than DODIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.