DCCGX vs. DCDGX
DCCGX (Dunham Corporate/Government Bond Fund) and DCDGX (Dunham Small Cap Growth Fund) are both mutual funds - DCCGX is a Intermediate Core-Plus Bond fund managed by Dunham, while DCDGX is a Small Cap Growth Equities fund managed by Dunham. Over the past 10 years, DCCGX returned 0.75%/yr vs 11.93%/yr for DCDGX. Their -0.08 correlation means they have often moved in opposite directions in the past. DCCGX charges 2.00%/yr vs 2.83%/yr for DCDGX.
Performance
DCCGX vs. DCDGX - Performance Comparison
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Returns By Period
In the year-to-date period, DCCGX achieves a -0.81% return, which is significantly lower than DCDGX's 14.02% return. Over the past 10 years, DCCGX has underperformed DCDGX with an annualized return of 0.75%, while DCDGX has yielded a comparatively higher 11.93% annualized return.
DCCGX
- 1D
- -0.24%
- 1M
- -1.05%
- 6M
- -0.90%
- YTD
- -0.81%
- 1Y
- 1.42%
- 3Y*
- 3.10%
- 5Y*
- -0.75%
- 10Y*
- 0.75%
- ALL TIME*
- 1.67%
DCDGX
- 1D
- 2.98%
- 1M
- -5.79%
- 6M
- 8.18%
- YTD
- 14.02%
- 1Y
- 29.78%
- 3Y*
- 13.08%
- 5Y*
- 1.72%
- 10Y*
- 11.93%
- ALL TIME*
- 7.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DCCGX vs. DCDGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCCGX Dunham Corporate/Government Bond Fund | -0.81% | 5.63% | 1.51% | 5.22% | -13.02% | -1.46% | 6.53% | 8.93% | -3.26% | 3.13% |
DCDGX Dunham Small Cap Growth Fund | 14.02% | 11.14% | 13.01% | 20.48% | -33.69% | 4.19% | 67.17% | 23.96% | -4.54% | 28.81% |
Correlation
The correlation between DCCGX and DCDGX is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.08 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2004 | -0.08 |
The correlation between DCCGX and DCDGX shifts across timeframes, from -0.08 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DCCGX vs. DCDGX — Risk / Return Rank
DCCGX
DCDGX
DCCGX vs. DCDGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dunham Corporate/Government Bond Fund (DCCGX) and Dunham Small Cap Growth Fund (DCDGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DCCGX | DCDGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.19 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 1.85 | -1.05 |
| Martin ratioReturn relative to average drawdown | 1.98 | 6.67 | -4.69 |
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Drawdowns
DCCGX vs. DCDGX - Drawdown Comparison
The maximum DCCGX drawdown since its inception was -17.54%, smaller than the maximum DCDGX drawdown of -56.02%. Use the drawdown chart below to compare losses from any high point for DCCGX and DCDGX.
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Drawdown Indicators
| DCCGX | DCDGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.54% | -56.02% | +38.48% |
Max Drawdown (1Y)Largest decline over 1 year | -2.61% | -13.42% | +10.81% |
Max Drawdown (3Y)Largest decline over 3 years | -4.78% | -27.95% | +23.17% |
Max Drawdown (5Y)Largest decline over 5 years | -17.29% | -48.05% | +30.76% |
Max Drawdown (10Y)Largest decline over 10 years | -17.54% | -48.05% | +30.51% |
Current DrawdownCurrent decline from peak | -4.09% | -8.89% | +4.80% |
Average DrawdownAverage peak-to-trough decline | -3.33% | -14.84% | +11.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 3.75% | -2.70% |
Volatility
DCCGX vs. DCDGX - Volatility Comparison
The current volatility for Dunham Corporate/Government Bond Fund (DCCGX) is 0.84%, while Dunham Small Cap Growth Fund (DCDGX) has a volatility of 7.05%. This indicates that DCCGX experiences smaller price fluctuations and is considered to be less risky than DCDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCCGX | DCDGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.84% | 7.05% | -6.21% |
Volatility (6M)Calculated over the trailing 6-month period | 2.58% | 18.73% | -16.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.31% | 23.65% | -20.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.89% | 25.95% | -21.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.13% | 24.89% | -20.76% |
DCCGX vs. DCDGX - Expense Ratio Comparison
DCCGX has a 2.00% expense ratio, which is lower than DCDGX's 2.83% expense ratio.
Dividends
DCCGX vs. DCDGX - Dividend Comparison
DCCGX's dividend yield for the trailing twelve months is around 3.26%, less than DCDGX's 5.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCCGX Dunham Corporate/Government Bond Fund | 3.26% | 3.60% | 3.22% | 2.93% | 1.21% | 0.68% | 1.15% | 1.88% | 2.13% | 1.54% | 1.72% | 2.61% |
DCDGX Dunham Small Cap Growth Fund | 5.91% | 6.74% | 0.00% | 0.00% | 0.00% | 29.30% | 22.33% | 2.06% | 38.51% | 20.51% | 0.00% | 11.22% |
Frequently Asked Questions
DCCGX and DCDGX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCDGX has higher volatility (7.05%) compared to DCCGX (0.84%). In terms of maximum drawdown, DCCGX dropped -17.54% vs DCDGX's -56.02%.
DCDGX currently has the higher Sharpe Ratio (1.05 vs 0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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