WVALX vs. DOXGX
WVALX (Weitz Value Fund) and DOXGX (Dodge & Cox Stock Fund Class X) are both mutual funds - WVALX is a Large Cap Blend Equities fund managed by Weitz, while DOXGX is a Large Cap Value Equities fund actively managed by Dodge & Cox. Over the past 3 years, WVALX returned 5.20%/yr vs 14.13%/yr for DOXGX. Their correlation of 0.82 means they have usually moved in the same direction. WVALX charges 1.04%/yr vs 0.41%/yr for DOXGX.
Performance
WVALX vs. DOXGX - Performance Comparison
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Returns By Period
In the year-to-date period, WVALX achieves a -2.44% return, which is significantly lower than DOXGX's 9.20% 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%
DOXGX
- 1D
- -0.11%
- 1M
- 2.59%
- 6M
- 7.58%
- YTD
- 9.20%
- 1Y
- 18.67%
- 3Y*
- 14.13%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
WVALX Weitz Value Fund | $0.00 | $0.00 | $0.00 |
WVALX vs. DOXGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WVALX Weitz Value Fund | -2.44% | -0.21% | 12.76% | 29.72% | -8.29% |
DOXGX Dodge & Cox Stock Fund Class X | 9.20% | 13.77% | 14.47% | 17.60% | -2.46% |
Correlation
The correlation between WVALX and DOXGX is 0.75, 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. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (All Time) Calculated using the full available price history since May 3, 2022 | 0.82 |
The correlation between WVALX and DOXGX has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.
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Return for Risk
WVALX vs. DOXGX — Risk / Return Rank
WVALX
DOXGX
WVALX vs. DOXGX - 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 X (DOXGX). 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.
| WVALX | DOXGX | Difference | |
|---|---|---|---|
| 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 | -2.19 |
| Martin ratioReturn relative to average drawdown | -0.34 | 7.54 | -7.88 |
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Drawdowns
WVALX vs. DOXGX - Drawdown Comparison
The maximum WVALX drawdown since its inception was -61.96%, which is greater than DOXGX's maximum drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for WVALX and DOXGX.
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Drawdown Indicators
| WVALX | DOXGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.96% | -16.47% | -45.49% |
Max Drawdown (1Y)Largest decline over 1 year | -17.45% | -7.51% | -9.94% |
Max Drawdown (3Y)Largest decline over 3 years | -19.92% | -14.88% | -5.04% |
Max Drawdown (5Y)Largest decline over 5 years | -29.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.57% | — | — |
Current DrawdownCurrent decline from peak | -7.95% | -0.50% | -7.45% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -3.07% | -4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.99% | 2.06% | +4.93% |
Volatility
WVALX vs. DOXGX - Volatility Comparison
Weitz Value Fund (WVALX) has a higher volatility of 4.34% compared to Dodge & Cox Stock Fund Class X (DOXGX) at 3.42%. This indicates that WVALX's price experiences larger fluctuations and is considered to be riskier than DOXGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WVALX | DOXGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 3.42% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 11.69% | 8.47% | +3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.79% | 11.58% | +3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.32% | 15.59% | +2.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 15.59% | +2.66% |
WVALX vs. DOXGX - Expense Ratio Comparison
WVALX has a 1.04% expense ratio, which is higher than DOXGX's 0.41% expense ratio.
Dividends
WVALX vs. DOXGX - Dividend Comparison
WVALX's dividend yield for the trailing twelve months is around 22.38%, more than DOXGX's 8.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOXGX Dodge & Cox Stock Fund Class X | 8.90% | 9.96% | 8.30% | 3.86% | 4.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 DOXGX have a correlation of 0.75, 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 DOXGX (3.42%). In terms of maximum drawdown, WVALX dropped -61.96% vs DOXGX's -16.47%.
DOXGX 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.
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