PortfoliosLab logoPortfoliosLab logo
DAFGX vs. SWLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DAFGX vs. SWLGX - Performance Comparison

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

Loading graphics...

DAFGX vs. SWLGX - 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%-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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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

SWLGX
SWLGX Risk / Return Rank: 2828
Overall Rank
SWLGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SWLGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
SWLGX Omega Ratio Rank: 3131
Omega Ratio Rank
SWLGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
SWLGX Martin Ratio Rank: 2323
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. 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.


DAFGXSWLGXDifference

Sharpe ratio

Return per unit of total volatility

-0.28

0.66

-0.93

Sortino ratio

Return per unit of downside risk

-0.23

1.10

-1.34

Omega ratio

Gain probability vs. loss probability

0.97

1.15

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.34

0.72

-1.06

Martin ratio

Return relative to average drawdown

-0.95

2.51

-3.45

DAFGX vs. SWLGX - Sharpe Ratio Comparison

The current DAFGX Sharpe Ratio is -0.28, which is lower than the SWLGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of DAFGX and SWLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DAFGXSWLGXDifference

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.


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%
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.


Loading graphics...

Drawdown Indicators


DAFGXSWLGXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-31.80%

-16.16%

-15.64%

Average Drawdown

Average peak-to-trough decline

-9.41%

-7.13%

-2.28%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


DAFGXSWLGXDifference

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%