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DCAIX vs. PIMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DCAIX vs. PIMIX - Performance Comparison

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

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DCAIX vs. PIMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DCAIX
Dunham Long/Short Credit Fund
0.24%2.47%3.78%0.60%-2.64%1.47%4.11%5.81%4.17%10.40%
PIMIX
PIMCO Income Fund Institutional Class
-1.36%11.08%5.45%9.36%-9.07%2.62%5.84%8.10%0.63%8.63%

Returns By Period

In the year-to-date period, DCAIX achieves a 0.24% return, which is significantly higher than PIMIX's -1.36% return. Over the past 10 years, DCAIX has underperformed PIMIX with an annualized return of 3.62%, while PIMIX has yielded a comparatively higher 4.66% annualized return.


DCAIX

1D
0.12%
1M
-0.00%
YTD
0.24%
6M
0.66%
1Y
1.99%
3Y*
3.22%
5Y*
1.01%
10Y*
3.62%

PIMIX

1D
0.47%
1M
-3.24%
YTD
-1.36%
6M
1.15%
1Y
6.07%
3Y*
7.20%
5Y*
3.38%
10Y*
4.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DCAIX vs. PIMIX - Expense Ratio Comparison

DCAIX has a 1.98% expense ratio, which is higher than PIMIX's 0.62% expense ratio.


Return for Risk

DCAIX vs. PIMIX — Risk / Return Rank

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

DCAIX
DCAIX Risk / Return Rank: 8686
Overall Rank
DCAIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DCAIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
DCAIX Omega Ratio Rank: 9494
Omega Ratio Rank
DCAIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
DCAIX Martin Ratio Rank: 9696
Martin Ratio Rank

PIMIX
PIMIX Risk / Return Rank: 8181
Overall Rank
PIMIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PIMIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
PIMIX Omega Ratio Rank: 7878
Omega Ratio Rank
PIMIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PIMIX Martin Ratio Rank: 7878
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. PIMIX - Risk-Adjusted Trends Comparison

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


DCAIXPIMIXDifference

Sharpe ratio

Return per unit of total volatility

1.37

1.56

-0.19

Sortino ratio

Return per unit of downside risk

1.84

2.25

-0.41

Omega ratio

Gain probability vs. loss probability

1.47

1.29

+0.18

Calmar ratio

Return relative to maximum drawdown

2.48

1.87

+0.60

Martin ratio

Return relative to average drawdown

14.20

7.56

+6.64

DCAIX vs. PIMIX - Sharpe Ratio Comparison

The current DCAIX Sharpe Ratio is 1.37, which is comparable to the PIMIX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of DCAIX and PIMIX, 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


DCAIXPIMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

1.56

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.72

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

1.11

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

1.56

-1.31

Correlation

The correlation between DCAIX and PIMIX is 0.02, 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

DCAIX vs. PIMIX - Dividend Comparison

DCAIX's dividend yield for the trailing twelve months is around 3.44%, less than PIMIX's 5.57% yield.


TTM20252024202320222021202020192018201720162015
DCAIX
Dunham Long/Short Credit Fund
3.44%3.79%3.72%4.04%2.63%2.25%2.39%2.27%1.31%1.33%2.28%5.72%
PIMIX
PIMCO Income Fund Institutional Class
5.57%6.01%6.27%6.21%4.98%4.02%4.88%5.83%5.66%5.37%5.52%7.88%

Drawdowns

DCAIX vs. PIMIX - Drawdown Comparison

The maximum DCAIX drawdown since its inception was -46.34%, which is greater than PIMIX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for DCAIX and PIMIX.


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Drawdown Indicators


DCAIXPIMIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.34%

-13.39%

-32.95%

Max Drawdown (1Y)

Largest decline over 1 year

-0.84%

-3.69%

+2.85%

Max Drawdown (5Y)

Largest decline over 5 years

-5.45%

-13.34%

+7.89%

Max Drawdown (10Y)

Largest decline over 10 years

-6.53%

-13.39%

+6.86%

Current Drawdown

Current decline from peak

-0.10%

-3.24%

+3.14%

Average Drawdown

Average peak-to-trough decline

-6.02%

-1.69%

-4.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.15%

0.92%

-0.77%

Volatility

DCAIX vs. PIMIX - Volatility Comparison

The current volatility for Dunham Long/Short Credit Fund (DCAIX) is 0.30%, while PIMCO Income Fund Institutional Class (PIMIX) has a volatility of 1.88%. This indicates that DCAIX experiences smaller price fluctuations and is considered to be less risky than PIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DCAIXPIMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.30%

1.88%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

0.71%

2.64%

-1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

1.45%

4.28%

-2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.57%

4.75%

-3.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.07%

4.20%

-0.13%