DCINX vs. ANDIX
Compare and contrast key facts about Dunham International Stock Fund (DCINX) and AQR International Defensive Style Fund (ANDIX).
DCINX is managed by Dunham. It was launched on Dec 10, 2004. ANDIX is managed by AQR Funds. It was launched on Jul 9, 2012.
Performance
DCINX vs. ANDIX - Performance Comparison
Loading graphics...
DCINX vs. ANDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCINX Dunham International Stock Fund | 2.71% | 46.37% | 7.65% | 15.98% | -14.67% | 9.70% | 19.86% | 18.14% | -14.27% | 24.40% |
ANDIX AQR International Defensive Style Fund | -0.25% | 21.41% | 2.83% | 12.06% | -14.26% | 7.59% | 8.43% | 18.39% | -10.35% | 22.86% |
Returns By Period
In the year-to-date period, DCINX achieves a 2.71% return, which is significantly higher than ANDIX's -0.25% return. Over the past 10 years, DCINX has outperformed ANDIX with an annualized return of 10.79%, while ANDIX has yielded a comparatively lower 6.30% annualized return.
DCINX
- 1D
- 0.00%
- 1M
- -11.68%
- YTD
- 2.71%
- 6M
- 8.75%
- 1Y
- 36.86%
- 3Y*
- 21.50%
- 5Y*
- 10.67%
- 10Y*
- 10.79%
ANDIX
- 1D
- 0.50%
- 1M
- -8.31%
- YTD
- -0.25%
- 6M
- 2.13%
- 1Y
- 13.15%
- 3Y*
- 9.32%
- 5Y*
- 4.98%
- 10Y*
- 6.30%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DCINX vs. ANDIX - Expense Ratio Comparison
DCINX has a 2.92% expense ratio, which is higher than ANDIX's 0.55% expense ratio.
Return for Risk
DCINX vs. ANDIX — Risk / Return Rank
DCINX
ANDIX
DCINX vs. ANDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dunham International Stock Fund (DCINX) and AQR International Defensive Style Fund (ANDIX). 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.
| DCINX | ANDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.19 | 0.99 | +1.20 |
Sortino ratioReturn per unit of downside risk | 2.75 | 1.40 | +1.35 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.20 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.89 | 1.42 | +1.46 |
Martin ratioReturn relative to average drawdown | 11.51 | 5.30 | +6.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DCINX | ANDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 0.99 | +1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.39 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.47 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.49 | -0.19 |
Correlation
The correlation between DCINX and ANDIX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DCINX vs. ANDIX - Dividend Comparison
DCINX's dividend yield for the trailing twelve months is around 10.66%, more than ANDIX's 4.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCINX Dunham International Stock Fund | 10.66% | 10.95% | 13.87% | 3.45% | 3.53% | 15.49% | 1.36% | 1.54% | 6.92% | 3.92% | 0.00% | 0.00% |
ANDIX AQR International Defensive Style Fund | 4.76% | 4.74% | 2.29% | 3.02% | 2.00% | 2.53% | 1.73% | 2.51% | 2.40% | 3.30% | 1.47% | 2.09% |
Drawdowns
DCINX vs. ANDIX - Drawdown Comparison
The maximum DCINX drawdown since its inception was -61.79%, which is greater than ANDIX's maximum drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for DCINX and ANDIX.
Loading graphics...
Drawdown Indicators
| DCINX | ANDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.79% | -27.59% | -34.20% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -8.76% | -3.15% |
Max Drawdown (5Y)Largest decline over 5 years | -31.18% | -27.59% | -3.59% |
Max Drawdown (10Y)Largest decline over 10 years | -37.28% | -27.59% | -9.69% |
Current DrawdownCurrent decline from peak | -11.91% | -8.31% | -3.60% |
Average DrawdownAverage peak-to-trough decline | -12.94% | -5.33% | -7.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.35% | +0.64% |
Volatility
DCINX vs. ANDIX - Volatility Comparison
Dunham International Stock Fund (DCINX) has a higher volatility of 7.75% compared to AQR International Defensive Style Fund (ANDIX) at 5.12%. This indicates that DCINX's price experiences larger fluctuations and is considered to be riskier than ANDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DCINX | ANDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.75% | 5.12% | +2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 8.12% | +3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 12.93% | +3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.06% | 12.75% | +2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 13.44% | +2.94% |