DAIOX vs. DGCFX
Compare and contrast key facts about Dunham International Opportunity Bond Fund (DAIOX) and DFA Global Core Plus Fixed Income Portfolio (DGCFX).
DAIOX is managed by Dunham. It was launched on Oct 31, 2013. DGCFX is managed by Dimensional. It was launched on Jan 10, 2018.
Performance
DAIOX vs. DGCFX - Performance Comparison
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DAIOX vs. DGCFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DAIOX Dunham International Opportunity Bond Fund | -0.59% | 5.68% | 5.33% | 12.18% | -14.11% | -2.18% | 3.85% | 3.82% | -8.20% |
DGCFX DFA Global Core Plus Fixed Income Portfolio | -0.73% | 6.12% | 3.57% | 10.01% | -15.88% | -2.04% | 8.51% | 11.55% | 1.13% |
Returns By Period
In the year-to-date period, DAIOX achieves a -0.59% return, which is significantly higher than DGCFX's -0.73% 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%
DGCFX
- 1D
- 0.46%
- 1M
- -2.74%
- YTD
- -0.73%
- 6M
- -0.24%
- 1Y
- 3.73%
- 3Y*
- 5.03%
- 5Y*
- 0.56%
- 10Y*
- —
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DAIOX vs. DGCFX - Expense Ratio Comparison
DAIOX has a 1.58% expense ratio, which is higher than DGCFX's 0.25% expense ratio.
Return for Risk
DAIOX vs. DGCFX — Risk / Return Rank
DAIOX
DGCFX
DAIOX vs. DGCFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dunham International Opportunity Bond Fund (DAIOX) and DFA Global Core Plus Fixed Income Portfolio (DGCFX). 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.
| DAIOX | DGCFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.53 | 1.12 | +0.41 |
Sortino ratioReturn per unit of downside risk | 2.09 | 1.55 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.97 | 1.35 | +0.63 |
Martin ratioReturn relative to average drawdown | 8.66 | 5.42 | +3.24 |
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
| DAIOX | DGCFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 1.12 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.10 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.49 | -0.46 |
Correlation
The correlation between DAIOX and DGCFX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DAIOX vs. DGCFX - Dividend Comparison
DAIOX's dividend yield for the trailing twelve months is around 3.90%, less than DGCFX's 4.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DGCFX DFA Global Core Plus Fixed Income Portfolio | 4.85% | 4.22% | 4.40% | 4.03% | 2.26% | 2.45% | 1.78% | 1.92% | 6.17% | 0.00% | 0.00% | 0.00% |
Drawdowns
DAIOX vs. DGCFX - Drawdown Comparison
The maximum DAIOX drawdown since its inception was -27.58%, which is greater than DGCFX's maximum drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for DAIOX and DGCFX.
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Drawdown Indicators
| DAIOX | DGCFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.58% | -21.77% | -5.81% |
Max Drawdown (1Y)Largest decline over 1 year | -2.58% | -3.19% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -24.80% | -21.77% | -3.03% |
Max Drawdown (10Y)Largest decline over 10 years | -24.96% | — | — |
Current DrawdownCurrent decline from peak | -2.46% | -2.74% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -9.34% | -5.46% | -3.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.59% | 0.79% | -0.20% |
Volatility
DAIOX vs. DGCFX - Volatility Comparison
Dunham International Opportunity Bond Fund (DAIOX) and DFA Global Core Plus Fixed Income Portfolio (DGCFX) have volatilities of 1.68% and 1.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DAIOX | DGCFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.68% | 1.71% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.20% | 2.32% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.27% | 3.58% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.59% | 5.42% | -0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.94% | 4.93% | +1.01% |