That's correct! You can't take a dodge action until it's your turn. Going first is extremely deadly. Cunning investigators only choose to fight when they have an overwhelming advantage - if they're lucky enough to have a choice.
Excellent! Thank you! (and also thank you for your forbearance in seeing my question here, and on YSDC...I am excited about The Lurking Fear and am nothing if not a persistent investigator when I've got a question in my head). It's a wonderful game you have created!