DCSVX vs. DAMDX
DCSVX (Dunham Small Cap Value Fund) and DAMDX (Dunham Monthly Distribution Fund) are both mutual funds - DCSVX is a Small Cap Value Equities fund managed by Dunham, while DAMDX is a Event Driven fund managed by Dunham. Over the past 10 years, DCSVX returned 7.95%/yr vs 3.20%/yr for DAMDX. A 0.60 correlation means they provide meaningful diversification when combined. DCSVX charges 2.05%/yr vs 2.38%/yr for DAMDX.
Performance
DCSVX vs. DAMDX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DCSVX achieves a 20.85% return, which is significantly higher than DAMDX's 2.08% return. Over the past 10 years, DCSVX has outperformed DAMDX with an annualized return of 7.95%, while DAMDX has yielded a comparatively lower 3.20% annualized return.
DCSVX
- 1D
- -0.21%
- 1M
- 4.02%
- YTD
- 20.85%
- 6M
- 19.22%
- 1Y
- 39.13%
- 3Y*
- 11.77%
- 5Y*
- 4.69%
- 10Y*
- 7.95%
DAMDX
- 1D
- 0.11%
- 1M
- -0.10%
- YTD
- 2.08%
- 6M
- 2.17%
- 1Y
- 6.34%
- 3Y*
- 7.03%
- 5Y*
- 3.45%
- 10Y*
- 3.20%
DCSVX vs. DAMDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCSVX Dunham Small Cap Value Fund | 20.85% | 8.67% | -8.49% | 14.23% | -13.01% | 31.15% | -3.67% | 20.13% | -12.04% | 7.93% |
DAMDX Dunham Monthly Distribution Fund | 2.08% | 7.93% | 5.29% | 4.06% | 0.57% | 0.12% | 0.44% | 5.54% | -1.01% | 4.08% |
Correlation
The correlation between DCSVX and DAMDX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2004 | 0.60 |
The correlation between DCSVX and DAMDX shifts across timeframes, from 0.40 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DCSVX vs. DAMDX — Risk / Return Rank
DCSVX
DAMDX
DCSVX vs. DAMDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dunham Small Cap Value Fund (DCSVX) and Dunham Monthly Distribution Fund (DAMDX). 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.
| DCSVX | DAMDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.89 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | 3.86 | 6.28 | -2.41 |
| Martin ratioReturn relative to average drawdown | 14.30 | 31.92 | -17.62 |
Loading charts...
Drawdowns
DCSVX vs. DAMDX - Drawdown Comparison
The maximum DCSVX drawdown since its inception was -62.83%, smaller than the maximum DAMDX drawdown of -69.68%. Use the drawdown chart below to compare losses from any high point for DCSVX and DAMDX.
Loading charts...
Drawdown Indicators
| DCSVX | DAMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.83% | -69.68% | +6.85% |
Max Drawdown (1Y)Largest decline over 1 year | -10.55% | -1.03% | -9.52% |
Max Drawdown (3Y)Largest decline over 3 years | -37.13% | -1.89% | -35.24% |
Max Drawdown (5Y)Largest decline over 5 years | -37.13% | -7.30% | -29.83% |
Max Drawdown (10Y)Largest decline over 10 years | -46.71% | -8.44% | -38.27% |
Current DrawdownCurrent decline from peak | -0.71% | -34.95% | +34.24% |
Average DrawdownAverage peak-to-trough decline | -11.83% | -48.73% | +36.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 0.20% | +2.64% |
Volatility
DCSVX vs. DAMDX - Volatility Comparison
Dunham Small Cap Value Fund (DCSVX) has a higher volatility of 4.31% compared to Dunham Monthly Distribution Fund (DAMDX) at 1.09%. This indicates that DCSVX's price experiences larger fluctuations and is considered to be riskier than DAMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DCSVX | DAMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 1.09% | +3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 1.45% | +10.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.14% | 1.88% | +15.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.47% | 4.34% | +17.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.39% | 4.00% | +19.39% |
DCSVX vs. DAMDX - Expense Ratio Comparison
DCSVX has a 2.05% expense ratio, which is lower than DAMDX's 2.38% expense ratio.
Dividends
DCSVX vs. DAMDX - Dividend Comparison
DCSVX's dividend yield for the trailing twelve months is around 6.18%, less than DAMDX's 7.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAMDX Dunham Monthly Distribution Fund | 7.59% | 7.83% | 8.84% | 8.77% | 5.35% | 3.47% | 3.64% | 6.31% | 4.86% | 4.27% | 3.54% | 4.39% |
DCSVX Dunham Small Cap Value Fund | 6.18% | 7.47% | 0.00% | 3.00% | 10.28% | 13.90% | 0.21% | 0.00% | 15.82% | 12.82% | 3.28% | 3.92% |
Frequently Asked Questions
DCSVX and DAMDX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCSVX has higher volatility (4.31%) compared to DAMDX (1.09%). In terms of maximum drawdown, DCSVX dropped -62.83% vs DAMDX's -69.68%.
DAMDX currently has the higher Sharpe Ratio (3.43 vs 2.38), 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.
Find the right allocation for DCSVX and DAMDX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer