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DAMDX vs. DCEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DAMDX vs. DCEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dunham Monthly Distribution Fund (DAMDX) and Dunham Emerging Markets Stock Fund (DCEMX). The values are adjusted to include any dividend payments, if applicable.

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DAMDX vs. DCEMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DCEMX
Dunham Emerging Markets Stock Fund
5.33%28.90%4.84%6.16%-25.20%-7.30%23.89%21.88%-20.99%32.42%

Returns By Period

In the year-to-date period, DAMDX achieves a 0.61% return, which is significantly lower than DCEMX's 5.33% return. Over the past 10 years, DAMDX has underperformed DCEMX with an annualized return of 3.04%, while DCEMX has yielded a comparatively higher 5.81% 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%

DCEMX

1D
3.34%
1M
-9.19%
YTD
5.33%
6M
9.22%
1Y
33.18%
3Y*
13.18%
5Y*
0.43%
10Y*
5.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DAMDX vs. DCEMX - Expense Ratio Comparison

DAMDX has a 2.38% expense ratio, which is higher than DCEMX's 2.03% expense ratio.


Return for Risk

DAMDX vs. DCEMX — Risk / Return Rank

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

DAMDX
DAMDX Risk / Return Rank: 9898
Overall Rank
DAMDX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DAMDX Sortino Ratio Rank: 9898
Sortino Ratio Rank
DAMDX Omega Ratio Rank: 9898
Omega Ratio Rank
DAMDX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DAMDX Martin Ratio Rank: 9999
Martin Ratio Rank

DCEMX
DCEMX Risk / Return Rank: 8282
Overall Rank
DCEMX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DCEMX Sortino Ratio Rank: 8181
Sortino Ratio Rank
DCEMX Omega Ratio Rank: 7777
Omega Ratio Rank
DCEMX Calmar Ratio Rank: 8686
Calmar Ratio Rank
DCEMX Martin Ratio Rank: 8282
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.

DAMDX vs. DCEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dunham Monthly Distribution Fund (DAMDX) and Dunham Emerging Markets Stock Fund (DCEMX). 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.


DAMDXDCEMXDifference

Sharpe ratio

Return per unit of total volatility

2.79

1.69

+1.11

Sortino ratio

Return per unit of downside risk

4.91

2.21

+2.70

Omega ratio

Gain probability vs. loss probability

1.81

1.32

+0.50

Calmar ratio

Return relative to maximum drawdown

4.77

2.40

+2.37

Martin ratio

Return relative to average drawdown

35.45

9.05

+26.40

DAMDX vs. DCEMX - Sharpe Ratio Comparison

The current DAMDX Sharpe Ratio is 2.79, which is higher than the DCEMX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of DAMDX and DCEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DAMDXDCEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.79

1.69

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.02

+0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.32

+0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

0.18

-0.32

Correlation

The correlation between DAMDX and DCEMX is 0.47, 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

DAMDX vs. DCEMX - Dividend Comparison

DAMDX's dividend yield for the trailing twelve months is around 7.08%, more than DCEMX's 2.06% yield.


TTM20252024202320222021202020192018201720162015
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%
DCEMX
Dunham Emerging Markets Stock Fund
2.06%2.17%0.00%0.12%0.00%9.47%0.00%0.26%1.00%0.38%1.27%0.00%

Drawdowns

DAMDX vs. DCEMX - Drawdown Comparison

The maximum DAMDX drawdown since its inception was -69.68%, roughly equal to the maximum DCEMX drawdown of -70.65%. Use the drawdown chart below to compare losses from any high point for DAMDX and DCEMX.


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Drawdown Indicators


DAMDXDCEMXDifference

Max Drawdown

Largest peak-to-trough decline

-69.68%

-70.65%

+0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-1.56%

-13.89%

+12.33%

Max Drawdown (5Y)

Largest decline over 5 years

-8.44%

-41.04%

+32.60%

Max Drawdown (10Y)

Largest decline over 10 years

-8.44%

-45.88%

+37.44%

Current Drawdown

Current decline from peak

-35.88%

-11.01%

-24.87%

Average Drawdown

Average peak-to-trough decline

-48.86%

-26.34%

-22.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

3.68%

-3.47%

Volatility

DAMDX vs. DCEMX - Volatility Comparison

The current volatility for Dunham Monthly Distribution Fund (DAMDX) is 0.56%, while Dunham Emerging Markets Stock Fund (DCEMX) has a volatility of 10.98%. This indicates that DAMDX experiences smaller price fluctuations and is considered to be less risky than DCEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DAMDXDCEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.56%

10.98%

-10.42%

Volatility (6M)

Calculated over the trailing 6-month period

1.07%

16.23%

-15.16%

Volatility (1Y)

Calculated over the trailing 1-year period

2.69%

20.08%

-17.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.34%

17.57%

-13.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.02%

17.98%

-13.96%