DAFGX vs. DCSVX
DAFGX (Dunham Focused Large Cap Growth Fund) and DCSVX (Dunham Small Cap Value Fund) are both mutual funds - DAFGX is a Large Cap Growth Equities fund managed by Dunham, while DCSVX is a Small Cap Value Equities fund managed by Dunham. Over the past 10 years, DAFGX returned 11.98%/yr vs 7.23%/yr for DCSVX. Their 0.59 correlation means they have sometimes moved together and sometimes differently. DAFGX charges 1.37%/yr vs 2.05%/yr for DCSVX.
Performance
DAFGX vs. DCSVX - Performance Comparison
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Returns By Period
In the year-to-date period, DAFGX achieves a -2.60% return, which is significantly lower than DCSVX's 21.63% return. Over the past 10 years, DAFGX has outperformed DCSVX with an annualized return of 11.98%, while DCSVX has yielded a comparatively lower 7.23% annualized return.
DAFGX
- 1D
- 3.25%
- 1M
- -4.22%
- 6M
- 2.49%
- YTD
- -2.60%
- 1Y
- -5.81%
- 3Y*
- 5.94%
- 5Y*
- 0.72%
- 10Y*
- 11.98%
- ALL TIME*
- 11.78%
DCSVX
- 1D
- 0.43%
- 1M
- -1.19%
- 6M
- 13.94%
- YTD
- 21.63%
- 1Y
- 38.48%
- 3Y*
- 7.91%
- 5Y*
- 5.33%
- 10Y*
- 7.23%
- ALL TIME*
- 5.22%
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. DCSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DAFGX Dunham Focused Large Cap Growth Fund | -2.60% | 1.72% | 11.42% | 54.81% | -38.96% | 13.01% | 49.42% | 35.17% | 9.80% | 26.10% |
DCSVX Dunham Small Cap Value Fund | 21.63% | 8.67% | -8.49% | 14.23% | -13.01% | 31.15% | -3.67% | 20.13% | -12.04% | 7.93% |
Correlation
The correlation between DAFGX and DCSVX is 0.50, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.50 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2011 | 0.59 |
The correlation between DAFGX and DCSVX has been stable across timeframes, ranging from 0.50 to 0.60 - a consistent structural relationship.
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Return for Risk
DAFGX vs. DCSVX — Risk / Return Rank
DAFGX
DCSVX
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.
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 | DCSVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.48 | ||
| Sortino ratioReturn per unit of downside risk | -3.42 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.36 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | 3.31 | -3.61 |
| Martin ratioReturn relative to average drawdown | -0.66 | 12.59 | -13.25 |
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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
| DAFGX | DCSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.69% | -62.83% | +15.14% |
Max Drawdown (1Y)Largest decline over 1 year | -27.70% | -10.55% | -17.15% |
Max Drawdown (3Y)Largest decline over 3 years | -34.81% | -37.13% | +2.32% |
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 DrawdownCurrent decline from peak | -17.92% | -2.63% | -15.29% |
Average DrawdownAverage peak-to-trough decline | -9.61% | -11.78% | +2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.63% | 2.77% | +9.86% |
Volatility
DAFGX vs. DCSVX - Volatility Comparison
Dunham Focused Large Cap Growth Fund (DAFGX) has a higher volatility of 7.02% compared to Dunham Small Cap Value Fund (DCSVX) at 3.62%. 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
| DAFGX | DCSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.02% | 3.62% | +3.40% |
Volatility (6M)Calculated over the trailing 6-month period | 17.33% | 11.51% | +5.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.16% | 16.79% | +4.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.49% | 21.32% | +5.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.53% | 23.30% | +2.23% |
DAFGX vs. DCSVX - Expense Ratio Comparison
DAFGX has a 1.37% expense ratio, which is lower than DCSVX's 2.05% expense ratio.
Dividends
DAFGX vs. DCSVX - Dividend Comparison
DAFGX's dividend yield for the trailing twelve months is around 16.95%, more than DCSVX's 6.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAFGX Dunham Focused Large Cap Growth Fund | 16.95% | 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 | 6.14% | 7.47% | 0.00% | 3.00% | 10.28% | 13.90% | 0.21% | 0.00% | 15.82% | 12.82% | 3.28% | 3.92% |
Frequently Asked Questions
DAFGX and DCSVX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DAFGX has higher volatility (7.02%) compared to DCSVX (3.62%). In terms of maximum drawdown, DAFGX dropped -47.69% vs DCSVX's -62.83%.
DCSVX currently has the higher Sharpe Ratio (2.09 vs -0.40), 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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