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DCFFX vs. SMTRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DCFFX vs. SMTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Destinations Core Fixed Income Fund (DCFFX) and ALPS/Smith Total Return Bond Fund (SMTRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DCFFX

1D
0.00%
1M
0.40%
YTD
0.39%
6M
0.24%
1Y
5.08%
3Y*
3.69%
5Y*
-0.43%
10Y*

SMTRX

1D
0.10%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DCFFX vs. SMTRX - Yearly Performance Comparison


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Return for Risk

DCFFX vs. SMTRX — Risk / Return Rank

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

DCFFX
DCFFX Risk / Return Rank: 2323
Overall Rank
DCFFX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
DCFFX Sortino Ratio Rank: 2424
Sortino Ratio Rank
DCFFX Omega Ratio Rank: 2222
Omega Ratio Rank
DCFFX Calmar Ratio Rank: 2525
Calmar Ratio Rank
DCFFX Martin Ratio Rank: 2121
Martin Ratio Rank

SMTRX
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. SMTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Destinations Core Fixed Income Fund (DCFFX) and ALPS/Smith Total Return Bond Fund (SMTRX). 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.


DCFFXSMTRXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

1.84

Martin ratioReturn relative to average drawdown

5.56

DCFFX vs. SMTRX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DCFFXSMTRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

5.86

-5.65

Drawdowns

DCFFX vs. SMTRX - Drawdown Comparison

The maximum DCFFX drawdown since its inception was -19.20%, which is greater than SMTRX's maximum drawdown of -0.10%. Use the drawdown chart below to compare losses from any high point for DCFFX and SMTRX.


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Drawdown Indicators


DCFFXSMTRXDifference

Max Drawdown

Largest peak-to-trough decline

-19.20%

-0.10%

-19.10%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

Max Drawdown (3Y)

Largest decline over 3 years

-6.57%

Max Drawdown (5Y)

Largest decline over 5 years

-19.20%

Current Drawdown

Current decline from peak

-4.08%

0.00%

-4.08%

Average Drawdown

Average peak-to-trough decline

-5.36%

-0.03%

-5.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

Volatility

DCFFX vs. SMTRX - Volatility Comparison


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Volatility by Period


DCFFXSMTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

3.79%

1.90%

+1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.88%

1.90%

+3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.76%

1.90%

+2.86%

DCFFX vs. SMTRX - Expense Ratio Comparison

DCFFX has a 0.79% expense ratio, which is lower than SMTRX's 0.99% expense ratio.


Dividends

DCFFX vs. SMTRX - Dividend Comparison

DCFFX's dividend yield for the trailing twelve months is around 3.92%, more than SMTRX's 0.36% yield.


PositionTTM202520242023202220212020201920182017
DCFFX
Destinations Core Fixed Income Fund
3.92%2.99%3.96%2.78%1.73%3.78%2.54%2.87%2.66%1.76%
SMTRX
ALPS/Smith Total Return Bond Fund
0.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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