DCI vs. DCINX
DCI (Donaldson Company, Inc.) is a stock, while DCINX (Dunham International Stock Fund) is Foreign Large Cap Equities fund managed by Dunham. Over the past 10 years, DCI returned 11.95%/yr vs 12.22%/yr for DCINX. Their 0.56 correlation means they have sometimes moved together and sometimes differently.
Performance
DCI vs. DCINX - Performance Comparison
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Returns By Period
In the year-to-date period, DCI achieves a 6.98% return, which is significantly lower than DCINX's 23.03% return. Both investments have delivered pretty close results over the past 10 years, with DCI having a 11.95% annualized return and DCINX not far ahead at 12.22%.
DCI
- 1D
- 1.71%
- 1M
- 5.78%
- 6M
- -6.96%
- YTD
- 6.98%
- 1Y
- 34.82%
- 3Y*
- 15.78%
- 5Y*
- 8.97%
- 10Y*
- 11.95%
- ALL TIME*
- 14.59%
DCINX
- 1D
- 2.47%
- 1M
- 0.37%
- 6M
- 13.10%
- YTD
- 23.03%
- 1Y
- 44.20%
- 3Y*
- 26.01%
- 5Y*
- 13.91%
- 10Y*
- 12.22%
- ALL TIME*
- 6.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $64.71M | $64.03M | $65.88M | |
| $0.00 | $0.00 | $0.00 |
DCI vs. DCINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCI Donaldson Company, Inc. | 6.98% | 33.71% | 4.62% | 12.80% | 0.96% | 7.56% | -1.41% | 34.98% | -9.95% | 18.17% |
DCINX Dunham International Stock Fund | 23.03% | 46.37% | 7.65% | 15.98% | -14.67% | 9.70% | 19.86% | 18.14% | -14.27% | 24.40% |
Correlation
The correlation between DCI and DCINX is 0.50, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.50 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.50 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2004 | 0.56 |
The correlation between DCI and DCINX has been stable across timeframes, ranging from 0.49 to 0.56 - a consistent structural relationship.
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Return for Risk
DCI vs. DCINX — Risk / Return Rank
DCI
DCINX
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DCI | DCINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.42 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 3.57 | -2.31 |
| Martin ratioReturn relative to average drawdown | 2.39 | 13.03 | -10.64 |
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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.
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Drawdown Indicators
| DCI | DCINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.90% | -61.79% | +4.89% |
Max Drawdown (1Y)Largest decline over 1 year | -26.05% | -11.91% | -14.14% |
Max Drawdown (3Y)Largest decline over 3 years | -26.05% | -13.74% | -12.31% |
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 DrawdownCurrent decline from peak | -14.22% | -3.21% | -11.01% |
Average DrawdownAverage peak-to-trough decline | -11.11% | -12.78% | +1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.76% | 3.26% | +10.50% |
Volatility
DCI vs. DCINX - Volatility Comparison
Donaldson Company, Inc. (DCI) has a higher volatility of 6.72% compared to Dunham International Stock Fund (DCINX) at 5.70%. 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.
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Volatility by Period
| DCI | DCINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 5.70% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 21.37% | 15.99% | +5.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.16% | 18.06% | +9.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.60% | 15.84% | +7.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.94% | 16.53% | +9.41% |
Dividends
DCI vs. DCINX - Dividend Comparison
DCI's dividend yield for the trailing twelve months is around 1.29%, less than DCINX's 8.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCI Donaldson Company, Inc. | 1.29% | 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 | 8.90% | 10.95% | 13.87% | 3.45% | 3.53% | 15.49% | 1.36% | 1.54% | 6.92% | 3.92% | 0.00% | 0.00% |
Frequently Asked Questions
DCI and DCINX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCI has higher volatility (6.72%) compared to DCINX (5.70%). In terms of maximum drawdown, DCI dropped -56.90% vs DCINX's -61.79%.
DCINX currently has the higher Sharpe Ratio (2.36 vs 1.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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