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DAIOX vs. DCINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DAIOX vs. DCINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dunham International Opportunity Bond Fund (DAIOX) and Dunham International Stock Fund (DCINX). The values are adjusted to include any dividend payments, if applicable.

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DAIOX vs. DCINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DAIOX
Dunham International Opportunity Bond Fund
-0.59%5.68%5.33%12.18%-14.11%-2.18%3.85%3.82%-5.00%9.50%
DCINX
Dunham International Stock Fund
2.71%46.37%7.65%15.98%-14.67%9.70%19.86%18.14%-14.27%24.40%

Returns By Period

In the year-to-date period, DAIOX achieves a -0.59% return, which is significantly lower than DCINX's 2.71% return. Over the past 10 years, DAIOX has underperformed DCINX with an annualized return of 0.91%, while DCINX has yielded a comparatively higher 10.79% annualized return.


DAIOX

1D
0.13%
1M
-2.40%
YTD
-0.59%
6M
0.10%
1Y
5.00%
3Y*
6.20%
5Y*
1.39%
10Y*
0.91%

DCINX

1D
0.00%
1M
-11.68%
YTD
2.71%
6M
8.75%
1Y
36.86%
3Y*
21.50%
5Y*
10.67%
10Y*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DAIOX vs. DCINX - Expense Ratio Comparison

DAIOX has a 1.58% expense ratio, which is lower than DCINX's 2.92% expense ratio.


Return for Risk

DAIOX vs. DCINX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DAIOX
DAIOX Risk / Return Rank: 8383
Overall Rank
DAIOX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DAIOX Sortino Ratio Rank: 8282
Sortino Ratio Rank
DAIOX Omega Ratio Rank: 8585
Omega Ratio Rank
DAIOX Calmar Ratio Rank: 8282
Calmar Ratio Rank
DAIOX Martin Ratio Rank: 8484
Martin Ratio Rank

DCINX
DCINX Risk / Return Rank: 9393
Overall Rank
DCINX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DCINX Sortino Ratio Rank: 9292
Sortino Ratio Rank
DCINX Omega Ratio Rank: 9191
Omega Ratio Rank
DCINX Calmar Ratio Rank: 9393
Calmar Ratio Rank
DCINX Martin Ratio Rank: 9393
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.

DAIOX vs. DCINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dunham International Opportunity Bond Fund (DAIOX) and Dunham International Stock Fund (DCINX). 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.


DAIOXDCINXDifference

Sharpe ratio

Return per unit of total volatility

1.53

2.19

-0.66

Sortino ratio

Return per unit of downside risk

2.09

2.75

-0.65

Omega ratio

Gain probability vs. loss probability

1.35

1.42

-0.07

Calmar ratio

Return relative to maximum drawdown

1.97

2.89

-0.91

Martin ratio

Return relative to average drawdown

8.66

11.51

-2.85

DAIOX vs. DCINX - Sharpe Ratio Comparison

The current DAIOX Sharpe Ratio is 1.53, which is lower than the DCINX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of DAIOX and DCINX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DAIOXDCINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

2.19

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.71

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.66

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.30

-0.26

Correlation

The correlation between DAIOX and DCINX is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DAIOX vs. DCINX - Dividend Comparison

DAIOX's dividend yield for the trailing twelve months is around 3.90%, less than DCINX's 10.66% yield.


TTM20252024202320222021202020192018201720162015
DAIOX
Dunham International Opportunity Bond Fund
3.90%4.22%4.16%4.56%7.17%2.88%2.23%0.23%0.42%0.11%1.10%0.05%
DCINX
Dunham International Stock Fund
10.66%10.95%13.87%3.45%3.53%15.49%1.36%1.54%6.92%3.92%0.00%0.00%

Drawdowns

DAIOX vs. DCINX - Drawdown Comparison

The maximum DAIOX drawdown since its inception was -27.58%, smaller than the maximum DCINX drawdown of -61.79%. Use the drawdown chart below to compare losses from any high point for DAIOX and DCINX.


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Drawdown Indicators


DAIOXDCINXDifference

Max Drawdown

Largest peak-to-trough decline

-27.58%

-61.79%

+34.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.58%

-11.91%

+9.33%

Max Drawdown (5Y)

Largest decline over 5 years

-24.80%

-31.18%

+6.38%

Max Drawdown (10Y)

Largest decline over 10 years

-24.96%

-37.28%

+12.32%

Current Drawdown

Current decline from peak

-2.46%

-11.91%

+9.45%

Average Drawdown

Average peak-to-trough decline

-9.34%

-12.94%

+3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

2.99%

-2.40%

Volatility

DAIOX vs. DCINX - Volatility Comparison

The current volatility for Dunham International Opportunity Bond Fund (DAIOX) is 1.68%, while Dunham International Stock Fund (DCINX) has a volatility of 7.75%. This indicates that DAIOX experiences smaller price fluctuations and is considered to be less risky than DCINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DAIOXDCINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.68%

7.75%

-6.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

11.98%

-9.78%

Volatility (1Y)

Calculated over the trailing 1-year period

3.27%

16.55%

-13.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.59%

15.06%

-10.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.94%

16.38%

-10.44%