DAFGX vs. SWLGX
DAFGX (Dunham Focused Large Cap Growth Fund) and SWLGX (Schwab U.S. Large-Cap Growth Index Fund) are both Large Cap Growth Equities funds. Over the past 5 years, DAFGX returned 1.17%/yr vs 11.85%/yr for SWLGX. Their correlation of 0.94 means they have usually moved in the same direction. DAFGX charges 1.37%/yr vs 0.04%/yr for SWLGX.
Performance
DAFGX vs. SWLGX - Performance Comparison
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Returns By Period
In the year-to-date period, DAFGX achieves a -0.41% return, which is significantly lower than SWLGX's 0.29% 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%
SWLGX
- 1D
- 0.80%
- 1M
- -2.44%
- 6M
- 1.56%
- YTD
- 0.29%
- 1Y
- 10.12%
- 3Y*
- 19.35%
- 5Y*
- 11.85%
- 10Y*
- —
- ALL TIME*
- 16.66%
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. SWLGX - 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% | -1.34% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.29% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Correlation
The correlation between DAFGX and SWLGX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2017 | 0.94 |
The correlation between DAFGX and SWLGX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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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.
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 | SWLGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.09 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 0.50 | -0.72 |
| Martin ratioReturn relative to average drawdown | -0.48 | 1.49 | -1.97 |
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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 (3Y)Largest decline over 3 years | -34.81% | -23.30% | -11.51% |
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 | -16.07% | -8.01% | -8.06% |
Average DrawdownAverage peak-to-trough decline | -9.61% | -7.03% | -2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.65% | 5.39% | +7.26% |
Volatility
DAFGX vs. SWLGX - Volatility Comparison
Dunham Focused Large Cap Growth Fund (DAFGX) has a higher volatility of 7.43% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 6.43%. 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 | 7.43% | 6.43% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 17.43% | 14.03% | +3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.28% | 17.51% | +3.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.50% | 21.80% | +4.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.54% | 22.68% | +2.86% |
DAFGX vs. SWLGX - Expense Ratio Comparison
DAFGX has a 1.37% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Dividends
DAFGX vs. SWLGX - Dividend Comparison
DAFGX's dividend yield for the trailing twelve months is around 16.58%, more than SWLGX's 0.46% 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% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.46% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, DAFGX and SWLGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DAFGX has higher volatility (7.43%) compared to SWLGX (6.43%). In terms of maximum drawdown, DAFGX dropped -47.69% vs SWLGX's -32.69%.
SWLGX currently has the higher Sharpe Ratio (0.46 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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