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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dunham Monthly Distribution Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Dunham Monthly Distribution Fund (DAMDX) has returned 1.02% so far this year and 7.91% over the past 12 months. Over the last ten years, DAMDX has returned 3.08% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Dunham Monthly Distribution Fund
- 1D
- 0.00%
- 1M
- 0.07%
- YTD
- 1.02%
- 6M
- 2.95%
- 1Y
- 7.91%
- 3Y*
- 5.91%
- 5Y*
- 3.48%
- 10Y*
- 3.08%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 26, 2000, DAMDX's average daily return is 0.00%, while the average monthly return is -0.10%.
Historically, 57% of months were positive and 43% were negative. The best month was Oct 2002 with a return of +14.0%, while the worst month was Sep 2002 at -13.7%. The longest winning streak lasted 20 consecutive months, and the longest losing streak was 7 months.
On a daily basis, DAMDX closed higher 50% of trading days. The best single day was Oct 13, 2008 with a return of +8.3%, while the worst single day was Oct 15, 2008 at -5.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.14% | 1.09% | 0.07% | 1.02% | |||||||||
| 2025 | 0.33% | 0.48% | 0.22% | 1.08% | 0.96% | 0.96% | 1.11% | 0.34% | 0.28% | 0.40% | 0.81% | 0.68% | 7.93% |
| 2024 | -0.35% | -0.19% | 0.86% | -0.85% | 0.39% | 0.79% | 1.12% | 0.53% | 0.60% | 0.74% | 1.06% | 0.48% | 5.29% |
| 2023 | -0.23% | -0.04% | 0.84% | -0.02% | -2.74% | 1.12% | 3.07% | 0.36% | -0.30% | -1.13% | 1.72% | 1.47% | 4.06% |
| 2022 | -0.43% | -0.34% | 0.08% | -0.32% | -0.97% | -0.36% | 0.92% | 2.40% | -0.98% | 0.11% | -0.73% | 1.24% | 0.57% |
| 2021 | -0.25% | 2.08% | -0.43% | 1.47% | 0.59% | -1.19% | -3.21% | -0.11% | 0.71% | -0.23% | -0.98% | 1.80% | 0.12% |
Benchmark Metrics
Dunham Monthly Distribution Fund has an annualized alpha of -4.20%, beta of 0.41, and R² of 0.47 versus S&P 500 Index. Calculated based on daily prices since December 27, 2000.
- This fund participated in 55.15% of S&P 500 Index downside but only 25.57% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.41 may look defensive, but with R² of 0.47 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R² of 0.47 means the benchmark explains less than half of this fund's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -4.20%
- Beta
- 0.41
- R²
- 0.47
- Upside Capture
- 25.57%
- Downside Capture
- 55.15%
Expense Ratio
DAMDX has a high expense ratio of 2.38%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
DAMDX ranks 98 for risk / return — in the top 98% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dunham Monthly Distribution Fund (DAMDX) and compare them to a chosen benchmark (S&P 500 Index).
| DAMDX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.98 | 0.90 | +2.09 |
Sortino ratioReturn per unit of downside risk | 5.36 | 1.39 | +3.98 |
Omega ratioGain probability vs. loss probability | 1.89 | 1.21 | +0.68 |
Calmar ratioReturn relative to maximum drawdown | 4.97 | 1.40 | +3.57 |
Martin ratioReturn relative to average drawdown | 37.49 | 6.61 | +30.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DAMDX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Dunham Monthly Distribution Fund provided a 7.05% dividend yield over the last twelve months, with an annual payout of $1.91 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.91 | $2.12 | $2.40 | $2.47 | $1.58 | $1.07 | $1.16 | $2.08 | $1.62 | $1.51 | $1.25 | $1.54 |
Dividend yield | 7.05% | 7.83% | 8.84% | 8.77% | 5.35% | 3.47% | 3.64% | 6.31% | 4.86% | 4.27% | 3.54% | 4.39% |
Monthly Dividends
The table displays the monthly dividend distributions for Dunham Monthly Distribution Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.16 | $0.16 | $0.00 | $0.33 | |||||||||
| 2025 | $0.18 | $0.18 | $0.18 | $0.18 | $0.18 | $0.18 | $0.18 | $0.18 | $0.18 | $0.17 | $0.17 | $0.16 | $2.12 |
| 2024 | $0.21 | $0.21 | $0.21 | $0.21 | $0.20 | $0.20 | $0.20 | $0.20 | $0.19 | $0.19 | $0.19 | $0.18 | $2.40 |
| 2023 | $0.19 | $0.20 | $0.20 | $0.20 | $0.21 | $0.20 | $0.21 | $0.21 | $0.21 | $0.21 | $0.21 | $0.21 | $2.47 |
| 2022 | $0.09 | $0.09 | $0.09 | $0.09 | $0.11 | $0.12 | $0.14 | $0.14 | $0.17 | $0.16 | $0.18 | $0.19 | $1.58 |
| 2021 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $1.07 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Dunham Monthly Distribution Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Dunham Monthly Distribution Fund was 69.68%, occurring on Nov 20, 2008. The portfolio has not yet recovered.
The current Dunham Monthly Distribution Fund drawdown is 35.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -69.68% | Feb 2, 2001 | 1962 | Nov 20, 2008 | — | — | — |
| -1.86% | Jan 4, 2001 | 2 | Jan 5, 2001 | 16 | Jan 30, 2001 | 18 |
| -0.14% | Jan 31, 2001 | 1 | Jan 31, 2001 | 1 | Feb 1, 2001 | 2 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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