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VTV vs. DODGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTV vs. DODGX - Performance Comparison

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

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VTV vs. DODGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTV
Vanguard Value ETF
3.54%15.27%15.95%9.32%-2.09%26.53%2.33%25.66%-5.47%17.15%
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, VTV achieves a 3.54% return, which is significantly higher than DODGX's -1.65% return. Over the past 10 years, VTV has underperformed DODGX with an annualized return of 11.83%, while DODGX has yielded a comparatively higher 12.55% annualized return.


VTV

1D
0.24%
1M
-4.38%
YTD
3.54%
6M
6.37%
1Y
16.56%
3Y*
15.18%
5Y*
10.91%
10Y*
11.83%

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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VTV vs. DODGX - Expense Ratio Comparison

VTV has a 0.04% expense ratio, which is lower than DODGX's 0.51% expense ratio.


Return for Risk

VTV vs. DODGX — Risk / Return Rank

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

VTV
VTV Risk / Return Rank: 6060
Overall Rank
VTV Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 6060
Sortino Ratio Rank
VTV Omega Ratio Rank: 6363
Omega Ratio Rank
VTV Calmar Ratio Rank: 5454
Calmar Ratio Rank
VTV Martin Ratio Rank: 6363
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.

VTV vs. DODGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value ETF (VTV) 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.


VTVDODGXDifference

Sharpe ratio

Return per unit of total volatility

1.12

0.49

+0.63

Sortino ratio

Return per unit of downside risk

1.61

0.78

+0.83

Omega ratio

Gain probability vs. loss probability

1.24

1.11

+0.12

Calmar ratio

Return relative to maximum drawdown

1.44

0.60

+0.84

Martin ratio

Return relative to average drawdown

6.48

2.50

+3.99

VTV vs. DODGX - Sharpe Ratio Comparison

The current VTV Sharpe Ratio is 1.12, which is higher than the DODGX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of VTV 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


VTVDODGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.49

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.59

+0.20

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

0.49

0.62

-0.13

Correlation

The correlation between VTV and DODGX is 0.94, 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

VTV vs. DODGX - Dividend Comparison

VTV's dividend yield for the trailing twelve months is around 2.02%, less than DODGX's 9.89% yield.


TTM20252024202320222021202020192018201720162015
VTV
Vanguard Value ETF
2.02%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%
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

VTV vs. DODGX - Drawdown Comparison

The maximum VTV drawdown since its inception was -59.27%, smaller than the maximum DODGX drawdown of -63.24%. Use the drawdown chart below to compare losses from any high point for VTV and DODGX.


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Drawdown Indicators


VTVDODGXDifference

Max Drawdown

Largest peak-to-trough decline

-59.27%

-63.24%

+3.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.32%

-12.23%

+0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-17.04%

-21.85%

+4.81%

Max Drawdown (10Y)

Largest decline over 10 years

-36.78%

-40.41%

+3.63%

Current Drawdown

Current decline from peak

-4.58%

-5.31%

+0.73%

Average Drawdown

Average peak-to-trough decline

-7.92%

-7.53%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.94%

-0.43%

Volatility

VTV vs. DODGX - Volatility Comparison

The current volatility for Vanguard Value ETF (VTV) is 3.65%, while Dodge & Cox Stock Fund Class I (DODGX) has a volatility of 4.23%. This indicates that VTV experiences smaller price fluctuations and is considered to be less risky 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


VTVDODGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

4.23%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

7.71%

8.72%

-1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

14.89%

16.33%

-1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.88%

16.05%

-2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.67%

19.25%

-2.58%