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DCAIX vs. AGOVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DCAIX vs. AGOVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dunham Long/Short Credit Fund (DCAIX) and Invesco Income Fund (AGOVX). The values are adjusted to include any dividend payments, if applicable.

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DCAIX vs. AGOVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DCAIX
Dunham Long/Short Credit Fund
-0.12%2.47%3.78%0.60%-2.64%1.47%4.11%5.81%4.17%10.40%
AGOVX
Invesco Income Fund
-0.17%6.61%7.01%4.57%-10.05%3.90%-6.66%10.04%-2.86%1.68%

Returns By Period

In the year-to-date period, DCAIX achieves a -0.12% return, which is significantly higher than AGOVX's -0.17% return. Over the past 10 years, DCAIX has outperformed AGOVX with an annualized return of 3.58%, while AGOVX has yielded a comparatively lower 1.11% annualized return.


DCAIX

1D
-0.36%
1M
-0.36%
YTD
-0.12%
6M
0.29%
1Y
1.61%
3Y*
3.10%
5Y*
0.93%
10Y*
3.58%

AGOVX

1D
0.29%
1M
-1.55%
YTD
-0.17%
6M
0.80%
1Y
4.02%
3Y*
5.04%
5Y*
1.64%
10Y*
1.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DCAIX vs. AGOVX - Expense Ratio Comparison

DCAIX has a 1.98% expense ratio, which is higher than AGOVX's 0.96% expense ratio.


Return for Risk

DCAIX vs. AGOVX — Risk / Return Rank

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

DCAIX
DCAIX Risk / Return Rank: 6969
Overall Rank
DCAIX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DCAIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
DCAIX Omega Ratio Rank: 8484
Omega Ratio Rank
DCAIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
DCAIX Martin Ratio Rank: 9090
Martin Ratio Rank

AGOVX
AGOVX Risk / Return Rank: 7575
Overall Rank
AGOVX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
AGOVX Sortino Ratio Rank: 8484
Sortino Ratio Rank
AGOVX Omega Ratio Rank: 7676
Omega Ratio Rank
AGOVX Calmar Ratio Rank: 6969
Calmar Ratio Rank
AGOVX Martin Ratio Rank: 7272
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.

DCAIX vs. AGOVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dunham Long/Short Credit Fund (DCAIX) and Invesco Income Fund (AGOVX). 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.


DCAIXAGOVXDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.46

-0.37

Sortino ratio

Return per unit of downside risk

1.43

2.32

-0.89

Omega ratio

Gain probability vs. loss probability

1.36

1.31

+0.05

Calmar ratio

Return relative to maximum drawdown

1.92

1.79

+0.13

Martin ratio

Return relative to average drawdown

10.77

7.67

+3.10

DCAIX vs. AGOVX - Sharpe Ratio Comparison

The current DCAIX Sharpe Ratio is 1.09, which is comparable to the AGOVX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of DCAIX and AGOVX, 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


DCAIXAGOVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.46

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.49

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.21

+0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.78

-0.54

Correlation

The correlation between DCAIX and AGOVX is -0.18. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DCAIX vs. AGOVX - Dividend Comparison

DCAIX's dividend yield for the trailing twelve months is around 3.45%, less than AGOVX's 4.69% yield.


TTM20252024202320222021202020192018201720162015
DCAIX
Dunham Long/Short Credit Fund
3.45%3.79%3.72%4.04%2.63%2.25%2.39%2.27%1.31%1.33%2.28%5.72%
AGOVX
Invesco Income Fund
4.69%5.09%5.12%4.61%3.45%2.96%4.14%4.69%2.76%1.89%1.72%1.55%

Drawdowns

DCAIX vs. AGOVX - Drawdown Comparison

The maximum DCAIX drawdown since its inception was -46.34%, which is greater than AGOVX's maximum drawdown of -33.41%. Use the drawdown chart below to compare losses from any high point for DCAIX and AGOVX.


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Drawdown Indicators


DCAIXAGOVXDifference

Max Drawdown

Largest peak-to-trough decline

-46.34%

-33.41%

-12.93%

Max Drawdown (1Y)

Largest decline over 1 year

-0.84%

-2.67%

+1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-5.45%

-11.79%

+6.34%

Max Drawdown (10Y)

Largest decline over 10 years

-6.53%

-33.41%

+26.88%

Current Drawdown

Current decline from peak

-0.46%

-1.97%

+1.51%

Average Drawdown

Average peak-to-trough decline

-6.02%

-2.39%

-3.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.15%

0.62%

-0.47%

Volatility

DCAIX vs. AGOVX - Volatility Comparison

The current volatility for Dunham Long/Short Credit Fund (DCAIX) is 0.48%, while Invesco Income Fund (AGOVX) has a volatility of 1.20%. This indicates that DCAIX experiences smaller price fluctuations and is considered to be less risky than AGOVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DCAIXAGOVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

1.20%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

0.80%

2.08%

-1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

1.49%

2.91%

-1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.58%

3.35%

-1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.07%

5.32%

-1.25%