DCINX vs. DCI

Last updated Jun 24, 2026

DCINX (Dunham International Stock Fund) is Foreign Large Cap Equities fund managed by Dunham, while DCI (Donaldson Company, Inc.) is a stock. Over the past 10 years, DCINX returned 13.40%/yr vs 11.09%/yr for DCI. A 0.56 correlation means they provide meaningful diversification when combined.

Performance

DCINX vs. DCI - Performance Comparison

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

Returns By Period

In the year-to-date period, DCINX achieves a 27.12% return, which is significantly higher than DCI's -3.92% return. Over the past 10 years, DCINX has outperformed DCI with an annualized return of 13.40%, while DCI has yielded a comparatively lower 11.09% annualized return.

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

• 1D: -1.52%
• 1M: 1.55%
• YTD: -3.92%
• 6M: -6.93%
• 1Y: 24.15%
• 3Y*: 13.43%
• 5Y*: 8.05%
• 10Y*: 11.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DCINX vs. DCI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
DCI Donaldson Company, Inc.	-3.92%	33.71%	4.62%	12.80%	0.96%	7.56%	-1.41%	34.98%	-9.95%	18.17%

Correlation

The correlation between DCINX and DCI 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 DCINX and DCI has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.

Return for Risk

DCINX vs. DCI — Risk / Return Rank

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

DCINX

DCINX Risk / Return Rank: 92
DCINX Sharpe Ratio Rank: 96
DCINX Sortino Ratio Rank: 89
DCINX Omega Ratio Rank: 88
DCINX Calmar Ratio Rank: 92
DCINX Martin Ratio Rank: 93

DCI

DCI Risk / Return Rank: 65
DCI Sharpe Ratio Rank: 71
DCI Sortino Ratio Rank: 65
DCI Omega Ratio Rank: 67
DCI Calmar Ratio Rank: 62
DCI Martin Ratio Rank: 62

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. DCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dunham International Stock Fund (DCINX) and Donaldson Company, Inc. (DCI). 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	DCI	Difference
Sharpe ratio: Return per unit of total volatility	3.22	0.92	+2.30
Sortino ratio: Return per unit of downside risk	4.04	1.42	+2.61
Omega ratio: Gain probability vs. loss probability	1.58	1.20	+0.38
Calmar ratio: Return relative to maximum drawdown	4.58	0.93	+3.65
Martin ratio: Return relative to average drawdown	17.98	1.94	+16.03

DCINX vs. DCI - Sharpe Ratio Comparison

The current DCINX Sharpe Ratio is 3.22, which is higher than the DCI Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of DCINX and DCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DCINX vs. DCI - Drawdown Comparison

The maximum DCINX drawdown since its inception was -61.79%, which is greater than DCI's maximum drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for DCINX and DCI.

Drawdown Indicators

	DCINX	DCI	Difference
Max Drawdown Largest peak-to-trough decline	-61.79%	-56.90%	-4.89%
Max Drawdown (1Y) Largest decline over 1 year	-11.91%	-26.05%	+14.14%
Max Drawdown (3Y) Largest decline over 3 years	-13.74%	-26.05%	+12.31%
Max Drawdown (5Y) Largest decline over 5 years	-31.18%	-32.20%	+1.02%
Max Drawdown (10Y) Largest decline over 10 years	-37.28%	-42.72%	+5.44%
Current Drawdown Current decline from peak	0.00%	-22.96%	+22.96%
Average Drawdown Average peak-to-trough decline	-12.82%	-11.10%	-1.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.03%	12.45%	-9.42%

Volatility

DCINX vs. DCI - Volatility Comparison

The current volatility for Dunham International Stock Fund (DCINX) is 7.12%, while Donaldson Company, Inc. (DCI) has a volatility of 7.90%. This indicates that DCINX experiences smaller price fluctuations and is considered to be less risky than DCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DCINX	DCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.12%	7.90%	-0.78%
Volatility (6M) Calculated over the trailing 6-month period	14.82%	20.91%	-6.09%
Volatility (1Y) Calculated over the trailing 1-year period	17.01%	26.39%	-9.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.63%	23.52%	-7.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.58%	25.88%	-9.30%

Dividends

DCINX vs. DCI - Dividend Comparison

DCINX's dividend yield for the trailing twelve months is around 8.61%, more than DCI's 1.44% 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

Can I hold both DCINX and DCI in my portfolio?

DCINX and DCI 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.

Which is riskier, DCINX or DCI?

DCI has higher volatility (7.90%) compared to DCINX (7.12%). In terms of maximum drawdown, DCINX dropped -61.79% vs DCI's -56.90%.

Which has better risk-adjusted returns?

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.