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DAIOX vs. GBONX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DAIOX vs. GBONX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dunham International Opportunity Bond Fund (DAIOX) and JPMorgan Global Bond Opportunities Fund Class R6 (GBONX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DAIOX achieves a 3.14% return, which is significantly higher than GBONX's 1.19% return. Over the past 10 years, DAIOX has underperformed GBONX with an annualized return of 1.01%, while GBONX has yielded a comparatively higher 4.16% annualized return.


DAIOX

1D
-0.13%
1M
1.17%
YTD
3.14%
6M
3.25%
1Y
6.20%
3Y*
7.22%
5Y*
1.65%
10Y*
1.01%

GBONX

1D
-0.10%
1M
1.04%
YTD
1.19%
6M
1.57%
1Y
5.70%
3Y*
6.01%
5Y*
2.81%
10Y*
4.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DAIOX vs. GBONX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DAIOX
Dunham International Opportunity Bond Fund
3.14%5.68%5.33%12.18%-14.11%-2.18%3.85%3.82%-5.00%9.50%
GBONX
JPMorgan Global Bond Opportunities Fund Class R6
1.19%8.15%3.68%7.01%-5.89%1.52%7.93%10.73%-1.74%6.98%

Correlation

The correlation between DAIOX and GBONX is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2013

0.38

Over the past year, DAIOX and GBONX have become more correlated (0.60) than their long-term average of 0.38, meaning their price movements have been converging.

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Return for Risk

DAIOX vs. GBONX — Risk / Return Rank

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

DAIOX
DAIOX Risk / Return Rank: 5656
Overall Rank
DAIOX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DAIOX Sortino Ratio Rank: 6363
Sortino Ratio Rank
DAIOX Omega Ratio Rank: 7373
Omega Ratio Rank
DAIOX Calmar Ratio Rank: 4444
Calmar Ratio Rank
DAIOX Martin Ratio Rank: 5151
Martin Ratio Rank

GBONX
GBONX Risk / Return Rank: 3232
Overall Rank
GBONX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
GBONX Sortino Ratio Rank: 3737
Sortino Ratio Rank
GBONX Omega Ratio Rank: 4444
Omega Ratio Rank
GBONX Calmar Ratio Rank: 2020
Calmar Ratio Rank
GBONX Martin Ratio Rank: 2323
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. GBONX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dunham International Opportunity Bond Fund (DAIOX) and JPMorgan Global Bond Opportunities Fund Class R6 (GBONX). 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.


DAIOXGBONXDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.44

1.33

+0.11

Calmar ratioReturn relative to maximum drawdown

2.41

1.49

+0.92

Martin ratioReturn relative to average drawdown

9.99

5.22

+4.78

DAIOX vs. GBONX - Sharpe Ratio Comparison

The current DAIOX Sharpe Ratio is 1.92, which is comparable to the GBONX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of DAIOX and GBONX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DAIOX vs. GBONX - Drawdown Comparison

The maximum DAIOX drawdown since its inception was -27.58%, which is greater than GBONX's maximum drawdown of -11.56%. Use the drawdown chart below to compare losses from any high point for DAIOX and GBONX.


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Drawdown Indicators


DAIOXGBONXDifference

Max Drawdown

Largest peak-to-trough decline

-27.58%

-11.56%

-16.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.58%

-4.00%

+1.42%

Max Drawdown (3Y)

Largest decline over 3 years

-3.91%

-4.00%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-24.80%

-10.70%

-14.10%

Max Drawdown (10Y)

Largest decline over 10 years

-24.96%

-11.56%

-13.40%

Current Drawdown

Current decline from peak

-0.25%

-0.60%

+0.35%

Average Drawdown

Average peak-to-trough decline

-9.18%

-1.48%

-7.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

1.14%

-0.52%

Volatility

DAIOX vs. GBONX - Volatility Comparison

The current volatility for Dunham International Opportunity Bond Fund (DAIOX) is 0.87%, while JPMorgan Global Bond Opportunities Fund Class R6 (GBONX) has a volatility of 1.20%. This indicates that DAIOX experiences smaller price fluctuations and is considered to be less risky than GBONX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DAIOXGBONXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

1.20%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

3.28%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

3.24%

3.72%

-0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.66%

3.70%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.86%

3.47%

+2.39%

DAIOX vs. GBONX - Expense Ratio Comparison

DAIOX has a 1.58% expense ratio, which is higher than GBONX's 0.51% expense ratio.


Dividends

DAIOX vs. GBONX - Dividend Comparison

DAIOX's dividend yield for the trailing twelve months is around 3.94%, less than GBONX's 4.85% yield.


PositionTTM20252024202320222021202020192018201720162015
DAIOX
Dunham International Opportunity Bond Fund
3.94%4.22%4.16%4.56%7.17%2.88%2.23%0.23%0.42%0.11%1.10%0.05%
GBONX
JPMorgan Global Bond Opportunities Fund Class R6
4.85%4.93%4.56%4.06%3.83%2.76%3.43%4.21%5.89%3.46%4.93%5.25%

Frequently Asked Questions


DAIOX and GBONX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBONX has higher volatility (1.20%) compared to DAIOX (0.87%). In terms of maximum drawdown, DAIOX dropped -27.58% vs GBONX's -11.56%.

DAIOX currently has the higher Sharpe Ratio (1.92 vs 1.60), 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.

Portfolio Optimizer

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