WBCIX vs. DODGX
Compare and contrast key facts about William Blair Small-Mid Cap Core Fund (WBCIX) and Dodge & Cox Stock Fund Class I (DODGX).
WBCIX is managed by William Blair. It was launched on Oct 1, 2019. DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WBCIX or DODGX.
Performance
WBCIX vs. DODGX - Performance Comparison
Returns By Period
In the year-to-date period, WBCIX achieves a 17.92% return, which is significantly lower than DODGX's 20.91% return.
WBCIX
17.92%
6.31%
14.62%
28.34%
11.85%
N/A
DODGX
20.91%
3.23%
12.21%
28.92%
13.91%
11.28%
Key characteristics
| WBCIX | DODGX | |
|---|---|---|
| Sharpe Ratio | 1.77 | 2.71 |
| Sortino Ratio | 2.49 | 3.76 |
| Omega Ratio | 1.31 | 1.50 |
| Calmar Ratio | 1.63 | 5.51 |
| Martin Ratio | 9.39 | 20.03 |
| Ulcer Index | 3.02% | 1.46% |
| Daily Std Dev | 16.01% | 10.84% |
| Max Drawdown | -39.56% | -63.25% |
| Current Drawdown | 0.00% | -0.79% |
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WBCIX vs. DODGX - Expense Ratio Comparison
WBCIX has a 1.25% expense ratio, which is higher than DODGX's 0.51% expense ratio.
Correlation
The correlation between WBCIX and DODGX is 0.87, 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.
Risk-Adjusted Performance
WBCIX vs. DODGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for William Blair Small-Mid Cap Core Fund (WBCIX) 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.
Dividends
WBCIX vs. DODGX - Dividend Comparison
WBCIX's dividend yield for the trailing twelve months is around 0.12%, less than DODGX's 1.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WBCIX William Blair Small-Mid Cap Core Fund | 0.12% | 0.14% | 0.00% | 0.00% | 0.00% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DODGX Dodge & Cox Stock Fund Class I | 1.39% | 1.45% | 1.43% | 1.25% | 1.74% | 1.88% | 1.68% | 1.53% | 1.64% | 1.51% | 3.17% | 1.25% |
Drawdowns
WBCIX vs. DODGX - Drawdown Comparison
The maximum WBCIX drawdown since its inception was -39.56%, smaller than the maximum DODGX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for WBCIX and DODGX. For additional features, visit the drawdowns tool.
Volatility
WBCIX vs. DODGX - Volatility Comparison
William Blair Small-Mid Cap Core Fund (WBCIX) has a higher volatility of 5.56% compared to Dodge & Cox Stock Fund Class I (DODGX) at 4.22%. This indicates that WBCIX'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.