PortfoliosLab logoPortfoliosLab logo
DCLVX vs. DCEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DCLVX vs. DCEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dunham Large Cap Value Fund (DCLVX) and Dunham Emerging Markets Stock Fund (DCEMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DCLVX vs. DCEMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DCLVX
Dunham Large Cap Value Fund
-1.41%16.84%9.49%8.41%-9.05%27.52%1.41%24.85%-9.78%14.06%
DCEMX
Dunham Emerging Markets Stock Fund
1.93%28.90%4.84%6.16%-25.20%-7.30%23.89%21.88%-20.99%32.42%

Returns By Period

In the year-to-date period, DCLVX achieves a -1.41% return, which is significantly lower than DCEMX's 1.93% return. Over the past 10 years, DCLVX has outperformed DCEMX with an annualized return of 8.57%, while DCEMX has yielded a comparatively lower 5.47% annualized return.


DCLVX

1D
-0.51%
1M
-7.26%
YTD
-1.41%
6M
3.01%
1Y
14.67%
3Y*
11.23%
5Y*
7.21%
10Y*
8.57%

DCEMX

1D
-1.00%
1M
-12.80%
YTD
1.93%
6M
6.88%
1Y
29.40%
3Y*
11.95%
5Y*
-0.02%
10Y*
5.47%
*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.


DCLVX vs. DCEMX - Expense Ratio Comparison

DCLVX has a 2.10% expense ratio, which is higher than DCEMX's 2.03% expense ratio.


Return for Risk

DCLVX vs. DCEMX — Risk / Return Rank

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

DCLVX
DCLVX Risk / Return Rank: 5555
Overall Rank
DCLVX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DCLVX Sortino Ratio Rank: 5353
Sortino Ratio Rank
DCLVX Omega Ratio Rank: 5757
Omega Ratio Rank
DCLVX Calmar Ratio Rank: 5050
Calmar Ratio Rank
DCLVX Martin Ratio Rank: 5757
Martin Ratio Rank

DCEMX
DCEMX Risk / Return Rank: 7777
Overall Rank
DCEMX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DCEMX Sortino Ratio Rank: 7777
Sortino Ratio Rank
DCEMX Omega Ratio Rank: 7373
Omega Ratio Rank
DCEMX Calmar Ratio Rank: 7979
Calmar Ratio Rank
DCEMX Martin Ratio Rank: 7676
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.

DCLVX vs. DCEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dunham Large Cap Value Fund (DCLVX) and Dunham Emerging Markets Stock Fund (DCEMX). 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.


DCLVXDCEMXDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.47

-0.44

Sortino ratio

Return per unit of downside risk

1.46

1.95

-0.48

Omega ratio

Gain probability vs. loss probability

1.22

1.28

-0.05

Calmar ratio

Return relative to maximum drawdown

1.22

1.91

-0.68

Martin ratio

Return relative to average drawdown

5.49

7.33

-1.83

DCLVX vs. DCEMX - Sharpe Ratio Comparison

The current DCLVX Sharpe Ratio is 1.03, which is comparable to the DCEMX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of DCLVX and DCEMX, 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


DCLVXDCEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.47

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

-0.00

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.31

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.17

+0.15

Correlation

The correlation between DCLVX and DCEMX is 0.65, 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

DCLVX vs. DCEMX - Dividend Comparison

DCLVX's dividend yield for the trailing twelve months is around 4.86%, more than DCEMX's 2.12% yield.


TTM20252024202320222021202020192018201720162015
DCLVX
Dunham Large Cap Value Fund
4.86%4.80%0.00%5.01%2.30%6.51%0.31%2.88%4.61%1.15%0.95%36.28%
DCEMX
Dunham Emerging Markets Stock Fund
2.12%2.17%0.00%0.12%0.00%9.47%0.00%0.26%1.00%0.38%1.27%0.00%

Drawdowns

DCLVX vs. DCEMX - Drawdown Comparison

The maximum DCLVX drawdown since its inception was -58.91%, smaller than the maximum DCEMX drawdown of -70.65%. Use the drawdown chart below to compare losses from any high point for DCLVX and DCEMX.


Loading graphics...

Drawdown Indicators


DCLVXDCEMXDifference

Max Drawdown

Largest peak-to-trough decline

-58.91%

-70.65%

+11.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-13.89%

+2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-20.16%

-41.04%

+20.88%

Max Drawdown (10Y)

Largest decline over 10 years

-36.96%

-45.88%

+8.92%

Current Drawdown

Current decline from peak

-7.44%

-13.89%

+6.45%

Average Drawdown

Average peak-to-trough decline

-9.67%

-26.34%

+16.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

3.61%

-1.04%

Volatility

DCLVX vs. DCEMX - Volatility Comparison

The current volatility for Dunham Large Cap Value Fund (DCLVX) is 3.66%, while Dunham Emerging Markets Stock Fund (DCEMX) has a volatility of 10.25%. This indicates that DCLVX experiences smaller price fluctuations and is considered to be less risky than DCEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DCLVXDCEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

10.25%

-6.59%

Volatility (6M)

Calculated over the trailing 6-month period

7.90%

15.93%

-8.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

19.85%

-4.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

17.51%

-2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

17.95%

-0.90%