PortfoliosLab logoPortfoliosLab logo
WVALX vs. DODGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WVALX vs. DODGX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, WVALX achieves a -2.44% return, which is significantly lower than DODGX's 9.15% return. Over the past 10 years, WVALX has underperformed DODGX with an annualized return of 9.39%, while DODGX has yielded a comparatively higher 13.08% annualized return.


WVALX

1D
0.36%
1M
1.16%
6M
-0.87%
YTD
-2.44%
1Y
-0.18%
3Y*
5.20%
5Y*
2.73%
10Y*
9.39%
ALL TIME*
9.10%

DODGX

1D
-0.11%
1M
2.59%
6M
7.53%
YTD
9.15%
1Y
18.56%
3Y*
14.02%
5Y*
10.20%
10Y*
13.08%
ALL TIME*
11.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

WVALX vs. DODGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WVALX
Weitz Value Fund
-2.44%-0.21%12.76%29.72%-22.89%26.86%18.41%34.16%-4.88%15.60%
DODGX
Dodge & Cox Stock Fund Class I
9.15%13.66%14.36%17.49%-7.25%31.72%7.10%24.30%-7.15%18.33%

Correlation

The correlation between WVALX and DODGX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.76

Correlation (3Y)
Balances recent behavior with more history.

0.79

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.82

Correlation (10Y)
Provides a long-term view across more market conditions.

0.81

Correlation (All Time)
Calculated using the full available price history since May 9, 1986

0.78

The correlation between WVALX and DODGX has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WVALX vs. DODGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WVALX
WVALX Risk / Return Rank: 33
Overall Rank
WVALX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
WVALX Sortino Ratio Rank: 33
Sortino Ratio Rank
WVALX Omega Ratio Rank: 33
Omega Ratio Rank
WVALX Calmar Ratio Rank: 44
Calmar Ratio Rank
WVALX Martin Ratio Rank: 33
Martin Ratio Rank

DODGX
DODGX Risk / Return Rank: 5656
Overall Rank
DODGX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DODGX Sortino Ratio Rank: 5454
Sortino Ratio Rank
DODGX Omega Ratio Rank: 4848
Omega Ratio Rank
DODGX Calmar Ratio Rank: 6464
Calmar Ratio Rank
DODGX Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WVALX vs. DODGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Weitz Value Fund (WVALX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WVALXDODGXDifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-2.06

Omega ratioGain probability vs. loss probability

0.99

1.23

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.13

2.05

-2.18

Martin ratioReturn relative to average drawdown

-0.34

7.50

-7.84

WVALX vs. DODGX - Sharpe Ratio Comparison

The current WVALX Sharpe Ratio is -0.16, which is lower than the DODGX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of WVALX and DODGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

WVALX vs. DODGX - Drawdown Comparison

The maximum WVALX drawdown since its inception was -61.96%, roughly equal to the maximum DODGX drawdown of -63.24%. Use the drawdown chart below to compare losses from any high point for WVALX and DODGX.


Loading charts...

Drawdown Indicators


WVALXDODGXDifference

Max Drawdown

Largest peak-to-trough decline

-61.96%

-63.24%

+1.28%

Max Drawdown (1Y)

Largest decline over 1 year

-17.45%

-7.48%

-9.97%

Max Drawdown (3Y)

Largest decline over 3 years

-19.92%

-14.89%

-5.03%

Max Drawdown (5Y)

Largest decline over 5 years

-29.36%

-21.85%

-7.51%

Max Drawdown (10Y)

Largest decline over 10 years

-32.57%

-40.41%

+7.84%

Current Drawdown

Current decline from peak

-7.95%

-0.45%

-7.50%

Average Drawdown

Average peak-to-trough decline

-7.74%

-7.49%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.99%

2.06%

+4.93%

Volatility

WVALX vs. DODGX - Volatility Comparison

Weitz Value Fund (WVALX) has a higher volatility of 4.34% compared to Dodge & Cox Stock Fund Class I (DODGX) at 3.37%. This indicates that WVALX'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.


Loading charts...

Volatility by Period


WVALXDODGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

3.37%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

11.69%

8.41%

+3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

14.79%

11.52%

+3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.32%

15.88%

+2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

19.09%

-0.84%

WVALX vs. DODGX - Expense Ratio Comparison

WVALX has a 1.04% expense ratio, which is higher than DODGX's 0.51% expense ratio.


Dividends

WVALX vs. DODGX - Dividend Comparison

WVALX's dividend yield for the trailing twelve months is around 22.38%, more than DODGX's 8.80% yield.


PositionTTM20252024202320222021202020192018201720162015
DODGX
Dodge & Cox Stock Fund Class I
8.80%9.86%8.20%3.76%5.47%3.22%6.74%10.23%9.69%6.78%6.26%5.36%
WVALX
Weitz Value Fund
22.38%21.83%11.03%5.38%14.15%3.77%9.12%4.70%10.95%7.16%0.00%12.93%

Frequently Asked Questions


WVALX and DODGX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WVALX has higher volatility (4.34%) compared to DODGX (3.37%). In terms of maximum drawdown, WVALX dropped -61.96% vs DODGX's -63.24%.

DODGX currently has the higher Sharpe Ratio (1.33 vs -0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for WVALX and DODGX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer