DCINX vs. GTMIX
Compare and contrast key facts about Dunham International Stock Fund (DCINX) and GMO Tax-Managed International Equities Fund (GTMIX).
DCINX is managed by Dunham. It was launched on Dec 10, 2004. GTMIX is managed by GMO. It was launched on Jul 28, 1998.
Performance
DCINX vs. GTMIX - Performance Comparison
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DCINX vs. GTMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCINX Dunham International Stock Fund | 6.08% | 46.37% | 7.65% | 15.98% | -14.67% | 9.70% | 19.86% | 18.14% | -14.27% | 24.40% |
GTMIX GMO Tax-Managed International Equities Fund | 8.42% | 46.17% | 1.54% | 14.96% | -10.13% | 10.71% | 7.50% | 23.35% | -21.23% | 28.45% |
Returns By Period
In the year-to-date period, DCINX achieves a 6.08% return, which is significantly lower than GTMIX's 8.42% return. Over the past 10 years, DCINX has outperformed GTMIX with an annualized return of 11.14%, while GTMIX has yielded a comparatively lower 9.87% annualized return.
DCINX
- 1D
- 3.28%
- 1M
- -7.65%
- YTD
- 6.08%
- 6M
- 11.83%
- 1Y
- 40.66%
- 3Y*
- 22.81%
- 5Y*
- 11.16%
- 10Y*
- 11.14%
GTMIX
- 1D
- 2.48%
- 1M
- -3.58%
- YTD
- 8.42%
- 6M
- 17.91%
- 1Y
- 41.17%
- 3Y*
- 20.26%
- 5Y*
- 11.29%
- 10Y*
- 9.87%
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DCINX vs. GTMIX - Expense Ratio Comparison
DCINX has a 2.92% expense ratio, which is higher than GTMIX's 0.68% expense ratio.
Return for Risk
DCINX vs. GTMIX — Risk / Return Rank
DCINX
GTMIX
DCINX vs. GTMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dunham International Stock Fund (DCINX) and GMO Tax-Managed International Equities Fund (GTMIX). 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 | GTMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.47 | 2.67 | -0.19 |
Sortino ratioReturn per unit of downside risk | 3.09 | 3.40 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.52 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 3.39 | 3.54 | -0.15 |
Martin ratioReturn relative to average drawdown | 13.29 | 16.76 | -3.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DCINX | GTMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.67 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.76 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.62 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.40 | -0.09 |
Correlation
The correlation between DCINX and GTMIX is 0.91, 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. GTMIX - Dividend Comparison
DCINX's dividend yield for the trailing twelve months is around 10.32%, less than GTMIX's 20.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCINX Dunham International Stock Fund | 10.32% | 10.95% | 13.87% | 3.45% | 3.53% | 15.49% | 1.36% | 1.54% | 6.92% | 3.92% | 0.00% | 0.00% |
GTMIX GMO Tax-Managed International Equities Fund | 20.69% | 22.43% | 5.94% | 0.36% | 5.44% | 16.55% | 2.25% | 4.13% | 7.25% | 2.96% | 4.05% | 3.26% |
Drawdowns
DCINX vs. GTMIX - Drawdown Comparison
The maximum DCINX drawdown since its inception was -61.79%, which is greater than GTMIX's maximum drawdown of -58.31%. Use the drawdown chart below to compare losses from any high point for DCINX and GTMIX.
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Drawdown Indicators
| DCINX | GTMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.79% | -58.31% | -3.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -11.24% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -31.18% | -28.81% | -2.37% |
Max Drawdown (10Y)Largest decline over 10 years | -37.28% | -40.32% | +3.04% |
Current DrawdownCurrent decline from peak | -9.02% | -4.51% | -4.51% |
Average DrawdownAverage peak-to-trough decline | -12.94% | -12.75% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.38% | +0.66% |
Volatility
DCINX vs. GTMIX - Volatility Comparison
Dunham International Stock Fund (DCINX) has a higher volatility of 8.60% compared to GMO Tax-Managed International Equities Fund (GTMIX) at 5.97%. This indicates that DCINX's price experiences larger fluctuations and is considered to be riskier than GTMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCINX | GTMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.60% | 5.97% | +2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 12.37% | 9.56% | +2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.81% | 15.56% | +1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.13% | 14.91% | +0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 16.06% | +0.34% |