Dodge Cox Standard Deviation
| DOXGX Fund | | | USD 16.86 -0.02 -0.12% |
The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities. Below is Dodge Cox's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
With Standard Deviation at 0.7873, Dodge Cox shows low price variability. This places Dodge Cox at the lower end of the volatility range for Mutual Fund Funds.
Standard Deviation | = | SQRT(V) |
| = | 0.7873 | |
Standard Deviation Peers Comparison
Dodge Cox falls below the 1.02 peer average for Standard Deviation. Europacific Growth Fund leads at 1.41 while Vanguard Target Retirement registers the lowest at 0.7033. Dodge Cox has exhibited less price dispersion than the peer average over the measured period.
Standard Deviation Relative To Other Indicators
The chart below plots Standard Deviation against Maximum Drawdown for Dodge Cox and its peers. Each point represents one equity — position along the horizontal axis shows Standard Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Dodge Cox's Maximum Drawdown of
3.15 runs about
4.00 times its Standard Deviation of
0.79 . This indicates Maximum Drawdown is significantly higher than Standard Deviation for Dodge Cox.
Methodology, Assumptions & Data Sources
Dodge Cox's Standard Deviation currently stands at 0.7873. Dodge Cox's Standard Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Dodge Cox operates in the large value funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
Other Technical Indicators