DAMDX vs. EVDAX
Compare and contrast key facts about Dunham Monthly Distribution Fund (DAMDX) and Camelot Event Driven Fund Class A (EVDAX).
DAMDX is managed by Dunham. It was launched on Jul 31, 2008. EVDAX is managed by Camelot Funds. It was launched on Nov 21, 2003.
Performance
DAMDX vs. EVDAX - Performance Comparison
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DAMDX vs. EVDAX - 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% |
EVDAX Camelot Event Driven Fund Class A | 1.91% | 9.15% | 7.93% | 2.28% | 3.59% | 22.87% | 18.83% | 7.19% | 0.00% | 0.00% |
Returns By Period
In the year-to-date period, DAMDX achieves a 0.61% return, which is significantly lower than EVDAX's 1.91% return. Over the past 10 years, DAMDX has underperformed EVDAX with an annualized return of 3.04%, while EVDAX has yielded a comparatively higher 7.13% 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%
EVDAX
- 1D
- 0.60%
- 1M
- -0.99%
- YTD
- 1.91%
- 6M
- 1.52%
- 1Y
- 7.92%
- 3Y*
- 6.18%
- 5Y*
- 6.11%
- 10Y*
- 7.13%
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DAMDX vs. EVDAX - Expense Ratio Comparison
DAMDX has a 2.38% expense ratio, which is higher than EVDAX's 2.22% expense ratio.
Return for Risk
DAMDX vs. EVDAX — Risk / Return Rank
DAMDX
EVDAX
DAMDX vs. EVDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dunham Monthly Distribution Fund (DAMDX) and Camelot Event Driven Fund Class A (EVDAX). 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 | EVDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.79 | 1.31 | +1.48 |
Sortino ratioReturn per unit of downside risk | 4.91 | 1.94 | +2.97 |
Omega ratioGain probability vs. loss probability | 1.81 | 1.25 | +0.57 |
Calmar ratioReturn relative to maximum drawdown | 4.77 | 1.94 | +2.83 |
Martin ratioReturn relative to average drawdown | 35.45 | 8.91 | +26.53 |
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
| DAMDX | EVDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.79 | 1.31 | +1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.00 | +0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.01 | +0.75 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.14 | 0.00 | -0.15 |
Correlation
The correlation between DAMDX and EVDAX is 0.16, 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. EVDAX - Dividend Comparison
DAMDX's dividend yield for the trailing twelve months is around 7.08%, more than EVDAX's 0.75% 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% |
EVDAX Camelot Event Driven Fund Class A | 0.75% | 0.77% | 3.99% | 6.40% | 9.42% | 0.00% | 1.00% | 0.94% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DAMDX vs. EVDAX - Drawdown Comparison
The maximum DAMDX drawdown since its inception was -69.68%, smaller than the maximum EVDAX drawdown of -96.19%. Use the drawdown chart below to compare losses from any high point for DAMDX and EVDAX.
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Drawdown Indicators
| DAMDX | EVDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.68% | -96.19% | +26.51% |
Max Drawdown (1Y)Largest decline over 1 year | -1.56% | -3.87% | +2.31% |
Max Drawdown (5Y)Largest decline over 5 years | -8.44% | -96.19% | +87.75% |
Max Drawdown (10Y)Largest decline over 10 years | -8.44% | -96.19% | +87.75% |
Current DrawdownCurrent decline from peak | -35.88% | -95.72% | +59.84% |
Average DrawdownAverage peak-to-trough decline | -48.86% | -6.07% | -42.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.21% | 0.88% | -0.67% |
Volatility
DAMDX vs. EVDAX - Volatility Comparison
The current volatility for Dunham Monthly Distribution Fund (DAMDX) is 0.56%, while Camelot Event Driven Fund Class A (EVDAX) has a volatility of 1.56%. This indicates that DAMDX experiences smaller price fluctuations and is considered to be less risky than EVDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DAMDX | EVDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.56% | 1.56% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 1.07% | 4.12% | -3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.69% | 6.14% | -3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.34% | 1,423.79% | -1,419.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.02% | 1,006.79% | -1,002.77% |