Dodge Cox Correlations

DOXIX Fund

USD 13.07 0.03 0.23%

The current 90-days correlation between Dodge Cox Income and Multisector Bond Sma is 0.25 (i.e., Modest 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

Modest diversification

The correlation between Dodge Cox Income and DJI is 0.28 (i.e., Modest 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. 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

0.78	HHHSX	Hartford Schroders	Pair Corr
0.61	REGTX	American Funds 2040	Pair Corr
0.65	BASAX	Brown Advisory Small	Pair Corr

Moving against Dodge Mutual Fund

0.54	INPIX	Internet Ultrasector	Pair Corr
0.54	INPSX	Internet Ultrasector	Pair Corr

Related Correlations Analysis

	FAFMX	TOHIX	TTRBX	VBISX	PATFX	TRZOX	RGHYX	MBSAX
FAFMX		0.97	0.84	0.82	0.98	0.88	0.76	0.66	FAFMX
TOHIX	0.97		0.91	0.88	0.98	0.93	0.86	0.75	TOHIX
TTRBX	0.84	0.91		0.96	0.87	0.93	0.95	0.85	TTRBX
VBISX	0.82	0.88	0.96		0.84	0.91	0.88	0.8	VBISX
PATFX	0.98	0.98	0.87	0.84		0.9	0.82	0.69	PATFX
TRZOX	0.88	0.93	0.93	0.91	0.9		0.92	0.83	TRZOX
RGHYX	0.76	0.86	0.95	0.88	0.82	0.92		0.92	RGHYX
MBSAX	0.66	0.75	0.85	0.8	0.69	0.83	0.92		MBSAX
	FAFMX	TOHIX	TTRBX	VBISX	PATFX	TRZOX	RGHYX	MBSAX

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	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
FAFMX	0.07	0.01	(0.32)	0.65	(0.13)	0.19	(0.09)	0.75
TOHIX	0.07	0.01	(0.28)	2.01	(0.13)	0.19	(0.09)	0.65
TTRBX	0.10	0.01	(0.34)	0.43	(0.14)	0.20	(0.20)	0.60
VBISX	0.09	0.01	(0.46)	(1.00)	(0.14)	0.29	(0.10)	0.49
PATFX	0.09	0.01	(0.25)	1.01	(0.14)	0.27	(0.18)	0.81
TRZOX	0.07	0.01	0.00	0.25	0.00	0.22	(0.22)	0.44
RGHYX	0.10	0.02	(0.14)	0.42	(0.14)	0.20	(0.20)	1.11
MBSAX	0.21	0.06	0.00	1.04	(0.27)	0.42	(0.37)	2.25

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