DCI vs. DCINX

Last updated Apr 2, 2026

Compare and contrast key facts about Donaldson Company, Inc. (DCI) and Dunham International Stock Fund (DCINX).

DCINX is managed by Dunham. It was launched on Dec 10, 2004.

Performance

DCI vs. DCINX - Performance Comparison

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

DCI vs. DCINX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DCI Donaldson Company, Inc.	-2.67%	33.71%	4.62%	12.80%	0.96%	7.56%	-1.41%	34.98%	-9.95%	18.17%
DCINX Dunham International Stock Fund	6.08%	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, DCI achieves a -2.67% return, which is significantly lower than DCINX's 6.08% return. Over the past 10 years, DCI has outperformed DCINX with an annualized return of 12.16%, while DCINX has yielded a comparatively lower 11.14% annualized return.

DCI

• 1D: 1.40%
• 1M: -10.09%
• YTD: -2.67%
• 6M: 5.47%
• 1Y: 29.45%
• 3Y*: 11.30%
• 5Y*: 9.52%
• 10Y*: 12.16%

DCINX

• 1D: 3.28%
• 1M: -7.65%
• YTD: 6.08%
• 6M: 11.83%
• 1Y: 40.66%
• 3Y*: 22.81%
• 5Y*: 11.16%
• 10Y*: 11.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DCI vs. DCINX — Risk / Return Rank

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

DCI

DCI Risk / Return Rank: 71
DCI Sharpe Ratio Rank: 75
DCI Sortino Ratio Rank: 69
DCI Omega Ratio Rank: 72
DCI Calmar Ratio Rank: 66
DCI Martin Ratio Rank: 73

DCINX

DCINX Risk / Return Rank: 95
DCINX Sharpe Ratio Rank: 96
DCINX Sortino Ratio Rank: 94
DCINX Omega Ratio Rank: 93
DCINX Calmar Ratio Rank: 95
DCINX Martin Ratio Rank: 94

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.

DCI vs. DCINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Donaldson Company, Inc. (DCI) 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.

	DCI	DCINX	Difference
Sharpe ratio Return per unit of total volatility	1.05	2.47	-1.42
Sortino ratio Return per unit of downside risk	1.58	3.09	-1.51
Omega ratio Gain probability vs. loss probability	1.23	1.48	-0.24
Calmar ratio Return relative to maximum drawdown	1.20	3.39	-2.19
Martin ratio Return relative to average drawdown	4.25	13.29	-9.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DCI vs. DCINX - Sharpe Ratio Comparison

The current DCI Sharpe Ratio is 1.05, which is lower than the DCINX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of DCI 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.

Sharpe Ratios by Period

	DCI	DCINX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.05	2.47	-1.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.74	-0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	0.68	-0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.31	+0.20

Correlation

The correlation between DCI and DCINX is 0.56, 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

DCI vs. DCINX - Dividend Comparison

DCI's dividend yield for the trailing twelve months is around 1.39%, less than DCINX's 10.32% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DCI Donaldson Company, Inc.	1.39%	1.32%	1.57%	1.50%	1.55%	1.47%	1.50%	1.42%	1.73%	1.45%	1.65%	2.36%
DCINX Dunham International Stock Fund	10.32%	10.95%	13.87%	3.45%	3.53%	15.49%	1.36%	1.54%	6.92%	3.92%	0.00%	0.00%

Drawdowns

DCI vs. DCINX - Drawdown Comparison

The maximum DCI drawdown since its inception was -56.90%, smaller than the maximum DCINX drawdown of -61.79%. Use the drawdown chart below to compare losses from any high point for DCI and DCINX.

Drawdown Indicators

	DCI	DCINX	Difference
Max Drawdown Largest peak-to-trough decline	-56.90%	-61.79%	+4.89%
Max Drawdown (1Y) Largest decline over 1 year	-25.08%	-11.91%	-13.17%
Max Drawdown (5Y) Largest decline over 5 years	-32.20%	-31.18%	-1.02%
Max Drawdown (10Y) Largest decline over 10 years	-42.72%	-37.28%	-5.44%
Current Drawdown Current decline from peak	-21.96%	-9.02%	-12.94%
Average Drawdown Average peak-to-trough decline	-11.03%	-12.94%	+1.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.11%	3.04%	+4.07%

Volatility

DCI vs. DCINX - Volatility Comparison

The current volatility for Donaldson Company, Inc. (DCI) is 6.98%, while Dunham International Stock Fund (DCINX) has a volatility of 8.60%. This indicates that DCI experiences smaller price fluctuations and is considered to be less risky than DCINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DCI	DCINX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.98%	8.60%	-1.62%
Volatility (6M) Calculated over the trailing 6-month period	20.70%	12.37%	+8.33%
Volatility (1Y) Calculated over the trailing 1-year period	28.11%	16.81%	+11.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.33%	15.13%	+8.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.86%	16.40%	+9.46%