Dodge Cox Correlations

DOXIX Fund

USD 12.91 0.01 0.08%

The current 90-days correlation between Dodge Cox Income and Franklin Vertible Securities is 0.18 (i.e., Average diversification). The correlation of Dodge Cox is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Dodge Cox Correlation With Market

Poor diversification

The correlation between Dodge Cox Income and DJI is 0.6 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dodge Cox Income and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Dodge Cox Income. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.

Moving together with Dodge Mutual Fund

0.75	DODGX	Dodge Stock Fund	Pair Corr
0.65	DODFX	Dodge International Stock	Pair Corr
0.74	DODBX	Dodge Balanced	Pair Corr
0.71	DODWX	Dodge Global Stock	Pair Corr
0.9	DODLX	Dodge Global Bond	Pair Corr
0.99	DODIX	Dodge Income	Pair Corr
0.9	DOXLX	Dodge Cox Global	Pair Corr
0.75	DOXGX	Dodge Cox Stock	Pair Corr
0.66	DOXFX	Dodge Cox International	Pair Corr
0.73	DOXBX	Dodge Cox Balanced	Pair Corr
0.7	DOXWX	Dodge Cox Global	Pair Corr
0.84	FIWGX	Strategic Advisers	Pair Corr
0.7	MWTNX	Metropolitan West Total	Pair Corr
0.72	MWTSX	Metropolitan West Total	Pair Corr
0.91	PTTPX	Pimco Total Return	Pair Corr
0.93	PTRRX	Total Return	Pair Corr
0.93	PTRAX	Total Return	Pair Corr
0.91	PTTRX	Total Return	Pair Corr
0.92	PDBSX	Prudential Total Return	Pair Corr
0.61	VFIAX	Vanguard 500 Index	Pair Corr
0.64	VTSMX	Vanguard Total Stock	Pair Corr
0.64	VSMPX	Vanguard Total Stock	Pair Corr
0.64	VITSX	Vanguard Total Stock	Pair Corr
0.68	VTIAX	Vanguard Total Inter	Pair Corr
0.61	VFINX	Vanguard 500 Index	Pair Corr
0.63	LNYAX	Columbia Amt Free	Pair Corr
0.88	DPFFX	Delaware Diversified	Pair Corr
0.69	SGLIX	Summit Global Investments	Pair Corr
0.61	KSITX	Kansas Municipal	Pair Corr
0.85	SSIRX	Sierra Strategic Income	Pair Corr

Related Correlations Analysis

	CNSIX	LCFYX	MCFAX	ARBOX	NCIAX	VAADX	FISCX
CNSIX		0.82	0.87	0.94	0.83	0.93	0.88	CNSIX
LCFYX	0.82		0.84	0.66	0.99	0.84	0.82	LCFYX
MCFAX	0.87	0.84		0.83	0.86	0.84	0.97	MCFAX
ARBOX	0.94	0.66	0.83		0.67	0.9	0.83	ARBOX
NCIAX	0.83	0.99	0.86	0.67		0.82	0.84	NCIAX
VAADX	0.93	0.84	0.84	0.9	0.82		0.85	VAADX
FISCX	0.88	0.82	0.97	0.83	0.84	0.85		FISCX
	CNSIX	LCFYX	MCFAX	ARBOX	NCIAX	VAADX	FISCX

Risk-Adjusted Indicators

There is a big difference between Dodge Mutual Fund performing well and Dodge Cox Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Dodge Cox's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
CNSIX	0.96	0.14	0.15	0.19	0.87	(1.16)	1.88	(1.73)	12.65
LCFYX	0.74	0.06	0.05	0.16	0.83	(0.82)	1.95	(1.78)	3.81
MCFAX	0.23	0.03	(0.10)	0.61	0.15	(0.27)	0.54	(0.53)	1.31
ARBOX	0.11	0.07	0.04	(4.82)	0.00	(0.20)	0.09	(0.09)	3.52
NCIAX	0.71	0.05	0.03	0.14	0.80	(0.76)	1.64	(1.41)	3.81
VAADX	0.85	0.21	0.23	0.34	0.54	(1.08)	1.65	(1.50)	12.63
FISCX	0.49	0.05	(0.01)	0.46	0.52	(0.53)	0.99	(1.00)	2.54

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Dodge Cox Correlations

Dodge Cox Correlation With Market

Poor diversification

Moving together with Dodge Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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