Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Dodge & Cox Mutual Funds Strategic Asset Allocation – Optimal Moderate | NA | 22.32% | 4.30% | 8.32% | 6.46% | 8.06% | 7.02% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Dodge & Cox Mutual Funds Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.84 | 22.32 | 4.30 | 8.32 | 6.46 | 8.06 | 7.02 | … | … | 0.27 | 3.59 | 13.80 | -8.29 | 14.65 | 8.91 | 16.13 | -6.87 | 9.55 | 13.60 | -3.31 | 7.30 | 21.56 | 16.36 | -2.22 | 11.47 | 29.22 | -28.90 | 4.24 | 14.91 | 7.75 | 15.28 | 24.33 | -1.18 | 10.42 |
| Sharpe Ratio | NA | -0.31 | -0.16 | 0.26 | 0.37 | NA | NA | … | … | 0.06 | -0.34 | 1.07 | -0.67 | 1.62 | 0.39 | 1.91 | -0.87 | 1.57 | 1.31 | -0.36 | 1.01 | 3.03 | 1.80 | -0.15 | 0.96 | 1.59 | -1.22 | 0.14 | 1.76 | 1.01 | 2.17 | 2.79 | -0.18 | 0.86 |
| Standard Deviation(%) | NA | 8.84 | 10.99 | 13.73 | 11.45 | NA | NA | … | … | 3.60 | 8.87 | 8.92 | 14.34 | 9.05 | 22.30 | 7.72 | 9.40 | 5.68 | 10.25 | 9.33 | 7.19 | 7.10 | 9.04 | 15.28 | 11.86 | 18.33 | 24.36 | 8.82 | 6.60 | 5.55 | 6.61 | 8.46 | 12.68 | 9.41 |
| Draw Down(%) | NA | 8.32 | 18.37 | 27.76 | 27.76 | NA | NA | … | … | 0.22 | 8.32 | 8.24 | 18.37 | 4.48 | 27.76 | 4.60 | 14.06 | 2.83 | 9.36 | 10.22 | 5.76 | 4.67 | 7.54 | 15.47 | 9.87 | 20.55 | 38.88 | 6.44 | 5.96 | 4.04 | 5.71 | 10.03 | 15.29 | 9.83 |
| Yield(%) | NA | 4.50 | 3.95 | 4.83 | 4.24 | NA | NA | … | … | NA | 1.43 | 3.80 | 3.75 | 3.68 | 5.15 | 5.62 | 4.68 | 1.09 | 5.24 | 4.63 | 3.37 | 2.62 | 2.89 | 2.75 | 2.71 | 3.33 | 5.21 | 7.53 | 5.31 | 3.81 | 3.96 | 3.07 | 4.37 | 5.91 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Dodge & Cox Mutual Funds Strategic Asset Allocation – Optimal Moderate |
-10.48%
Feb 2006 – Feb 2009 |
-2.60%
Feb 2004 – Feb 2009 |
4.99%
Feb 2006 – Feb 2016 |
4.88%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Dodge & Cox Mutual Funds Strategic Asset Allocation – Optimal Moderate |
20.64%
Feb 2009 – Feb 2012 |
18.54%
Feb 2009 – Feb 2014 |
11.47%
Feb 2009 – Feb 2019 |
10.06%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart