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DCINX vs. DCEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DCINX vs. DCEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dunham International Stock Fund (DCINX) and Dunham Emerging Markets Stock Fund (DCEMX). The values are adjusted to include any dividend payments, if applicable.

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DCINX vs. DCEMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DCEMX
Dunham Emerging Markets Stock Fund
1.93%28.90%4.84%6.16%-25.20%-7.30%23.89%21.88%-20.99%32.42%

Returns By Period

In the year-to-date period, DCINX achieves a 2.71% return, which is significantly higher than DCEMX's 1.93% return. Over the past 10 years, DCINX has outperformed DCEMX with an annualized return of 10.79%, while DCEMX has yielded a comparatively lower 5.47% 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%

DCEMX

1D
-1.00%
1M
-12.80%
YTD
1.93%
6M
6.88%
1Y
29.40%
3Y*
11.95%
5Y*
-0.02%
10Y*
5.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DCINX vs. DCEMX - Expense Ratio Comparison

DCINX has a 2.92% expense ratio, which is higher than DCEMX's 2.03% expense ratio.


Return for Risk

DCINX vs. DCEMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DCINX
DCINX Risk / Return Rank: 9393
Overall Rank
DCINX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DCINX Sortino Ratio Rank: 9292
Sortino Ratio Rank
DCINX Omega Ratio Rank: 9191
Omega Ratio Rank
DCINX Calmar Ratio Rank: 9393
Calmar Ratio Rank
DCINX Martin Ratio Rank: 9393
Martin Ratio Rank

DCEMX
DCEMX Risk / Return Rank: 7777
Overall Rank
DCEMX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DCEMX Sortino Ratio Rank: 7777
Sortino Ratio Rank
DCEMX Omega Ratio Rank: 7373
Omega Ratio Rank
DCEMX Calmar Ratio Rank: 7979
Calmar Ratio Rank
DCEMX Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DCINX vs. DCEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dunham International Stock Fund (DCINX) and Dunham Emerging Markets Stock Fund (DCEMX). 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.


DCINXDCEMXDifference

Sharpe ratio

Return per unit of total volatility

2.19

1.47

+0.72

Sortino ratio

Return per unit of downside risk

2.75

1.95

+0.80

Omega ratio

Gain probability vs. loss probability

1.42

1.28

+0.14

Calmar ratio

Return relative to maximum drawdown

2.89

1.91

+0.98

Martin ratio

Return relative to average drawdown

11.51

7.33

+4.19

DCINX vs. DCEMX - Sharpe Ratio Comparison

The current DCINX Sharpe Ratio is 2.19, which is higher than the DCEMX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of DCINX and DCEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DCINXDCEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

1.47

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

-0.00

+0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.31

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.17

+0.13

Correlation

The correlation between DCINX and DCEMX is 0.81, 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. DCEMX - Dividend Comparison

DCINX's dividend yield for the trailing twelve months is around 10.66%, more than DCEMX's 2.12% yield.


TTM2025202420232022202120202019201820172016
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%
DCEMX
Dunham Emerging Markets Stock Fund
2.12%2.17%0.00%0.12%0.00%9.47%0.00%0.26%1.00%0.38%1.27%

Drawdowns

DCINX vs. DCEMX - Drawdown Comparison

The maximum DCINX drawdown since its inception was -61.79%, smaller than the maximum DCEMX drawdown of -70.65%. Use the drawdown chart below to compare losses from any high point for DCINX and DCEMX.


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Drawdown Indicators


DCINXDCEMXDifference

Max Drawdown

Largest peak-to-trough decline

-61.79%

-70.65%

+8.86%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-13.89%

+1.98%

Max Drawdown (5Y)

Largest decline over 5 years

-31.18%

-41.04%

+9.86%

Max Drawdown (10Y)

Largest decline over 10 years

-37.28%

-45.88%

+8.60%

Current Drawdown

Current decline from peak

-11.91%

-13.89%

+1.98%

Average Drawdown

Average peak-to-trough decline

-12.94%

-26.34%

+13.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

3.61%

-0.62%

Volatility

DCINX vs. DCEMX - Volatility Comparison

The current volatility for Dunham International Stock Fund (DCINX) is 7.75%, while Dunham Emerging Markets Stock Fund (DCEMX) has a volatility of 10.25%. This indicates that DCINX experiences smaller price fluctuations and is considered to be less risky than DCEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DCINXDCEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

10.25%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

11.98%

15.93%

-3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

16.55%

19.85%

-3.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.06%

17.51%

-2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

17.95%

-1.57%