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ISIN
US2654587946
Issuer
Dunham
Inception Date
Dec 10, 2004
Min. Investment
$5,000
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

DCINX Performance Chart

Dunham International Stock Fund (DCINX) is up 25.0% since the beginning of the year. DCINX is currently trading at $24 per share. Investors who bought $1,000 worth of DCINX shares 5 years ago would now be looking at an investment worth $1,906.


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S&P 500 Index

Returns By Period

Dunham International Stock Fund (DCINX) has returned 24.97% so far this year and 52.92% over the past 12 months. Over the last ten years, DCINX has returned 12.72% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Dunham International Stock Fund

1D
1.16%
1M
7.70%
YTD
24.97%
6M
28.99%
1Y
52.92%
3Y*
28.69%
5Y*
13.77%
10Y*
12.72%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DCINX Monthly Returns History

Based on dividend-adjusted daily data since Dec 10, 2004, DCINX's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, an investment would double in approximately 8.5 years.

Historically, 57% of months were positive and 43% were negative. The best month was Apr 2009 with a return of +17.1%, while the worst month was Oct 2008 at -18.9%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DCINX closed higher 53% of trading days. The best single day was Oct 28, 2008 with a return of +10.8%, while the worst single day was Dec 27, 2005 at -13.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.78%6.90%-8.78%9.82%6.05%1.16%24.97%
20255.33%2.94%1.31%2.27%5.52%5.52%0.38%5.05%4.81%1.90%0.62%3.26%46.37%
20240.70%5.32%3.19%-1.40%5.74%-0.95%0.73%1.01%0.78%-4.52%-0.63%-2.10%7.65%
20236.01%-2.77%1.53%2.26%-2.61%3.98%3.70%-2.80%-0.65%-4.02%6.59%4.47%15.98%
2022-2.89%-5.46%-0.32%-6.96%2.98%-9.15%2.15%-2.61%-8.56%5.53%13.11%-1.35%-14.67%
20210.56%3.90%1.29%1.80%2.91%-0.66%-0.36%1.69%-2.26%1.08%-5.74%5.56%9.70%

Benchmark Metrics

Dunham International Stock Fund has an annualized alpha of -0.49%, beta of 0.86, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since December 13, 2004.

  • This fund participated in 104.69% of S&P 500 Index downside but only 94.53% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.86 and R2 of 0.69, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.49%
Beta
0.86
0.69
Upside Capture
94.53%
Downside Capture
104.69%

Expense Ratio

DCINX has a high expense ratio of 2.92%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

DCINX ranks 91 for risk / return — in the top 91% 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.


DCINX Risk / Return Rank: 9191
Overall Rank
DCINX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DCINX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DCINX Omega Ratio Rank: 8888
Omega Ratio Rank
DCINX Calmar Ratio Rank: 9090
Calmar Ratio Rank
DCINX Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Dunham International Stock Fund (DCINX) and compare them to S&P 500 Index.


DCINXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.44

2.39

+1.05

Sortino ratio

Return per unit of downside risk

4.38

3.25

+1.13

Omega ratio

Gain probability vs. loss probability

1.61

1.43

+0.18

Calmar ratio

Return relative to maximum drawdown

4.58

3.11

+1.47

Martin ratio

Return relative to average drawdown

18.39

14.38

+4.01

Dividends

Dividend History

Dunham International Stock Fund provided a 8.76% dividend yield over the last twelve months, with an annual payout of $2.14 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.00$2.50201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$2.14$2.14$2.06$0.54$0.49$2.63$0.24$0.23$0.90$0.63

Dividend yield

8.76%10.95%13.87%3.45%3.53%15.49%1.36%1.54%6.92%3.92%

Monthly Dividends

The table displays the monthly dividend distributions for Dunham International Stock Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.14$2.14
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.06$2.06
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.54
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.63$2.63

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 International Stock 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 International Stock Fund was 61.79%, occurring on Mar 9, 2009. Recovery took 1253 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-61.79%Mar 2009
1y 8mo4y 11mo
6y 7moJul 2007 - Feb 2014
COVID crash2020
-37.28%Mar 2020
2y 1mo8mo 5d
2y 9moJan 2018 - Nov 2020
Bear market2022
-31.18%Sep 2022
1y 10d1y 4mo
2y 5moSep 2021 - Feb 2024
2016 bear market2016
-27.31%Feb 2016
8mo 25d1y 5mo
2y 2moMay 2015 - Aug 2017
2006 correction2006
-18.41%Jun 2006
1mo 4d6mo 10d
7mo 14dMay 2006 - Dec 2006

Drawdown Indicators


DCINXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-61.79%

-56.78%

-5.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-9.10%

-2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-13.74%

-18.90%

+5.16%

Max Drawdown (5Y)

Largest decline over 5 years

-31.18%

-25.43%

-5.75%

Max Drawdown (10Y)

Largest decline over 10 years

-37.28%

-33.92%

-3.36%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-12.85%

-10.72%

-2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

1.97%

+0.99%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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