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ISIN
US2654587607
CUSIP
265458760
Issuer
Dunham
Inception Date
Dec 10, 2004
Min. Investment
$5,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

DCSVX Performance Chart

Dunham Small Cap Value Fund (DCSVX) is up 21.1% since the beginning of the year. DCSVX is currently trading at $14 per share. Investors who bought $1,000 worth of DCSVX shares 5 years ago would now be looking at an investment worth $1,301.


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S&P 500 Index

Returns By Period

Dunham Small Cap Value Fund (DCSVX) has returned 21.11% so far this year and 40.86% over the past 12 months. Over the last ten years, DCSVX has returned 7.65% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Dunham Small Cap Value Fund

1D
1.16%
1M
4.24%
YTD
21.11%
6M
19.19%
1Y
40.86%
3Y*
10.70%
5Y*
5.40%
10Y*
7.65%

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)

DCSVX Monthly Returns History

Based on dividend-adjusted daily data since Dec 10, 2004, DCSVX's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, an investment would double in approximately 9.8 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +16.7%, while the worst month was Mar 2020 at -24.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DCSVX closed higher 51% of trading days. The best single day was Apr 6, 2020 with a return of +9.0%, while the worst single day was Dec 27, 2024 at -15.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.75%3.32%-5.02%10.16%2.17%2.71%21.11%
20251.84%-5.07%-5.98%-4.53%5.35%5.36%1.18%7.46%0.92%-0.91%2.76%0.98%8.67%
2024-3.45%3.40%4.25%-7.01%5.22%-1.57%8.63%-1.10%0.22%-3.12%9.89%-20.36%-8.49%
20238.36%-1.80%-6.93%-2.15%-3.03%8.99%7.38%-4.12%-5.40%-4.90%7.78%11.75%14.23%
2022-4.00%2.19%-0.86%-6.85%2.17%-9.55%9.63%-5.65%-9.80%13.20%5.63%-6.88%-13.01%
20211.69%11.90%5.18%2.76%2.82%-1.79%-2.14%1.26%-0.92%3.90%-2.04%5.65%31.15%

Benchmark Metrics

Dunham Small Cap Value Fund has an annualized alpha of -3.15%, beta of 1.07, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since December 10, 2004.

  • This fund participated in 117.64% of S&P 500 Index downside but only 101.34% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -3.15% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.07 and R2 of 0.74, 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
-3.15%
Beta
1.07
0.74
Upside Capture
101.34%
Downside Capture
117.64%

Expense Ratio

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


Return for Risk

Risk / Return Rank

DCSVX ranks 77 for risk / return — better than 77% 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.


DCSVX Risk / Return Rank: 7777
Overall Rank
DCSVX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DCSVX Sortino Ratio Rank: 7676
Sortino Ratio Rank
DCSVX Omega Ratio Rank: 6464
Omega Ratio Rank
DCSVX Calmar Ratio Rank: 8585
Calmar Ratio Rank
DCSVX Martin Ratio Rank: 8282
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 Small Cap Value Fund (DCSVX) 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.


DCSVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.57

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

3.84

2.78

+1.06

Martin ratioReturn relative to average drawdown

14.22

12.44

+1.78

Dividends

Dividend History

Dunham Small Cap Value Fund provided a 6.17% dividend yield over the last twelve months, with an annual payout of $0.86 per share.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.86$0.86$0.00$0.38$1.16$1.98$0.03$0.00$1.70$1.81$0.48$0.48

Dividend yield

6.17%7.47%0.00%3.00%10.28%13.90%0.21%0.00%15.82%12.82%3.28%3.92%

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
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$0.86$0.86
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$0.38$0.38
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.16$1.16
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.98$1.98

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 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 62.83%, occurring on Mar 9, 2009. Recovery took 1046 trading sessions.

The current Dunham Small Cap Value Fund drawdown is 0.50%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-62.83%Mar 2009
1y 9mo4y 1mo
5y 11moJun 2007 - May 2013
COVID crash2020
-46.71%Mar 2020
1y 7mo9mo 20d
2y 4moAug 2018 - Jan 2021
2025 selloff2025
-37.13%Apr 2025
4mo 13d1y 23d
1y 5moNov 2024 - May 2026
Bear market2022
-23.90%Sep 2022
10mo 22d1y 6mo
2y 4moNov 2021 - Mar 2024
2016 bear market2016
-20.54%Feb 2016
10mo 10d6mo 24d
1y 4moApr 2015 - Sep 2016

Drawdown Indicators


DCSVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-62.83%

-56.78%

-6.05%

Max Drawdown (1Y)

Largest decline over 1 year

-10.55%

-9.10%

-1.45%

Max Drawdown (3Y)

Largest decline over 3 years

-37.13%

-18.90%

-18.23%

Max Drawdown (5Y)

Largest decline over 5 years

-37.13%

-25.43%

-11.70%

Max Drawdown (10Y)

Largest decline over 10 years

-46.71%

-33.92%

-12.79%

Current Drawdown

Current decline from peak

-0.50%

-1.80%

+1.30%

Average Drawdown

Average peak-to-trough decline

-11.84%

-10.71%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.03%

+0.81%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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