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 11.09%/yr vs 13.40%/yr for DCINX. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
DCI vs. DCINX - Performance Comparison
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Returns By Period
In the year-to-date period, DCI achieves a -3.92% return, which is significantly lower than DCINX's 27.12% return. Over the past 10 years, DCI has underperformed DCINX with an annualized return of 11.09%, while DCINX has yielded a comparatively higher 13.40% annualized return.
DCI
- 1D
- -1.52%
- 1M
- 1.55%
- YTD
- -3.92%
- 6M
- -6.93%
- 1Y
- 24.15%
- 3Y*
- 13.43%
- 5Y*
- 8.05%
- 10Y*
- 11.09%
DCINX
- 1D
- 0.65%
- 1M
- 4.80%
- YTD
- 27.12%
- 6M
- 27.16%
- 1Y
- 53.29%
- 3Y*
- 29.54%
- 5Y*
- 14.60%
- 10Y*
- 13.40%
DCI vs. DCINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCI Donaldson Company, Inc. | -3.92% | 33.71% | 4.62% | 12.80% | 0.96% | 7.56% | -1.41% | 34.98% | -9.95% | 18.17% |
DCINX Dunham International Stock Fund | 27.12% | 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 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 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 0.48 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 | -2.30 | ||
| Sortino ratioReturn per unit of downside risk | -2.61 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.58 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 4.58 | -3.65 |
| Martin ratioReturn relative to average drawdown | 1.94 | 17.98 | -16.03 |
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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 | -22.96% | 0.00% | -22.96% |
Average DrawdownAverage peak-to-trough decline | -11.10% | -12.82% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.45% | 3.03% | +9.42% |
Volatility
DCI vs. DCINX - Volatility Comparison
Donaldson Company, Inc. (DCI) has a higher volatility of 7.90% compared to Dunham International Stock Fund (DCINX) at 7.12%. 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 | 7.90% | 7.12% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 20.91% | 14.82% | +6.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.39% | 17.01% | +9.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.52% | 15.63% | +7.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.88% | 16.58% | +9.30% |
Dividends
DCI vs. DCINX - Dividend Comparison
DCI's dividend yield for the trailing twelve months is around 1.44%, less than DCINX's 8.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCI Donaldson Company, Inc. | 1.44% | 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 | 8.61% | 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 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCI has higher volatility (7.90%) compared to DCINX (7.12%). In terms of maximum drawdown, DCI dropped -56.90% vs DCINX's -61.79%.
DCINX currently has the higher Sharpe Ratio (3.22 vs 0.92), 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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