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DCAIX vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DCAIX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dunham Long/Short Credit Fund (DCAIX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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DCAIX vs. FXAIX - 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%
FXAIX
Fidelity 500 Index Fund
-4.34%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%

Returns By Period

In the year-to-date period, DCAIX achieves a -0.12% return, which is significantly higher than FXAIX's -4.34% return. Over the past 10 years, DCAIX has underperformed FXAIX with an annualized return of 3.58%, while FXAIX has yielded a comparatively higher 14.08% 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%

FXAIX

1D
2.92%
1M
-5.02%
YTD
-4.34%
6M
-2.14%
1Y
17.32%
3Y*
18.30%
5Y*
11.79%
10Y*
14.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DCAIX vs. FXAIX - Expense Ratio Comparison

DCAIX has a 1.98% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Return for Risk

DCAIX vs. FXAIX — 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

FXAIX
FXAIX Risk / Return Rank: 6060
Overall Rank
FXAIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5656
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 7676
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. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dunham Long/Short Credit Fund (DCAIX) and Fidelity 500 Index Fund (FXAIX). 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.


DCAIXFXAIXDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.97

+0.11

Sortino ratio

Return per unit of downside risk

1.43

1.49

-0.06

Omega ratio

Gain probability vs. loss probability

1.36

1.23

+0.13

Calmar ratio

Return relative to maximum drawdown

1.92

1.52

+0.40

Martin ratio

Return relative to average drawdown

10.77

7.30

+3.47

DCAIX vs. FXAIX - Sharpe Ratio Comparison

The current DCAIX Sharpe Ratio is 1.09, which is comparable to the FXAIX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of DCAIX and FXAIX, 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


DCAIXFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.97

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.70

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.78

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.76

-0.52

Correlation

The correlation between DCAIX and FXAIX is 0.45, 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

DCAIX vs. FXAIX - Dividend Comparison

DCAIX's dividend yield for the trailing twelve months is around 3.45%, more than FXAIX's 1.16% 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%
FXAIX
Fidelity 500 Index Fund
1.16%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

DCAIX vs. FXAIX - Drawdown Comparison

The maximum DCAIX drawdown since its inception was -46.34%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for DCAIX and FXAIX.


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Drawdown Indicators


DCAIXFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.34%

-33.79%

-12.55%

Max Drawdown (1Y)

Largest decline over 1 year

-0.84%

-12.13%

+11.29%

Max Drawdown (5Y)

Largest decline over 5 years

-5.45%

-24.50%

+19.05%

Max Drawdown (10Y)

Largest decline over 10 years

-6.53%

-33.79%

+27.26%

Current Drawdown

Current decline from peak

-0.46%

-6.23%

+5.77%

Average Drawdown

Average peak-to-trough decline

-6.02%

-3.83%

-2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.15%

2.53%

-2.38%

Volatility

DCAIX vs. FXAIX - Volatility Comparison

The current volatility for Dunham Long/Short Credit Fund (DCAIX) is 0.48%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 5.34%. This indicates that DCAIX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DCAIXFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

5.34%

-4.86%

Volatility (6M)

Calculated over the trailing 6-month period

0.80%

9.53%

-8.73%

Volatility (1Y)

Calculated over the trailing 1-year period

1.49%

18.32%

-16.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.58%

16.92%

-15.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.07%

18.05%

-13.98%