PortfoliosLab logoPortfoliosLab logo
ISIN
US2654588696
CUSIP
265458869
Issuer
Dunham
Inception Date
Dec 10, 2004
Min. Investment
$5,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

DCLVX Performance Chart

Dunham Large Cap Value Fund (DCLVX) is up 10.3% since the beginning of the year. DCLVX is currently trading at $22 per share. Investors who bought $1,000 worth of DCLVX shares 5 years ago would now be looking at an investment worth $1,564.


Loading charts...

S&P 500 Index

Returns By Period

Dunham Large Cap Value Fund (DCLVX) has returned 10.30% so far this year and 24.73% over the past 12 months. Over the last ten years, DCLVX has returned 9.71% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Dunham Large Cap Value Fund

1D
0.41%
1M
1.16%
YTD
10.30%
6M
9.82%
1Y
24.73%
3Y*
14.00%
5Y*
9.36%
10Y*
9.71%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DCLVX Monthly Returns History

Based on dividend-adjusted daily data since Dec 10, 2004, DCLVX's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.

Historically, 61% of months were positive and 39% were negative. The best month was Oct 2011 with a return of +11.5%, while the worst month was Oct 2008 at -17.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DCLVX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.9%, while the worst single day was Mar 16, 2020 at -11.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.29%1.94%-5.27%6.72%1.93%0.69%10.30%
20254.50%-0.70%-3.20%-3.53%4.82%4.21%1.17%3.00%1.38%0.76%2.55%1.12%16.84%
20240.99%3.91%5.23%-4.13%2.39%-0.11%3.99%2.41%1.55%-0.95%5.42%-10.44%9.49%
20234.01%-3.37%-1.14%2.11%-3.32%6.16%2.63%-3.34%-4.07%-3.28%7.30%5.39%8.41%
2022-1.87%-0.98%1.92%-6.69%1.84%-8.90%5.81%-2.50%-8.00%9.46%6.48%-4.11%-9.05%
2021-0.61%5.73%6.58%3.33%2.28%-1.26%1.22%1.72%-2.76%6.54%-3.91%6.46%27.52%

Benchmark Metrics

Dunham Large Cap Value Fund has an annualized alpha of -1.82%, beta of 0.96, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since December 10, 2004.

  • This fund participated in 101.39% of S&P 500 Index downside but only 90.43% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.96 and R2 of 0.92, 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
-1.82%
Beta
0.96
0.92
Upside Capture
90.43%
Downside Capture
101.39%

Expense Ratio

DCLVX has a high expense ratio of 2.10%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

DCLVX ranks 73 for risk / return — better than 73% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


DCLVX Risk / Return Rank: 7373
Overall Rank
DCLVX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
DCLVX Sortino Ratio Rank: 6969
Sortino Ratio Rank
DCLVX Omega Ratio Rank: 6363
Omega Ratio Rank
DCLVX Calmar Ratio Rank: 7878
Calmar Ratio Rank
DCLVX Martin Ratio Rank: 8383
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 Large Cap Value Fund (DCLVX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DCLVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

3.36

2.78

+0.57

Martin ratioReturn relative to average drawdown

14.40

12.44

+1.96

Dividends

Dividend History

Dunham Large Cap Value Fund provided a 4.35% dividend yield over the last twelve months, with an annual payout of $0.95 per share.


0.00%10.00%20.00%30.00%40.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.95$0.95$0.00$0.81$0.36$1.15$0.05$0.42$0.55$0.16$0.12$4.10

Dividend yield

4.35%4.80%0.00%5.01%2.30%6.51%0.31%2.88%4.61%1.15%0.95%36.28%

Monthly Dividends

The table displays the monthly dividend distributions for Dunham Large Cap Value 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$0.95$0.95
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.81$0.81
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.15$1.15

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Dunham Large Cap Value 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 Large Cap Value Fund was 58.91%, occurring on Mar 9, 2009. Recovery took 1056 trading sessions.

The current Dunham Large Cap Value Fund drawdown is 0.55%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-58.91%Mar 2009
1y 7mo4y 2mo
5y 10moJul 2007 - May 2013
COVID crash2020
-36.96%Mar 2020
2mo 2d9mo 13d
11mo 15dJan 2020 - Dec 2020
Bear market2022
-20.16%Sep 2022
8mo 20d1y 4mo
2y 1moJan 2022 - Feb 2024
Rate-hike selloffLate 2018
-20.13%Dec 2018
10mo 29d7mo 4d
1y 5moJan 2018 - Jul 2019
2025 selloff2025
-20.02%Apr 2025
4mo 7d5mo 6d
9mo 13dDec 2024 - Sep 2025

Drawdown Indicators


DCLVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-58.91%

-56.78%

-2.13%

Max Drawdown (1Y)

Largest decline over 1 year

-7.44%

-9.10%

+1.66%

Max Drawdown (3Y)

Largest decline over 3 years

-20.02%

-18.90%

-1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-20.16%

-25.43%

+5.27%

Max Drawdown (10Y)

Largest decline over 10 years

-36.96%

-33.92%

-3.04%

Current Drawdown

Current decline from peak

-0.55%

-1.80%

+1.25%

Average Drawdown

Average peak-to-trough decline

-9.58%

-10.71%

+1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

2.03%

-0.30%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with DCLVX

Add Dunham Large Cap Value Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with DCLVX