DCEMX vs. DCLVX
Compare and contrast key facts about Dunham Emerging Markets Stock Fund (DCEMX) and Dunham Large Cap Value Fund (DCLVX).
DCEMX is managed by Dunham. It was launched on Dec 9, 2004. DCLVX is managed by Dunham. It was launched on Dec 10, 2004.
Performance
DCEMX vs. DCLVX - Performance Comparison
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DCEMX vs. DCLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCEMX Dunham Emerging Markets Stock Fund | 1.93% | 28.90% | 4.84% | 6.16% | -25.20% | -7.30% | 23.89% | 21.88% | -20.99% | 32.42% |
DCLVX Dunham Large Cap Value Fund | -1.41% | 16.84% | 9.49% | 8.41% | -9.05% | 27.52% | 1.41% | 24.85% | -9.78% | 14.06% |
Returns By Period
In the year-to-date period, DCEMX achieves a 1.93% return, which is significantly higher than DCLVX's -1.41% return. Over the past 10 years, DCEMX has underperformed DCLVX with an annualized return of 5.47%, while DCLVX has yielded a comparatively higher 8.57% annualized return.
DCEMX
- 1D
- -1.00%
- 1M
- -12.80%
- YTD
- 1.93%
- 6M
- 6.88%
- 1Y
- 29.40%
- 3Y*
- 11.95%
- 5Y*
- -0.02%
- 10Y*
- 5.47%
DCLVX
- 1D
- -0.51%
- 1M
- -7.26%
- YTD
- -1.41%
- 6M
- 3.01%
- 1Y
- 14.67%
- 3Y*
- 11.23%
- 5Y*
- 7.21%
- 10Y*
- 8.57%
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DCEMX vs. DCLVX - Expense Ratio Comparison
DCEMX has a 2.03% expense ratio, which is lower than DCLVX's 2.10% expense ratio.
Return for Risk
DCEMX vs. DCLVX — Risk / Return Rank
DCEMX
DCLVX
DCEMX vs. DCLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dunham Emerging Markets Stock Fund (DCEMX) and Dunham Large Cap Value Fund (DCLVX). 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.
| DCEMX | DCLVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 1.03 | +0.44 |
Sortino ratioReturn per unit of downside risk | 1.95 | 1.46 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.22 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.22 | +0.68 |
Martin ratioReturn relative to average drawdown | 7.33 | 5.49 | +1.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DCEMX | DCLVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 1.03 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 0.49 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.50 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.32 | -0.15 |
Correlation
The correlation between DCEMX and DCLVX is 0.65, 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
DCEMX vs. DCLVX - Dividend Comparison
DCEMX's dividend yield for the trailing twelve months is around 2.12%, less than DCLVX's 4.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCEMX Dunham Emerging Markets Stock Fund | 2.12% | 2.17% | 0.00% | 0.12% | 0.00% | 9.47% | 0.00% | 0.26% | 1.00% | 0.38% | 1.27% | 0.00% |
DCLVX Dunham Large Cap Value Fund | 4.86% | 4.80% | 0.00% | 5.01% | 2.30% | 6.51% | 0.31% | 2.88% | 4.61% | 1.15% | 0.95% | 36.28% |
Drawdowns
DCEMX vs. DCLVX - Drawdown Comparison
The maximum DCEMX drawdown since its inception was -70.65%, which is greater than DCLVX's maximum drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for DCEMX and DCLVX.
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Drawdown Indicators
| DCEMX | DCLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.65% | -58.91% | -11.74% |
Max Drawdown (1Y)Largest decline over 1 year | -13.89% | -11.54% | -2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -41.04% | -20.16% | -20.88% |
Max Drawdown (10Y)Largest decline over 10 years | -45.88% | -36.96% | -8.92% |
Current DrawdownCurrent decline from peak | -13.89% | -7.44% | -6.45% |
Average DrawdownAverage peak-to-trough decline | -26.34% | -9.67% | -16.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 2.57% | +1.04% |
Volatility
DCEMX vs. DCLVX - Volatility Comparison
Dunham Emerging Markets Stock Fund (DCEMX) has a higher volatility of 10.25% compared to Dunham Large Cap Value Fund (DCLVX) at 3.66%. This indicates that DCEMX's price experiences larger fluctuations and is considered to be riskier than DCLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCEMX | DCLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.25% | 3.66% | +6.59% |
Volatility (6M)Calculated over the trailing 6-month period | 15.93% | 7.90% | +8.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.85% | 15.26% | +4.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 14.78% | +2.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 17.05% | +0.90% |