DCI vs. DCINX
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DCI or DCINX.
Key characteristics
| DCI | DCINX | |
|---|---|---|
| YTD Return | 20.79% | 11.10% |
| 1Y Return | 32.06% | 19.63% |
| 3Y Return (Ann) | 9.53% | -1.88% |
| 5Y Return (Ann) | 9.12% | 5.24% |
| 10Y Return (Ann) | 8.06% | 2.89% |
| Sharpe Ratio | 1.87 | 1.56 |
| Sortino Ratio | 2.63 | 2.12 |
| Omega Ratio | 1.32 | 1.27 |
| Calmar Ratio | 2.82 | 0.84 |
| Martin Ratio | 11.74 | 7.77 |
| Ulcer Index | 2.92% | 2.64% |
| Daily Std Dev | 18.26% | 13.16% |
| Max Drawdown | -56.90% | -63.60% |
| Current Drawdown | 0.00% | -9.44% |
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.
Performance
DCI vs. DCINX - Performance Comparison
In the year-to-date period, DCI achieves a 20.79% return, which is significantly higher than DCINX's 11.10% return. Over the past 10 years, DCI has outperformed DCINX with an annualized return of 8.06%, while DCINX has yielded a comparatively lower 2.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DCI vs. DCINX - Risk-Adjusted Performance 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.
Dividends
DCI vs. DCINX - Dividend Comparison
DCI's dividend yield for the trailing twelve months is around 1.33%, less than DCINX's 2.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCI Donaldson Company, Inc. | 1.33% | 1.50% | 1.55% | 1.47% | 1.50% | 1.42% | 1.73% | 1.45% | 1.65% | 2.36% | 1.64% | 1.15% |
DCINX Dunham International Stock Fund | 2.15% | 2.39% | 3.53% | 1.20% | 0.00% | 1.54% | 0.12% | 0.90% | 0.00% | 0.00% | 1.13% | 1.03% |
Drawdowns
DCI vs. DCINX - Drawdown Comparison
The maximum DCI drawdown since its inception was -56.90%, smaller than the maximum DCINX drawdown of -63.60%. Use the drawdown chart below to compare losses from any high point for DCI and DCINX. For additional features, visit the drawdowns tool.
Volatility
DCI vs. DCINX - Volatility Comparison
Donaldson Company, Inc. (DCI) has a higher volatility of 4.60% compared to Dunham International Stock Fund (DCINX) at 4.30%. This indicates that DCI'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.