DCINX vs. DAMDX
DCINX (Dunham International Stock Fund) and DAMDX (Dunham Monthly Distribution Fund) are both mutual funds - DCINX is a Foreign Large Cap Equities fund managed by Dunham, while DAMDX is a Event Driven fund managed by Dunham. Over the past 10 years, DCINX returned 12.23%/yr vs 3.05%/yr for DAMDX. Their 0.52 correlation means they have sometimes moved together and sometimes differently. DCINX charges 2.92%/yr vs 2.38%/yr for DAMDX.
Performance
DCINX vs. DAMDX - Performance Comparison
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Returns By Period
In the year-to-date period, DCINX achieves a 22.83% return, which is significantly higher than DAMDX's 1.32% return. Over the past 10 years, DCINX has outperformed DAMDX with an annualized return of 12.23%, while DAMDX has yielded a comparatively lower 3.05% annualized return.
DCINX
- 1D
- -0.17%
- 1M
- 0.21%
- 6M
- 13.44%
- YTD
- 22.83%
- 1Y
- 43.96%
- 3Y*
- 26.39%
- 5Y*
- 13.87%
- 10Y*
- 12.23%
- ALL TIME*
- 6.64%
DAMDX
- 1D
- 0.12%
- 1M
- -0.48%
- 6M
- 1.12%
- YTD
- 1.32%
- 1Y
- 4.04%
- 3Y*
- 5.58%
- 5Y*
- 4.04%
- 10Y*
- 3.05%
- ALL TIME*
- -1.59%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DCINX vs. DAMDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCINX Dunham International Stock Fund | 22.83% | 46.37% | 7.65% | 15.98% | -14.67% | 9.70% | 19.86% | 18.14% | -14.27% | 24.40% |
DAMDX Dunham Monthly Distribution Fund | 1.32% | 7.93% | 5.29% | 4.06% | 0.57% | 0.12% | 0.44% | 5.54% | -1.01% | 4.08% |
Correlation
The correlation between DCINX and DAMDX is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.43 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2004 | 0.52 |
The correlation between DCINX and DAMDX shifts across timeframes, from 0.32 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DCINX vs. DAMDX — Risk / Return Rank
DCINX
DAMDX
DCINX vs. DAMDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dunham International Stock Fund (DCINX) and Dunham Monthly Distribution Fund (DAMDX). 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.
| DCINX | DAMDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.46 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 3.32 | +0.32 |
| Martin ratioReturn relative to average drawdown | 13.25 | 13.73 | -0.48 |
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Drawdowns
DCINX vs. DAMDX - Drawdown Comparison
The maximum DCINX drawdown since its inception was -61.79%, smaller than the maximum DAMDX drawdown of -69.68%. Use the drawdown chart below to compare losses from any high point for DCINX and DAMDX.
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Drawdown Indicators
| DCINX | DAMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.79% | -69.68% | +7.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -1.17% | -10.74% |
Max Drawdown (3Y)Largest decline over 3 years | -13.74% | -1.89% | -11.85% |
Max Drawdown (5Y)Largest decline over 5 years | -31.18% | -5.22% | -25.96% |
Max Drawdown (10Y)Largest decline over 10 years | -37.28% | -8.44% | -28.84% |
Current DrawdownCurrent decline from peak | -3.37% | -35.43% | +32.06% |
Average DrawdownAverage peak-to-trough decline | -12.77% | -48.67% | +35.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 0.28% | +2.99% |
Volatility
DCINX vs. DAMDX - Volatility Comparison
Dunham International Stock Fund (DCINX) has a higher volatility of 5.44% compared to Dunham Monthly Distribution Fund (DAMDX) at 0.85%. This indicates that DCINX's price experiences larger fluctuations and is considered to be riskier than DAMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCINX | DAMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 0.85% | +4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 15.99% | 1.68% | +14.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.04% | 1.87% | +16.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 4.23% | +11.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 3.95% | +12.58% |
DCINX vs. DAMDX - Expense Ratio Comparison
DCINX has a 2.92% expense ratio, which is higher than DAMDX's 2.38% expense ratio.
Dividends
DCINX vs. DAMDX - Dividend Comparison
DCINX's dividend yield for the trailing twelve months is around 8.91%, more than DAMDX's 7.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAMDX Dunham Monthly Distribution Fund | 7.59% | 7.83% | 8.84% | 8.77% | 5.35% | 3.47% | 3.64% | 6.31% | 4.86% | 4.27% | 3.54% | 4.39% |
DCINX Dunham International Stock Fund | 8.91% | 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
DCINX and DAMDX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCINX has higher volatility (5.44%) compared to DAMDX (0.85%). In terms of maximum drawdown, DCINX dropped -61.79% vs DAMDX's -69.68%.
DCINX currently has the higher Sharpe Ratio (2.41 vs 2.08), 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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