PortfoliosLab logoPortfoliosLab logo
DCINX vs. HWMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DCINX vs. HWMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dunham International Stock Fund (DCINX) and Hotchkis & Wiley Mid-Cap Value Fund (HWMIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DCINX vs. HWMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
HWMIX
Hotchkis & Wiley Mid-Cap Value Fund
6.74%7.87%3.62%19.87%1.63%39.18%0.49%12.97%-19.32%7.69%

Returns By Period

In the year-to-date period, DCINX achieves a 6.08% return, which is significantly lower than HWMIX's 6.74% return. Over the past 10 years, DCINX has outperformed HWMIX with an annualized return of 11.14%, while HWMIX has yielded a comparatively lower 9.08% 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%

HWMIX

1D
1.52%
1M
-2.06%
YTD
6.74%
6M
8.96%
1Y
22.13%
3Y*
12.01%
5Y*
9.76%
10Y*
9.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DCINX vs. HWMIX - Expense Ratio Comparison

DCINX has a 2.92% expense ratio, which is higher than HWMIX's 1.01% expense ratio.


Return for Risk

DCINX vs. HWMIX — Risk / Return Rank

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

DCINX
DCINX Risk / Return Rank: 9595
Overall Rank
DCINX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DCINX Sortino Ratio Rank: 9494
Sortino Ratio Rank
DCINX Omega Ratio Rank: 9393
Omega Ratio Rank
DCINX Calmar Ratio Rank: 9595
Calmar Ratio Rank
DCINX Martin Ratio Rank: 9494
Martin Ratio Rank

HWMIX
HWMIX Risk / Return Rank: 4444
Overall Rank
HWMIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HWMIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
HWMIX Omega Ratio Rank: 4444
Omega Ratio Rank
HWMIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
HWMIX Martin Ratio Rank: 4949
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. HWMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dunham International Stock Fund (DCINX) and Hotchkis & Wiley Mid-Cap Value Fund (HWMIX). 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.


DCINXHWMIXDifference

Sharpe ratio

Return per unit of total volatility

2.47

0.93

+1.55

Sortino ratio

Return per unit of downside risk

3.09

1.41

+1.68

Omega ratio

Gain probability vs. loss probability

1.48

1.21

+0.27

Calmar ratio

Return relative to maximum drawdown

3.39

1.35

+2.04

Martin ratio

Return relative to average drawdown

13.29

5.49

+7.80

DCINX vs. HWMIX - Sharpe Ratio Comparison

The current DCINX Sharpe Ratio is 2.47, which is higher than the HWMIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of DCINX and HWMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DCINXHWMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

0.93

+1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.44

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.36

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.47

-0.16

Correlation

The correlation between DCINX and HWMIX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DCINX vs. HWMIX - Dividend Comparison

DCINX's dividend yield for the trailing twelve months is around 10.32%, more than HWMIX's 1.31% yield.


TTM20252024202320222021202020192018201720162015
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%
HWMIX
Hotchkis & Wiley Mid-Cap Value Fund
1.31%1.39%1.15%0.28%0.49%1.28%2.25%1.60%2.99%6.72%1.53%14.67%

Drawdowns

DCINX vs. HWMIX - Drawdown Comparison

The maximum DCINX drawdown since its inception was -61.79%, smaller than the maximum HWMIX drawdown of -69.84%. Use the drawdown chart below to compare losses from any high point for DCINX and HWMIX.


Loading graphics...

Drawdown Indicators


DCINXHWMIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.79%

-69.84%

+8.05%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-16.87%

+4.96%

Max Drawdown (5Y)

Largest decline over 5 years

-31.18%

-25.90%

-5.28%

Max Drawdown (10Y)

Largest decline over 10 years

-37.28%

-63.21%

+25.93%

Current Drawdown

Current decline from peak

-9.02%

-3.32%

-5.70%

Average Drawdown

Average peak-to-trough decline

-12.94%

-10.89%

-2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

4.15%

-1.11%

Volatility

DCINX vs. HWMIX - Volatility Comparison

Dunham International Stock Fund (DCINX) has a higher volatility of 8.60% compared to Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) at 4.30%. This indicates that DCINX's price experiences larger fluctuations and is considered to be riskier than HWMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DCINXHWMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.60%

4.30%

+4.30%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

12.42%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.81%

23.86%

-7.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.13%

22.34%

-7.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.40%

25.62%

-9.22%