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DCFFX vs. DIEFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DCFFX vs. DIEFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Destinations Core Fixed Income Fund (DCFFX) and Destinations International Equity Fund (DIEFX). The values are adjusted to include any dividend payments, if applicable.

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DCFFX vs. DIEFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DCFFX
Destinations Core Fixed Income Fund
-0.12%5.65%2.28%5.11%-14.66%-1.43%4.71%6.94%0.03%2.07%
DIEFX
Destinations International Equity Fund
-1.08%30.39%1.85%15.54%-20.97%1.40%23.41%25.07%-14.41%17.71%

Returns By Period

In the year-to-date period, DCFFX achieves a -0.12% return, which is significantly higher than DIEFX's -1.08% return.


DCFFX

1D
0.55%
1M
-2.02%
YTD
-0.12%
6M
0.68%
1Y
3.65%
3Y*
3.08%
5Y*
-0.34%
10Y*

DIEFX

1D
-0.14%
1M
-11.66%
YTD
-1.08%
6M
2.68%
1Y
21.54%
3Y*
12.48%
5Y*
4.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DCFFX vs. DIEFX - Expense Ratio Comparison

DCFFX has a 0.79% expense ratio, which is lower than DIEFX's 1.16% expense ratio.


Return for Risk

DCFFX vs. DIEFX — Risk / Return Rank

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

DCFFX
DCFFX Risk / Return Rank: 4444
Overall Rank
DCFFX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
DCFFX Sortino Ratio Rank: 5151
Sortino Ratio Rank
DCFFX Omega Ratio Rank: 3838
Omega Ratio Rank
DCFFX Calmar Ratio Rank: 4646
Calmar Ratio Rank
DCFFX Martin Ratio Rank: 3232
Martin Ratio Rank

DIEFX
DIEFX Risk / Return Rank: 6262
Overall Rank
DIEFX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DIEFX Sortino Ratio Rank: 6868
Sortino Ratio Rank
DIEFX Omega Ratio Rank: 6666
Omega Ratio Rank
DIEFX Calmar Ratio Rank: 5555
Calmar Ratio Rank
DIEFX Martin Ratio Rank: 5454
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.

DCFFX vs. DIEFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Destinations Core Fixed Income Fund (DCFFX) and Destinations International Equity Fund (DIEFX). 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.


DCFFXDIEFXDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.21

-0.20

Sortino ratio

Return per unit of downside risk

1.44

1.73

-0.29

Omega ratio

Gain probability vs. loss probability

1.18

1.25

-0.07

Calmar ratio

Return relative to maximum drawdown

1.16

1.33

-0.16

Martin ratio

Return relative to average drawdown

3.51

5.30

-1.79

DCFFX vs. DIEFX - Sharpe Ratio Comparison

The current DCFFX Sharpe Ratio is 1.01, which is comparable to the DIEFX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of DCFFX and DIEFX, 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


DCFFXDIEFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.21

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.27

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.47

-0.26

Correlation

The correlation between DCFFX and DIEFX is 0.10, 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

DCFFX vs. DIEFX - Dividend Comparison

DCFFX's dividend yield for the trailing twelve months is around 3.97%, less than DIEFX's 10.24% yield.


TTM202520242023202220212020201920182017
DCFFX
Destinations Core Fixed Income Fund
3.97%2.99%3.96%2.78%1.73%3.78%2.54%2.87%2.66%1.76%
DIEFX
Destinations International Equity Fund
10.24%10.13%3.63%1.85%2.73%4.50%0.03%0.74%1.50%0.67%

Drawdowns

DCFFX vs. DIEFX - Drawdown Comparison

The maximum DCFFX drawdown since its inception was -19.20%, smaller than the maximum DIEFX drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for DCFFX and DIEFX.


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Drawdown Indicators


DCFFXDIEFXDifference

Max Drawdown

Largest peak-to-trough decline

-19.20%

-34.96%

+15.76%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-11.71%

+8.89%

Max Drawdown (5Y)

Largest decline over 5 years

-19.20%

-34.96%

+15.76%

Current Drawdown

Current decline from peak

-4.57%

-11.71%

+7.14%

Average Drawdown

Average peak-to-trough decline

-5.39%

-9.28%

+3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

3.22%

-2.28%

Volatility

DCFFX vs. DIEFX - Volatility Comparison

The current volatility for Destinations Core Fixed Income Fund (DCFFX) is 1.61%, while Destinations International Equity Fund (DIEFX) has a volatility of 6.57%. This indicates that DCFFX experiences smaller price fluctuations and is considered to be less risky than DIEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DCFFXDIEFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

6.57%

-4.96%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

10.25%

-7.72%

Volatility (1Y)

Calculated over the trailing 1-year period

4.34%

16.77%

-12.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.86%

15.32%

-9.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.78%

15.78%

-11.00%