DCINX vs. FAOSX
DCINX (Dunham International Stock Fund) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, DCINX returned 14.60%/yr vs 3.89%/yr for FAOSX. Their correlation of 0.81 suggests significant overlap in exposure. DCINX charges 2.92%/yr vs 1.02%/yr for FAOSX.
Performance
DCINX vs. FAOSX - Performance Comparison
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Returns By Period
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%
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- -0.55%
- 3Y*
- 8.01%
- 5Y*
- 3.89%
- 10Y*
- —
DCINX vs. FAOSX - 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% | 18.19% |
FAOSX Fidelity Advisor Overseas Fund Class Z | 0.00% | 15.36% | 5.06% | 20.52% | -24.31% | 19.42% | 15.17% | 27.96% | -14.73% | 26.25% |
Correlation
The correlation between DCINX and FAOSX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.81 |
Over the past year, the correlation between DCINX and FAOSX has dropped to 0.47 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
DCINX vs. FAOSX — Risk / Return Rank
DCINX
FAOSX
DCINX vs. FAOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dunham International Stock Fund (DCINX) and Fidelity Advisor Overseas Fund Class Z (FAOSX). 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 | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.26 | ||
| Sortino ratioReturn per unit of downside risk | +4.04 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.00 | +0.58 |
| Calmar ratioReturn relative to maximum drawdown | 4.58 | -0.06 | +4.64 |
| Martin ratioReturn relative to average drawdown | 17.98 | -0.09 | +18.07 |
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Drawdowns
DCINX vs. FAOSX - Drawdown Comparison
The maximum DCINX drawdown since its inception was -61.79%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for DCINX and FAOSX.
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Drawdown Indicators
| DCINX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.79% | -36.24% | -25.55% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -7.26% | -4.65% |
Max Drawdown (3Y)Largest decline over 3 years | -13.74% | -13.96% | +0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -31.18% | -36.24% | +5.06% |
Max Drawdown (10Y)Largest decline over 10 years | -37.28% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.86% | +5.86% |
Average DrawdownAverage peak-to-trough decline | -12.82% | -7.92% | -4.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 4.13% | -1.10% |
Volatility
DCINX vs. FAOSX - Volatility Comparison
Dunham International Stock Fund (DCINX) has a higher volatility of 7.12% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that DCINX's price experiences larger fluctuations and is considered to be riskier than FAOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCINX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.12% | 0.00% | +7.12% |
Volatility (6M)Calculated over the trailing 6-month period | 14.82% | 3.63% | +11.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 8.76% | +8.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.63% | 16.70% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.58% | 16.64% | -0.06% |
DCINX vs. FAOSX - Expense Ratio Comparison
DCINX has a 2.92% expense ratio, which is higher than FAOSX's 1.02% expense ratio.
Dividends
DCINX vs. FAOSX - Dividend Comparison
DCINX's dividend yield for the trailing twelve months is around 8.61%, which matches FAOSX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FAOSX Fidelity Advisor Overseas Fund Class Z | 8.67% | 8.67% | 1.80% | 1.12% | 0.85% | 2.07% | 0.00% | 1.70% | 5.30% | 3.93% |
Frequently Asked Questions
DCINX and FAOSX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCINX has higher volatility (7.12%) compared to FAOSX (0.00%). In terms of maximum drawdown, DCINX dropped -61.79% vs FAOSX's -36.24%.
DCINX currently has the higher Sharpe Ratio (3.22 vs -0.05), 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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