DCINX vs. HWMIX
Compare and contrast key facts about Dunham International Stock Fund (DCINX) and Hotchkis & Wiley Mid-Cap Value Fund (HWMIX).
DCINX is managed by Dunham. It was launched on Dec 10, 2004. HWMIX is managed by Hotchkis & Wiley. It was launched on Jan 2, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DCINX or HWMIX.
Key characteristics
| DCINX | HWMIX | |
|---|---|---|
| YTD Return | 11.74% | 5.18% |
| 1Y Return | 24.44% | 21.46% |
| 3Y Return (Ann) | 3.25% | 9.99% |
| 5Y Return (Ann) | 8.41% | 13.83% |
| 10Y Return (Ann) | 5.40% | 5.42% |
| Sharpe Ratio | 1.85 | 1.30 |
| Sortino Ratio | 2.49 | 1.89 |
| Omega Ratio | 1.33 | 1.23 |
| Calmar Ratio | 1.54 | 2.36 |
| Martin Ratio | 9.62 | 5.95 |
| Ulcer Index | 2.49% | 3.75% |
| Daily Std Dev | 12.91% | 17.20% |
| Max Drawdown | -63.60% | -69.84% |
| Current Drawdown | -4.99% | -3.50% |
Correlation
The correlation between DCINX and HWMIX is 0.70, 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.
Performance
DCINX vs. HWMIX - Performance Comparison
In the year-to-date period, DCINX achieves a 11.74% return, which is significantly higher than HWMIX's 5.18% return. Both investments have delivered pretty close results over the past 10 years, with DCINX having a 5.40% annualized return and HWMIX not far ahead at 5.42%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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.
Risk-Adjusted Performance
DCINX vs. HWMIX - Risk-Adjusted Performance 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.
Dividends
DCINX vs. HWMIX - Dividend Comparison
DCINX's dividend yield for the trailing twelve months is around 3.08%, more than HWMIX's 0.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCINX Dunham International Stock Fund | 3.08% | 3.44% | 3.53% | 15.49% | 0.05% | 1.54% | 6.92% | 3.92% | 0.00% | 0.00% | 1.53% | 1.03% |
HWMIX Hotchkis & Wiley Mid-Cap Value Fund | 0.27% | 0.28% | 0.49% | 1.28% | 2.25% | 1.60% | 2.99% | 6.72% | 1.53% | 0.50% | 10.32% | 0.31% |
Drawdowns
DCINX vs. HWMIX - Drawdown Comparison
The maximum DCINX drawdown since its inception was -63.60%, 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. For additional features, visit the drawdowns tool.
Volatility
DCINX vs. HWMIX - Volatility Comparison
Dunham International Stock Fund (DCINX) and Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) have volatilities of 3.29% and 3.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.