DAFGX vs. TILIX

Last updated Aug 4, 2026

DAFGX (Dunham Focused Large Cap Growth Fund) and TILIX (Nuveen Large Cap Growth Index Fund R6 Class) are both Large Cap Growth Equities funds. Over the past 10 years, DAFGX returned 12.32%/yr vs 17.31%/yr for TILIX. Their correlation of 0.93 means they have usually moved in the same direction. DAFGX charges 1.37%/yr vs 0.05%/yr for TILIX.

Performance

DAFGX vs. TILIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dunham Focused Large Cap Growth Fund (DAFGX) and Nuveen Large Cap Growth Index Fund R6 Class (TILIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DAFGX achieves a -0.41% return, which is significantly lower than TILIX's 0.47% return. Over the past 10 years, DAFGX has underperformed TILIX with an annualized return of 12.32%, while TILIX has yielded a comparatively higher 17.31% annualized 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%

TILIX

• 1D: 0.81%
• 1M: -2.43%
• 6M: 1.71%
• YTD: 0.47%
• 1Y: 10.22%
• 3Y*: 19.39%
• 5Y*: 11.86%
• 10Y*: 17.31%
• ALL TIME*: 11.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DAFGX Dunham Focused Large Cap Growth Fund	$0.00	$0.00	$0.00
TILIX Nuveen Large Cap Growth Index Fund R6 Class	$0.00	$0.00	$0.00

DAFGX vs. TILIX - 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%	26.10%
TILIX Nuveen Large Cap Growth Index Fund R6 Class	0.47%	18.41%	33.31%	42.64%	-29.22%	27.63%	38.43%	36.30%	-1.66%	28.49%

Correlation

The correlation between DAFGX and TILIX 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.	0.95
Correlation (10Y) Provides a long-term view across more market conditions.	0.94
Correlation (All Time) Calculated using the full available price history since Dec 8, 2011	0.93

The correlation between DAFGX and TILIX has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

Return for Risk

DAFGX vs. TILIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DAFGX

DAFGX Risk / Return Rank: 2
DAFGX Sharpe Ratio Rank: 2
DAFGX Sortino Ratio Rank: 2
DAFGX Omega Ratio Rank: 2
DAFGX Calmar Ratio Rank: 2
DAFGX Martin Ratio Rank: 2

TILIX

TILIX Risk / Return Rank: 10
TILIX Sharpe Ratio Rank: 11
TILIX Sortino Ratio Rank: 11
TILIX Omega Ratio Rank: 10
TILIX Calmar Ratio Rank: 10
TILIX Martin Ratio Rank: 11

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DAFGX vs. TILIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dunham Focused Large Cap Growth Fund (DAFGX) and Nuveen Large Cap Growth Index Fund R6 Class (TILIX). 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	TILIX	Difference
Sharpe ratio: Return per unit of total volatility	-0.29	0.47	-0.75
Sortino ratio: Return per unit of downside risk	-0.26	0.76	-1.02
Omega ratio: Gain probability vs. loss probability	0.97	1.09	-0.12
Calmar ratio: Return relative to maximum drawdown	-0.22	0.50	-0.72
Martin ratio: Return relative to average drawdown	-0.48	1.50	-1.98

DAFGX vs. TILIX - Sharpe Ratio Comparison

The current DAFGX Sharpe Ratio is -0.29, which is lower than the TILIX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of DAFGX and TILIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DAFGX vs. TILIX - Drawdown Comparison

The maximum DAFGX drawdown since its inception was -47.69%, smaller than the maximum TILIX drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for DAFGX and TILIX.

Drawdown Indicators

	DAFGX	TILIX	Difference
Max Drawdown Largest peak-to-trough decline	-47.69%	-50.54%	+2.85%
Max Drawdown (1Y) Largest decline over 1 year	-27.70%	-16.24%	-11.46%
Max Drawdown (3Y) Largest decline over 3 years	-34.81%	-23.33%	-11.48%
Max Drawdown (5Y) Largest decline over 5 years	-47.69%	-32.68%	-15.01%
Max Drawdown (10Y) Largest decline over 10 years	-47.69%	-32.68%	-15.01%
Current Drawdown Current decline from peak	-16.07%	-7.81%	-8.26%
Average Drawdown Average peak-to-trough decline	-9.61%	-7.72%	-1.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.65%	5.42%	+7.23%

Volatility

DAFGX vs. TILIX - Volatility Comparison

Dunham Focused Large Cap Growth Fund (DAFGX) has a higher volatility of 7.43% compared to Nuveen Large Cap Growth Index Fund R6 Class (TILIX) at 6.43%. This indicates that DAFGX's price experiences larger fluctuations and is considered to be riskier than TILIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DAFGX	TILIX	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%	14.00%	+3.43%
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%	21.78%	+4.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.54%	21.22%	+4.32%

DAFGX vs. TILIX - Expense Ratio Comparison

DAFGX has a 1.37% expense ratio, which is higher than TILIX's 0.05% expense ratio.

Dividends

DAFGX vs. TILIX - Dividend Comparison

DAFGX's dividend yield for the trailing twelve months is around 16.58%, more than TILIX's 4.39% 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%
TILIX Nuveen Large Cap Growth Index Fund R6 Class	4.39%	4.41%	3.25%	1.90%	11.00%	8.76%	1.91%	2.38%	4.01%	0.68%	1.33%	1.32%

Frequently Asked Questions

Can I hold both DAFGX and TILIX in my portfolio?

With a correlation of 0.91, DAFGX and TILIX 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.

Which is riskier, DAFGX or TILIX?

DAFGX has higher volatility (7.43%) compared to TILIX (6.43%). In terms of maximum drawdown, DAFGX dropped -47.69% vs TILIX's -50.54%.

Which has better risk-adjusted returns?

TILIX currently has the higher Sharpe Ratio (0.47 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.