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DCDGX vs. DCINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DCDGX vs. DCINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dunham Small Cap Growth Fund (DCDGX) and Dunham International Stock Fund (DCINX). The values are adjusted to include any dividend payments, if applicable.

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DCDGX vs. DCINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DCDGX
Dunham Small Cap Growth Fund
-4.35%11.14%13.01%20.48%-33.69%4.19%67.17%23.96%-4.54%28.81%
DCINX
Dunham International Stock Fund
2.71%46.37%7.65%15.98%-14.67%9.70%19.86%18.14%-14.27%24.40%

Returns By Period

In the year-to-date period, DCDGX achieves a -4.35% return, which is significantly lower than DCINX's 2.71% return. Both investments have delivered pretty close results over the past 10 years, with DCDGX having a 10.93% annualized return and DCINX not far behind at 10.79%.


DCDGX

1D
-2.38%
1M
-11.88%
YTD
-4.35%
6M
-1.25%
1Y
22.22%
3Y*
9.67%
5Y*
-0.81%
10Y*
10.93%

DCINX

1D
0.00%
1M
-11.68%
YTD
2.71%
6M
8.75%
1Y
36.86%
3Y*
21.50%
5Y*
10.67%
10Y*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DCDGX vs. DCINX - Expense Ratio Comparison

DCDGX has a 2.83% expense ratio, which is lower than DCINX's 2.92% expense ratio.


Return for Risk

DCDGX vs. DCINX — Risk / Return Rank

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

DCDGX
DCDGX Risk / Return Rank: 4444
Overall Rank
DCDGX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DCDGX Sortino Ratio Rank: 4141
Sortino Ratio Rank
DCDGX Omega Ratio Rank: 3535
Omega Ratio Rank
DCDGX Calmar Ratio Rank: 5555
Calmar Ratio Rank
DCDGX Martin Ratio Rank: 5050
Martin Ratio Rank

DCINX
DCINX Risk / Return Rank: 9393
Overall Rank
DCINX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DCINX Sortino Ratio Rank: 9292
Sortino Ratio Rank
DCINX Omega Ratio Rank: 9191
Omega Ratio Rank
DCINX Calmar Ratio Rank: 9393
Calmar Ratio Rank
DCINX Martin Ratio Rank: 9393
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.

DCDGX vs. DCINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dunham Small Cap Growth Fund (DCDGX) and Dunham International Stock Fund (DCINX). 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.


DCDGXDCINXDifference

Sharpe ratio

Return per unit of total volatility

0.83

2.19

-1.36

Sortino ratio

Return per unit of downside risk

1.30

2.75

-1.45

Omega ratio

Gain probability vs. loss probability

1.17

1.42

-0.25

Calmar ratio

Return relative to maximum drawdown

1.32

2.89

-1.56

Martin ratio

Return relative to average drawdown

4.92

11.51

-6.59

DCDGX vs. DCINX - Sharpe Ratio Comparison

The current DCDGX Sharpe Ratio is 0.83, which is lower than the DCINX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of DCDGX and DCINX, 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


DCDGXDCINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

2.19

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.71

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.66

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.30

-0.01

Correlation

The correlation between DCDGX and DCINX is 0.68, 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

DCDGX vs. DCINX - Dividend Comparison

DCDGX's dividend yield for the trailing twelve months is around 7.05%, less than DCINX's 10.66% yield.


TTM20252024202320222021202020192018201720162015
DCDGX
Dunham Small Cap Growth Fund
7.05%6.74%0.00%0.00%0.00%29.30%22.33%2.06%38.51%20.51%0.00%11.22%
DCINX
Dunham International Stock Fund
10.66%10.95%13.87%3.45%3.53%15.49%1.36%1.54%6.92%3.92%0.00%0.00%

Drawdowns

DCDGX vs. DCINX - Drawdown Comparison

The maximum DCDGX drawdown since its inception was -56.02%, smaller than the maximum DCINX drawdown of -61.79%. Use the drawdown chart below to compare losses from any high point for DCDGX and DCINX.


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Drawdown Indicators


DCDGXDCINXDifference

Max Drawdown

Largest peak-to-trough decline

-56.02%

-61.79%

+5.77%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

-11.91%

-1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-48.05%

-31.18%

-16.87%

Max Drawdown (10Y)

Largest decline over 10 years

-48.05%

-37.28%

-10.77%

Current Drawdown

Current decline from peak

-16.06%

-11.91%

-4.15%

Average Drawdown

Average peak-to-trough decline

-15.03%

-12.94%

-2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

2.99%

+0.72%

Volatility

DCDGX vs. DCINX - Volatility Comparison

Dunham Small Cap Growth Fund (DCDGX) has a higher volatility of 8.76% compared to Dunham International Stock Fund (DCINX) at 7.75%. This indicates that DCDGX's price experiences larger fluctuations and is considered to be riskier than DCINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DCDGXDCINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.76%

7.75%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

16.41%

11.98%

+4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

25.76%

16.55%

+9.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.64%

15.06%

+10.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.65%

16.38%

+8.27%