DAFGX vs. DCCGX
DAFGX (Dunham Focused Large Cap Growth Fund) and DCCGX (Dunham Corporate/Government Bond Fund) are both mutual funds - DAFGX is a Large Cap Growth Equities fund managed by Dunham, while DCCGX is a Intermediate Core-Plus Bond fund managed by Dunham. Over the past 10 years, DAFGX returned 12.32%/yr vs 0.70%/yr for DCCGX. Their 0.03 correlation means their historical movements had little consistent relationship. DAFGX charges 1.37%/yr vs 2.00%/yr for DCCGX.
Performance
DAFGX vs. DCCGX - Performance Comparison
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Returns By Period
In the year-to-date period, DAFGX achieves a -0.41% return, which is significantly higher than DCCGX's -1.46% return. Over the past 10 years, DAFGX has outperformed DCCGX with an annualized return of 12.32%, while DCCGX has yielded a comparatively lower 0.70% annualized 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%
DCCGX
- 1D
- -0.65%
- 1M
- -1.70%
- 6M
- -1.47%
- YTD
- -1.46%
- 1Y
- 0.75%
- 3Y*
- 3.02%
- 5Y*
- -0.88%
- 10Y*
- 0.70%
- ALL TIME*
- 1.64%
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. DCCGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DAFGX Dunham Focused Large Cap Growth Fund | -0.41% | 1.72% | 11.42% | 54.81% | -38.96% | 13.01% | 49.42% | 35.17% | 9.80% | 26.10% |
DCCGX Dunham Corporate/Government Bond Fund | -1.46% | 5.63% | 1.51% | 5.22% | -13.02% | -1.46% | 6.53% | 8.93% | -3.26% | 3.13% |
Correlation
The correlation between DAFGX and DCCGX is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.14 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.08 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2011 | 0.03 |
Over the past year, DAFGX and DCCGX have become more correlated (0.25) than their long-term average of 0.03, meaning their price movements have been converging.
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Return for Risk
DAFGX vs. DCCGX — Risk / Return Rank
DAFGX
DCCGX
DAFGX vs. DCCGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dunham Focused Large Cap Growth Fund (DAFGX) and Dunham Corporate/Government Bond Fund (DCCGX). 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 | DCCGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.07 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 0.47 | -0.69 |
| Martin ratioReturn relative to average drawdown | -0.48 | 1.25 | -1.73 |
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Drawdowns
DAFGX vs. DCCGX - Drawdown Comparison
The maximum DAFGX drawdown since its inception was -47.69%, which is greater than DCCGX's maximum drawdown of -17.54%. Use the drawdown chart below to compare losses from any high point for DAFGX and DCCGX.
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Drawdown Indicators
| DAFGX | DCCGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.69% | -17.54% | -30.15% |
Max Drawdown (1Y)Largest decline over 1 year | -27.70% | -2.82% | -24.88% |
Max Drawdown (3Y)Largest decline over 3 years | -34.81% | -4.78% | -30.03% |
Max Drawdown (5Y)Largest decline over 5 years | -47.69% | -17.28% | -30.41% |
Max Drawdown (10Y)Largest decline over 10 years | -47.69% | -17.54% | -30.15% |
Current DrawdownCurrent decline from peak | -16.07% | -4.71% | -11.36% |
Average DrawdownAverage peak-to-trough decline | -9.61% | -3.33% | -6.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.65% | 1.06% | +11.59% |
Volatility
DAFGX vs. DCCGX - Volatility Comparison
Dunham Focused Large Cap Growth Fund (DAFGX) has a higher volatility of 7.43% compared to Dunham Corporate/Government Bond Fund (DCCGX) at 1.02%. This indicates that DAFGX's price experiences larger fluctuations and is considered to be riskier than DCCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DAFGX | DCCGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.43% | 1.02% | +6.41% |
Volatility (6M)Calculated over the trailing 6-month period | 17.43% | 2.66% | +14.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.28% | 3.36% | +17.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.50% | 4.90% | +21.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.54% | 4.14% | +21.40% |
DAFGX vs. DCCGX - Expense Ratio Comparison
DAFGX has a 1.37% expense ratio, which is lower than DCCGX's 2.00% expense ratio.
Dividends
DAFGX vs. DCCGX - Dividend Comparison
DAFGX's dividend yield for the trailing twelve months is around 16.58%, more than DCCGX's 3.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DCCGX Dunham Corporate/Government Bond Fund | 3.28% | 3.60% | 3.22% | 2.93% | 1.21% | 0.68% | 1.15% | 1.88% | 2.13% | 1.54% | 1.72% | 2.61% |
Frequently Asked Questions
DAFGX and DCCGX have a correlation of 0.25, 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 DCCGX (1.02%). In terms of maximum drawdown, DAFGX dropped -47.69% vs DCCGX's -17.54%.
DCCGX currently has the higher Sharpe Ratio (0.40 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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