VTSMX vs. DODFX
Compare and contrast key facts about Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) and Dodge & Cox International Stock Fund (DODFX).
VTSMX is managed by Vanguard. DODFX is managed by Dodge & Cox.
Performance
VTSMX vs. DODFX - Performance Comparison
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VTSMX vs. DODFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | -6.76% | 16.63% | 22.76% | 26.38% | -19.60% | 25.59% | 20.87% | 30.63% | -5.27% | 21.05% |
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, VTSMX achieves a -6.76% return, which is significantly lower than DODFX's -1.76% return. Over the past 10 years, VTSMX has outperformed DODFX with an annualized return of 13.09%, while DODFX has yielded a comparatively lower 9.82% annualized return.
VTSMX
- 1D
- -0.47%
- 1M
- -7.71%
- YTD
- -6.76%
- 6M
- -4.51%
- 1Y
- 14.67%
- 3Y*
- 16.35%
- 5Y*
- 9.87%
- 10Y*
- 13.09%
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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VTSMX vs. DODFX - Expense Ratio Comparison
VTSMX has a 0.14% expense ratio, which is lower than DODFX's 0.62% expense ratio.
Return for Risk
VTSMX vs. DODFX — Risk / Return Rank
VTSMX
DODFX
VTSMX vs. DODFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) 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.
| VTSMX | DODFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.56 | -0.73 |
Sortino ratioReturn per unit of downside risk | 1.29 | 2.02 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.31 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 1.86 | -0.82 |
Martin ratioReturn relative to average drawdown | 5.04 | 7.28 | -2.24 |
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
| VTSMX | DODFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.56 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.62 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.54 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.39 | +0.17 |
Correlation
The correlation between VTSMX and DODFX is 0.74, 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
VTSMX vs. DODFX - Dividend Comparison
VTSMX's dividend yield for the trailing twelve months is around 1.12%, less than DODFX's 5.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 1.12% | 0.75% | 0.89% | 1.33% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% |
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
VTSMX vs. DODFX - Drawdown Comparison
The maximum VTSMX drawdown since its inception was -55.38%, smaller than the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for VTSMX and DODFX.
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Drawdown Indicators
| VTSMX | DODFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -63.23% | +7.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -11.42% | -0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -24.52% | -0.91% |
Max Drawdown (10Y)Largest decline over 10 years | -34.98% | -44.61% | +9.63% |
Current DrawdownCurrent decline from peak | -8.93% | -10.86% | +1.93% |
Average DrawdownAverage peak-to-trough decline | -8.94% | -11.72% | +2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 3.00% | -0.44% |
Volatility
VTSMX vs. DODFX - Volatility Comparison
The current volatility for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) is 4.39%, while Dodge & Cox International Stock Fund (DODFX) has a volatility of 6.58%. This indicates that VTSMX 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
| VTSMX | DODFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 6.58% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 9.74% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.42% | 15.00% | +3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 15.78% | +1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.37% | 18.23% | +0.14% |