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Dunham Small Cap Value Fund (DCSVX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US2654587607

CUSIP

265458760

Issuer

Dunham

Inception Date

Dec 10, 2004

Min. Investment

$5,000

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

DCSVX has a high expense ratio of 2.05%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

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


Popular comparisons:
DCSVX vs. VTI
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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dunham Small Cap Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%200.00%300.00%400.00%December2025FebruaryMarchAprilMay
91.92%
372.51%
DCSVX (Dunham Small Cap Value Fund)
Benchmark (^GSPC)

Returns By Period

Dunham Small Cap Value Fund (DCSVX) returned -10.33% year-to-date (YTD) and -4.21% over the past 12 months. Over the past 10 years, DCSVX returned 4.81% annually, underperforming the S&P 500 benchmark at 10.43%.


DCSVX

YTD

-10.33%

1M

13.27%

6M

-14.57%

1Y

-4.21%

5Y*

10.90%

10Y*

4.81%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

The table below presents the monthly returns of DCSVX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.84%-5.07%-5.98%-4.53%3.33%-10.33%
2024-3.45%3.40%4.25%-7.00%5.21%-1.57%8.63%-1.10%0.22%-3.12%9.89%-7.18%6.65%
20238.36%-1.80%-6.93%-2.15%-3.03%8.99%7.38%-4.12%-5.40%-4.90%7.78%11.74%14.23%
2022-4.00%2.19%-0.86%-6.85%2.17%-9.54%9.63%-5.65%-9.80%13.20%5.63%-6.87%-13.01%
20211.70%11.90%5.18%2.76%2.82%-1.79%-2.14%1.26%-0.92%3.90%-2.04%5.65%31.15%
2020-5.35%-10.16%-24.27%13.61%1.48%2.51%1.53%3.31%-4.57%2.34%16.72%5.85%-3.67%
201911.46%3.01%-3.08%4.19%-8.04%5.86%2.64%-5.31%5.44%0.81%0.40%2.63%20.13%
20181.49%-4.18%-0.29%0.51%5.44%0.41%1.92%2.62%-3.01%-6.75%2.17%-11.79%-12.04%
2017-0.41%1.36%-0.67%0.34%-4.64%2.96%0.75%-1.97%7.63%0.97%3.00%-1.17%7.93%
2016-6.90%1.23%7.14%0.33%1.38%-0.24%5.61%2.13%-0.22%-3.05%12.67%4.01%25.28%
2015-4.09%4.34%1.46%-2.88%-0.44%0.74%-1.99%-4.82%-2.45%6.01%2.76%-5.72%-7.58%
2014-4.72%3.83%2.39%-2.61%0.29%3.83%-4.53%3.65%-5.70%6.95%-0.35%2.55%4.75%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DCSVX is 11, meaning it’s performing worse than 89% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DCSVX is 1111
Overall Rank
The Sharpe Ratio Rank of DCSVX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of DCSVX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of DCSVX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of DCSVX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of DCSVX is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Dunham Small Cap Value Fund (DCSVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current Dunham Small Cap Value Fund Sharpe ratio is -0.19. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Dunham Small Cap Value Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.19
0.48
DCSVX (Dunham Small Cap Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Dunham Small Cap Value Fund provided a 0.05% dividend yield over the last twelve months, with an annual payout of $0.01 per share.


0.00%0.05%0.10%0.15%$0.00$0.01$0.01$0.02$0.0220202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020
Dividend$0.01$0.01$0.00$0.00$0.00$0.02

Dividend yield

0.05%0.04%0.00%0.00%0.00%0.17%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.01
2023$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
2022$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
2021$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
2020$0.02$0.02

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-17.00%
-7.82%
DCSVX (Dunham Small Cap Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dunham Small 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 Small Cap Value Fund was 66.95%, occurring on Mar 9, 2009. Recovery took 1162 trading sessions.

The current Dunham Small Cap Value Fund drawdown is 17.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.95%Dec 28, 2006549Mar 9, 20091162Oct 18, 20131711
-46.71%Aug 23, 2018397Mar 23, 2020201Jan 7, 2021598
-26.73%Nov 26, 202490Apr 8, 2025
-23.9%Nov 12, 2021222Sep 30, 2022374Mar 28, 2024596
-20.54%Apr 7, 2015216Feb 11, 2016142Sep 2, 2016358

Volatility

Volatility Chart

The current Dunham Small Cap Value Fund volatility is 9.86%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
9.86%
11.21%
DCSVX (Dunham Small Cap Value Fund)
Benchmark (^GSPC)