DAFGX vs. BBLIX
DAFGX (Dunham Focused Large Cap Growth Fund) and BBLIX (BBH Select Series - Large Cap Fund) are both Large Cap Growth Equities funds. Over the past 5 years, DAFGX returned 1.17%/yr vs 7.28%/yr for BBLIX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. DAFGX charges 1.37%/yr vs 0.70%/yr for BBLIX.
Performance
DAFGX vs. BBLIX - Performance Comparison
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Returns By Period
In the year-to-date period, DAFGX achieves a -0.41% return, which is significantly lower than BBLIX's 1.58% return.
DAFGX
- 1D
- 2.25%
- 1M
- -2.07%
- 6M
- 5.38%
- YTD
- -0.41%
- 1Y
- -3.70%
- 3Y*
- 6.78%
- 5Y*
- 1.17%
- 10Y*
- 12.32%
- ALL TIME*
- 11.95%
BBLIX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 1.58%
- YTD
- 1.58%
- 1Y
- 5.32%
- 3Y*
- 11.76%
- 5Y*
- 7.28%
- 10Y*
- —
- ALL TIME*
- 9.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DAFGX vs. BBLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DAFGX Dunham Focused Large Cap Growth Fund | -0.41% | 1.72% | 11.42% | 54.81% | -38.96% | 13.01% | 49.42% | 10.84% |
BBLIX BBH Select Series - Large Cap Fund | 1.58% | 12.07% | 15.83% | 23.86% | -20.59% | 27.23% | 12.30% | 3.63% |
Correlation
The correlation between DAFGX and BBLIX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2019 | 0.77 |
Over the past year, the correlation between DAFGX and BBLIX has dropped to 0.36 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
DAFGX vs. BBLIX — Risk / Return Rank
DAFGX
BBLIX
DAFGX vs. BBLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dunham Focused Large Cap Growth Fund (DAFGX) and BBH Select Series - Large Cap Fund (BBLIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| DAFGX | BBLIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.21 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 1.38 | -1.60 |
| Martin ratioReturn relative to average drawdown | -0.48 | 2.50 | -2.98 |
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Drawdowns
DAFGX vs. BBLIX - Drawdown Comparison
The maximum DAFGX drawdown since its inception was -47.69%, which is greater than BBLIX's maximum drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for DAFGX and BBLIX.
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Drawdown Indicators
| DAFGX | BBLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.69% | -33.49% | -14.20% |
Max Drawdown (1Y)Largest decline over 1 year | -27.70% | -3.63% | -24.07% |
Max Drawdown (3Y)Largest decline over 3 years | -34.81% | -14.68% | -20.13% |
Max Drawdown (5Y)Largest decline over 5 years | -47.69% | -28.06% | -19.63% |
Max Drawdown (10Y)Largest decline over 10 years | -47.69% | — | — |
Current DrawdownCurrent decline from peak | -16.07% | -1.80% | -14.27% |
Average DrawdownAverage peak-to-trough decline | -9.61% | -6.24% | -3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.65% | 1.85% | +10.80% |
Volatility
DAFGX vs. BBLIX - Volatility Comparison
Dunham Focused Large Cap Growth Fund (DAFGX) has a higher volatility of 7.43% compared to BBH Select Series - Large Cap Fund (BBLIX) at 0.00%. This indicates that DAFGX's price experiences larger fluctuations and is considered to be riskier than BBLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DAFGX | BBLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.43% | 0.00% | +7.43% |
Volatility (6M)Calculated over the trailing 6-month period | 17.43% | 1.93% | +15.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.28% | 6.77% | +14.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.50% | 15.83% | +10.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.54% | 18.32% | +7.22% |
DAFGX vs. BBLIX - Expense Ratio Comparison
DAFGX has a 1.37% expense ratio, which is higher than BBLIX's 0.70% expense ratio.
Dividends
DAFGX vs. BBLIX - Dividend Comparison
DAFGX's dividend yield for the trailing twelve months is around 16.58%, more than BBLIX's 9.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBLIX BBH Select Series - Large Cap Fund | 9.39% | 9.54% | 4.20% | 0.28% | 1.45% | 3.27% | 0.34% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% |
DAFGX Dunham Focused Large Cap Growth Fund | 16.58% | 16.51% | 0.00% | 2.40% | 0.00% | 8.61% | 2.31% | 3.33% | 8.90% | 0.95% | 0.00% | 0.58% |
Frequently Asked Questions
DAFGX and BBLIX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DAFGX has higher volatility (7.43%) compared to BBLIX (0.00%). In terms of maximum drawdown, DAFGX dropped -47.69% vs BBLIX's -33.49%.
BBLIX currently has the higher Sharpe Ratio (0.75 vs -0.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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