DAFGX vs. SWLGX
Compare and contrast key facts about Dunham Focused Large Cap Growth Fund (DAFGX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
DAFGX is managed by Dunham. It was launched on Dec 8, 2011. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
DAFGX vs. SWLGX - Performance Comparison
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DAFGX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -0.93% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -13.06% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
In the year-to-date period, DAFGX achieves a -19.07% return, which is significantly lower than SWLGX's -13.06% 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%
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
- —
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DAFGX vs. SWLGX - Expense Ratio Comparison
DAFGX has a 1.37% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
DAFGX vs. SWLGX — Risk / Return Rank
DAFGX
SWLGX
DAFGX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dunham Focused Large Cap Growth Fund (DAFGX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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.
| DAFGX | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.28 | 0.66 | -0.93 |
Sortino ratioReturn per unit of downside risk | -0.23 | 1.10 | -1.34 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.15 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | -0.34 | 0.72 | -1.06 |
Martin ratioReturn relative to average drawdown | -0.95 | 2.51 | -3.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DAFGX | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.28 | 0.66 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.56 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.68 | -0.22 |
Correlation
The correlation between DAFGX and SWLGX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DAFGX vs. SWLGX - Dividend Comparison
DAFGX's dividend yield for the trailing twelve months is around 20.40%, more than SWLGX's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
DAFGX vs. SWLGX - Drawdown Comparison
The maximum DAFGX drawdown since its inception was -47.69%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for DAFGX and SWLGX.
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Drawdown Indicators
| DAFGX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.69% | -32.69% | -15.00% |
Max Drawdown (1Y)Largest decline over 1 year | -27.70% | -16.16% | -11.54% |
Max Drawdown (5Y)Largest decline over 5 years | -47.69% | -32.69% | -15.00% |
Max Drawdown (10Y)Largest decline over 10 years | -47.69% | — | — |
Current DrawdownCurrent decline from peak | -31.80% | -16.16% | -15.64% |
Average DrawdownAverage peak-to-trough decline | -9.41% | -7.13% | -2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.94% | 4.62% | +5.32% |
Volatility
DAFGX vs. SWLGX - Volatility Comparison
Dunham Focused Large Cap Growth Fund (DAFGX) has a higher volatility of 6.54% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 5.38%. This indicates that DAFGX's price experiences larger fluctuations and is considered to be riskier than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DAFGX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.54% | 5.38% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 14.55% | 11.82% | +2.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.39% | 22.31% | +2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.15% | 21.47% | +4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.31% | 22.78% | +2.53% |