Asset Comparison and Correlation
|S&P 500 vs Dodge & Cox Income|
Assuming 30 trading days horizon, S&P 500 is expected to generate 4.75 times more return on investment than Dodge. However, SP 500 is 4.75 times more volatile than Dodge Cox Income. It trades about 0.32 of its potential returns per unit of risk. Dodge Cox Income is currently generating about -0.08 per unit of risk. If you would invest 158,224 in S&P 500 on April 25, 2013 and sell it today you would earn a total of 6,736 from holding S&P 500 or generate 4.26% return on investment over 30 days.
Match-ups for SP 500
Over the last 30 days Dodge Cox Income has generated negative risk-adjusted returns adding no value to investors with long positions.
Match-ups for Dodge