Dodge & Cox 13F holdings and portfolio analysis
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Baseline
Analysis messagesPre-generated Q&A about this fund. Use as reference context for your own analysis.
The strongest recent period was 2023-03-31 (11.76% strategy return, 7.90% benchmark, 3.86% excess, 13.94% turnover), while the weakest was 2025-12-31 (1.75% strategy return, 9.57% benchmark, -7.81% excess, 20.34% turnover). Those periods should be read alongside baseline metrics of return 9.72%, alpha -3.23%, beta 1.00, Sharpe 0.56, Sortino 0.69, and max drawdown -44.15% to judge whether returns came from persistent exposure or a narrow timing window.
The baseline is a direct read-through of the disclosed fund portfolio. It is led by JCI (Johnson Controls International plc) 4.88%, SCHW (The Charles Schwab Corporation) 4.57%, and RTX 4.43%, with sector exposure of Financials 20.20%, Health Care 19.24%, and Industrials 18.53%. The baseline metrics show return 9.72%, alpha -3.23%, beta 1.00, Sharpe 0.56, Sortino 0.69, and max drawdown -44.15%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.
Concentration is the first item to inspect: top 5 19.87%, top 10 31.88%, top 20 52.12%. The largest names are JCI (Johnson Controls International plc) 4.88%, SCHW (The Charles Schwab Corporation) 4.57%, RTX 4.43%, OXY (Occidental Petroleum Corporation) 3.12%, and MSFT (Microsoft Corporation) 2.87%, and the largest sector exposures are Financials 20.20%, Health Care 19.24%, and Industrials 18.53%. If those exposures reverse, baseline performance can diverge sharply from a broad index.