DAMDX vs. DAIOX
Compare and contrast key facts about Dunham Monthly Distribution Fund (DAMDX) and Dunham International Opportunity Bond Fund (DAIOX).
DAMDX is managed by Dunham. It was launched on Jul 31, 2008. DAIOX is managed by Dunham. It was launched on Oct 31, 2013.
Performance
DAMDX vs. DAIOX - Performance Comparison
Loading graphics...
DAMDX vs. DAIOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DAMDX Dunham Monthly Distribution Fund | 0.61% | 7.93% | 5.29% | 4.06% | 0.57% | 0.12% | 0.44% | 5.54% | -1.01% | 4.08% |
DAIOX Dunham International Opportunity Bond Fund | -0.72% | 5.68% | 5.33% | 12.18% | -14.11% | -2.18% | 3.85% | 3.82% | -5.00% | 9.50% |
Returns By Period
In the year-to-date period, DAMDX achieves a 0.61% return, which is significantly higher than DAIOX's -0.72% return. Over the past 10 years, DAMDX has outperformed DAIOX with an annualized return of 3.04%, while DAIOX has yielded a comparatively lower 0.90% annualized return.
DAMDX
- 1D
- -0.41%
- 1M
- -0.55%
- YTD
- 0.61%
- 6M
- 2.45%
- 1Y
- 7.51%
- 3Y*
- 5.76%
- 5Y*
- 3.33%
- 10Y*
- 3.04%
DAIOX
- 1D
- -0.13%
- 1M
- -2.40%
- YTD
- -0.72%
- 6M
- -0.03%
- 1Y
- 4.73%
- 3Y*
- 6.16%
- 5Y*
- 1.31%
- 10Y*
- 0.90%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DAMDX vs. DAIOX - Expense Ratio Comparison
DAMDX has a 2.38% expense ratio, which is higher than DAIOX's 1.58% expense ratio.
Return for Risk
DAMDX vs. DAIOX — Risk / Return Rank
DAMDX
DAIOX
DAMDX vs. DAIOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dunham Monthly Distribution Fund (DAMDX) and Dunham International Opportunity Bond Fund (DAIOX). 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.
| DAMDX | DAIOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.79 | 1.50 | +1.30 |
Sortino ratioReturn per unit of downside risk | 4.91 | 2.05 | +2.85 |
Omega ratioGain probability vs. loss probability | 1.81 | 1.34 | +0.47 |
Calmar ratioReturn relative to maximum drawdown | 4.77 | 1.87 | +2.90 |
Martin ratioReturn relative to average drawdown | 35.45 | 7.90 | +27.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DAMDX | DAIOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.79 | 1.50 | +1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.29 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.15 | +0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.14 | 0.03 | -0.18 |
Correlation
The correlation between DAMDX and DAIOX is 0.03, 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
DAMDX vs. DAIOX - Dividend Comparison
DAMDX's dividend yield for the trailing twelve months is around 7.08%, more than DAIOX's 3.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAMDX Dunham Monthly Distribution Fund | 7.08% | 7.83% | 8.84% | 8.77% | 5.35% | 3.47% | 3.64% | 6.31% | 4.86% | 4.27% | 3.54% | 4.39% |
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% |
Drawdowns
DAMDX vs. DAIOX - Drawdown Comparison
The maximum DAMDX drawdown since its inception was -69.68%, which is greater than DAIOX's maximum drawdown of -27.58%. Use the drawdown chart below to compare losses from any high point for DAMDX and DAIOX.
Loading graphics...
Drawdown Indicators
| DAMDX | DAIOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.68% | -27.58% | -42.10% |
Max Drawdown (1Y)Largest decline over 1 year | -1.56% | -2.58% | +1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -8.44% | -24.80% | +16.36% |
Max Drawdown (10Y)Largest decline over 10 years | -8.44% | -24.96% | +16.52% |
Current DrawdownCurrent decline from peak | -35.88% | -2.58% | -33.30% |
Average DrawdownAverage peak-to-trough decline | -48.86% | -9.34% | -39.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.21% | 0.61% | -0.40% |
Volatility
DAMDX vs. DAIOX - Volatility Comparison
The current volatility for Dunham Monthly Distribution Fund (DAMDX) is 0.56%, while Dunham International Opportunity Bond Fund (DAIOX) has a volatility of 1.68%. This indicates that DAMDX experiences smaller price fluctuations and is considered to be less risky than DAIOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DAMDX | DAIOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.56% | 1.68% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 1.07% | 2.20% | -1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.69% | 3.26% | -0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.34% | 4.59% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.02% | 5.94% | -1.92% |