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DAFGX vs. DCSVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DAFGX vs. DCSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dunham Focused Large Cap Growth Fund (DAFGX) and Dunham Small Cap Value Fund (DCSVX). The values are adjusted to include any dividend payments, if applicable.

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DAFGX vs. DCSVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DAFGX
Dunham Focused Large Cap Growth Fund
-19.07%1.72%11.42%54.81%-38.96%13.01%49.42%35.17%9.80%26.10%
DCSVX
Dunham Small Cap Value Fund
2.51%8.67%-8.49%14.23%-13.01%31.15%-3.67%20.13%-12.04%7.93%

Returns By Period

In the year-to-date period, DAFGX achieves a -19.07% return, which is significantly lower than DCSVX's 2.51% return. Over the past 10 years, DAFGX has outperformed DCSVX with an annualized return of 10.50%, while DCSVX has yielded a comparatively lower 6.13% annualized return.


DAFGX

1D
0.07%
1M
-8.97%
YTD
-19.07%
6M
-24.16%
1Y
-6.47%
3Y*
5.30%
5Y*
0.14%
10Y*
10.50%

DCSVX

1D
-0.25%
1M
-7.06%
YTD
2.51%
6M
5.40%
1Y
22.56%
3Y*
5.55%
5Y*
2.11%
10Y*
6.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DAFGX vs. DCSVX - Expense Ratio Comparison

DAFGX has a 1.37% expense ratio, which is lower than DCSVX's 2.05% expense ratio.


Return for Risk

DAFGX vs. DCSVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DAFGX
DAFGX Risk / Return Rank: 33
Overall Rank
DAFGX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DAFGX Sortino Ratio Rank: 33
Sortino Ratio Rank
DAFGX Omega Ratio Rank: 33
Omega Ratio Rank
DAFGX Calmar Ratio Rank: 33
Calmar Ratio Rank
DAFGX Martin Ratio Rank: 22
Martin Ratio Rank

DCSVX
DCSVX Risk / Return Rank: 5555
Overall Rank
DCSVX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DCSVX Sortino Ratio Rank: 5858
Sortino Ratio Rank
DCSVX Omega Ratio Rank: 5151
Omega Ratio Rank
DCSVX Calmar Ratio Rank: 6060
Calmar Ratio Rank
DCSVX Martin Ratio Rank: 5353
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.

DAFGX vs. DCSVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dunham Focused Large Cap Growth Fund (DAFGX) and Dunham Small Cap Value Fund (DCSVX). 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.


DAFGXDCSVXDifference

Sharpe ratio

Return per unit of total volatility

-0.28

1.04

-1.31

Sortino ratio

Return per unit of downside risk

-0.23

1.54

-1.77

Omega ratio

Gain probability vs. loss probability

0.97

1.21

-0.24

Calmar ratio

Return relative to maximum drawdown

-0.34

1.41

-1.75

Martin ratio

Return relative to average drawdown

-0.95

5.22

-6.17

DAFGX vs. DCSVX - Sharpe Ratio Comparison

The current DAFGX Sharpe Ratio is -0.28, which is lower than the DCSVX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of DAFGX and DCSVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DAFGXDCSVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.28

1.04

-1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.10

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.26

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.19

+0.27

Correlation

The correlation between DAFGX and DCSVX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DAFGX vs. DCSVX - Dividend Comparison

DAFGX's dividend yield for the trailing twelve months is around 20.40%, more than DCSVX's 7.29% yield.


TTM20252024202320222021202020192018201720162015
DAFGX
Dunham Focused Large Cap Growth Fund
20.40%16.51%0.00%2.40%0.00%8.61%2.31%3.33%8.90%0.95%0.00%0.58%
DCSVX
Dunham Small Cap Value Fund
7.29%7.47%0.00%3.00%10.28%13.90%0.21%0.00%15.82%12.82%3.28%3.92%

Drawdowns

DAFGX vs. DCSVX - Drawdown Comparison

The maximum DAFGX drawdown since its inception was -47.69%, smaller than the maximum DCSVX drawdown of -62.83%. Use the drawdown chart below to compare losses from any high point for DAFGX and DCSVX.


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Drawdown Indicators


DAFGXDCSVXDifference

Max Drawdown

Largest peak-to-trough decline

-47.69%

-62.83%

+15.14%

Max Drawdown (1Y)

Largest decline over 1 year

-27.70%

-13.82%

-13.88%

Max Drawdown (5Y)

Largest decline over 5 years

-47.69%

-37.13%

-10.56%

Max Drawdown (10Y)

Largest decline over 10 years

-47.69%

-46.71%

-0.98%

Current Drawdown

Current decline from peak

-31.80%

-11.53%

-20.27%

Average Drawdown

Average peak-to-trough decline

-9.41%

-11.94%

+2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.94%

3.72%

+6.22%

Volatility

DAFGX vs. DCSVX - Volatility Comparison

Dunham Focused Large Cap Growth Fund (DAFGX) has a higher volatility of 6.54% compared to Dunham Small Cap Value Fund (DCSVX) at 5.58%. This indicates that DAFGX's price experiences larger fluctuations and is considered to be riskier than DCSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DAFGXDCSVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.54%

5.58%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

14.55%

12.44%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

24.39%

21.31%

+3.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.15%

21.60%

+4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.31%

23.35%

+1.96%