WOBDX vs. DODIX
Compare and contrast key facts about JPMorgan Core Bond Fund (WOBDX) and Dodge & Cox Income Fund (DODIX).
WOBDX is managed by JPMorgan Chase. It was launched on May 31, 1991. DODIX is managed by Dodge & Cox.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WOBDX or DODIX.
Performance
WOBDX vs. DODIX - Performance Comparison
Returns By Period
In the year-to-date period, WOBDX achieves a 2.22% return, which is significantly lower than DODIX's 2.71% return. Over the past 10 years, WOBDX has underperformed DODIX with an annualized return of 1.28%, while DODIX has yielded a comparatively higher 2.58% annualized return.
WOBDX
2.22%
-0.53%
3.23%
6.82%
-0.36%
1.28%
DODIX
2.71%
-0.40%
3.54%
7.69%
1.45%
2.58%
Key characteristics
| WOBDX | DODIX | |
|---|---|---|
| Sharpe Ratio | 1.23 | 1.31 |
| Sortino Ratio | 1.82 | 1.92 |
| Omega Ratio | 1.22 | 1.23 |
| Calmar Ratio | 0.47 | 0.76 |
| Martin Ratio | 4.11 | 4.61 |
| Ulcer Index | 1.66% | 1.67% |
| Daily Std Dev | 5.56% | 5.89% |
| Max Drawdown | -18.25% | -16.38% |
| Current Drawdown | -8.29% | -3.59% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WOBDX vs. DODIX - Expense Ratio Comparison
WOBDX has a 0.50% expense ratio, which is higher than DODIX's 0.41% expense ratio.
Correlation
The correlation between WOBDX and DODIX is 0.86, 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
WOBDX vs. DODIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Bond Fund (WOBDX) 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
WOBDX vs. DODIX - Dividend Comparison
WOBDX's dividend yield for the trailing twelve months is around 3.91%, less than DODIX's 4.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WOBDX JPMorgan Core Bond Fund | 3.91% | 3.49% | 2.68% | 2.07% | 2.36% | 2.77% | 2.80% | 2.66% | 2.47% | 2.34% | 2.53% | 2.76% |
DODIX Dodge & Cox Income Fund | 4.17% | 3.86% | 2.84% | 1.89% | 2.44% | 3.04% | 3.00% | 2.76% | 3.11% | 3.03% | 3.84% | 3.07% |
Drawdowns
WOBDX vs. DODIX - Drawdown Comparison
The maximum WOBDX drawdown since its inception was -18.25%, which is greater than DODIX's maximum drawdown of -16.38%. Use the drawdown chart below to compare losses from any high point for WOBDX and DODIX. For additional features, visit the drawdowns tool.
Volatility
WOBDX vs. DODIX - Volatility Comparison
The current volatility for JPMorgan Core Bond Fund (WOBDX) is 1.35%, while Dodge & Cox Income Fund (DODIX) has a volatility of 1.53%. This indicates that WOBDX 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.