DAIOX vs. DGSFX
Compare and contrast key facts about Dunham International Opportunity Bond Fund (DAIOX) and DFA Global Sustainability Fixed Income Portfolio (DGSFX).
DAIOX is managed by Dunham. It was launched on Oct 31, 2013. DGSFX is managed by Dimensional. It was launched on Nov 5, 2018.
Performance
DAIOX vs. DGSFX - Performance Comparison
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DAIOX vs. DGSFX - 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% | 1.10% |
DGSFX DFA Global Sustainability Fixed Income Portfolio | -0.62% | 3.80% | 2.60% | 9.67% | -15.61% | -2.95% | 7.99% | 9.85% | 1.15% |
Returns By Period
In the year-to-date period, DAIOX achieves a -0.59% return, which is significantly higher than DGSFX's -0.62% 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%
DGSFX
- 1D
- 0.44%
- 1M
- -2.49%
- YTD
- -0.62%
- 6M
- -0.27%
- 1Y
- 1.96%
- 3Y*
- 3.92%
- 5Y*
- -0.17%
- 10Y*
- —
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DAIOX vs. DGSFX - Expense Ratio Comparison
DAIOX has a 1.58% expense ratio, which is higher than DGSFX's 0.26% expense ratio.
Return for Risk
DAIOX vs. DGSFX — Risk / Return Rank
DAIOX
DGSFX
DAIOX vs. DGSFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dunham International Opportunity Bond Fund (DAIOX) and DFA Global Sustainability Fixed Income Portfolio (DGSFX). 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 | DGSFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.53 | 0.59 | +0.93 |
Sortino ratioReturn per unit of downside risk | 2.09 | 0.83 | +1.26 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.11 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.97 | 0.82 | +1.15 |
Martin ratioReturn relative to average drawdown | 8.66 | 2.64 | +6.02 |
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 | DGSFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 0.59 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | -0.03 | +0.34 |
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 | 0.37 | -0.33 |
Correlation
The correlation between DAIOX and DGSFX 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. DGSFX - Dividend Comparison
DAIOX's dividend yield for the trailing twelve months is around 3.90%, more than DGSFX's 3.60% 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% |
DGSFX DFA Global Sustainability Fixed Income Portfolio | 3.60% | 3.02% | 4.26% | 4.09% | 1.97% | 1.15% | 1.72% | 3.37% | 0.24% | 0.00% | 0.00% | 0.00% |
Drawdowns
DAIOX vs. DGSFX - Drawdown Comparison
The maximum DAIOX drawdown since its inception was -27.58%, which is greater than DGSFX's maximum drawdown of -21.57%. Use the drawdown chart below to compare losses from any high point for DAIOX and DGSFX.
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Drawdown Indicators
| DAIOX | DGSFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.58% | -21.57% | -6.01% |
Max Drawdown (1Y)Largest decline over 1 year | -2.58% | -2.91% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -24.80% | -21.29% | -3.51% |
Max Drawdown (10Y)Largest decline over 10 years | -24.96% | — | — |
Current DrawdownCurrent decline from peak | -2.46% | -5.03% | +2.57% |
Average DrawdownAverage peak-to-trough decline | -9.34% | -6.66% | -2.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.59% | 0.91% | -0.32% |
Volatility
DAIOX vs. DGSFX - Volatility Comparison
Dunham International Opportunity Bond Fund (DAIOX) and DFA Global Sustainability Fixed Income Portfolio (DGSFX) have volatilities of 1.68% and 1.60%, 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 | DGSFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.68% | 1.60% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 2.20% | 2.30% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.27% | 3.71% | -0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.59% | 5.31% | -0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.94% | 4.89% | +1.05% |