DAIOX vs. VGSLX
Compare and contrast key facts about Dunham International Opportunity Bond Fund (DAIOX) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX).
DAIOX is managed by Dunham. It was launched on Oct 31, 2013. VGSLX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DAIOX or VGSLX.
Performance
DAIOX vs. VGSLX - Performance Comparison
Returns By Period
In the year-to-date period, DAIOX achieves a 5.89% return, which is significantly lower than VGSLX's 10.54% return. Over the past 10 years, DAIOX has underperformed VGSLX with an annualized return of 0.12%, while VGSLX has yielded a comparatively higher 5.98% annualized return.
DAIOX
5.89%
-0.16%
4.03%
11.20%
0.85%
0.12%
VGSLX
10.54%
-0.80%
15.80%
24.84%
4.58%
5.98%
Key characteristics
| DAIOX | VGSLX | |
|---|---|---|
| Sharpe Ratio | 3.26 | 1.48 |
| Sortino Ratio | 5.27 | 2.08 |
| Omega Ratio | 1.68 | 1.26 |
| Calmar Ratio | 0.73 | 0.89 |
| Martin Ratio | 19.76 | 5.37 |
| Ulcer Index | 0.59% | 4.48% |
| Daily Std Dev | 3.58% | 16.24% |
| Max Drawdown | -28.73% | -74.07% |
| Current Drawdown | -6.45% | -8.81% |
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DAIOX vs. VGSLX - Expense Ratio Comparison
DAIOX has a 1.58% expense ratio, which is higher than VGSLX's 0.12% expense ratio.
Correlation
The correlation between DAIOX and VGSLX is 0.18, 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.
Risk-Adjusted Performance
DAIOX vs. VGSLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dunham International Opportunity Bond Fund (DAIOX) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX). 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.
Dividends
DAIOX vs. VGSLX - Dividend Comparison
DAIOX's dividend yield for the trailing twelve months is around 4.74%, more than VGSLX's 3.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAIOX Dunham International Opportunity Bond Fund | 4.74% | 4.56% | 7.19% | 2.87% | 2.24% | 0.00% | 0.27% | 0.00% | 0.00% | 0.05% | 0.40% | 0.07% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 3.84% | 3.96% | 3.91% | 2.56% | 3.92% | 3.39% | 4.73% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
DAIOX vs. VGSLX - Drawdown Comparison
The maximum DAIOX drawdown since its inception was -28.73%, smaller than the maximum VGSLX drawdown of -74.07%. Use the drawdown chart below to compare losses from any high point for DAIOX and VGSLX. For additional features, visit the drawdowns tool.
Volatility
DAIOX vs. VGSLX - Volatility Comparison
The current volatility for Dunham International Opportunity Bond Fund (DAIOX) is 0.85%, while Vanguard Real Estate Index Fund Admiral Shares (VGSLX) has a volatility of 4.75%. This indicates that DAIOX experiences smaller price fluctuations and is considered to be less risky than VGSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.