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DCSVX vs. DCEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DCSVX vs. DCEMX - Performance Comparison

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

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DCSVX vs. DCEMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DCSVX
Dunham Small Cap Value Fund
2.51%8.67%-8.49%14.23%-13.01%31.15%-3.67%20.13%-12.04%7.93%
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, DCSVX achieves a 2.51% return, which is significantly higher than DCEMX's 1.93% return. Over the past 10 years, DCSVX has outperformed DCEMX with an annualized return of 6.13%, while DCEMX has yielded a comparatively lower 5.47% annualized return.


DCSVX

1D
-0.25%
1M
-7.06%
YTD
2.51%
6M
5.40%
1Y
22.56%
3Y*
5.55%
5Y*
2.11%
10Y*
6.13%

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)

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DCSVX vs. DCEMX - Expense Ratio Comparison

DCSVX has a 2.05% expense ratio, which is higher than DCEMX's 2.03% expense ratio.


Return for Risk

DCSVX vs. DCEMX — Risk / Return Rank

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

DCSVX
DCSVX Risk / Return Rank: 5555
Overall Rank
DCSVX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DCSVX Sortino Ratio Rank: 5858
Sortino Ratio Rank
DCSVX Omega Ratio Rank: 5151
Omega Ratio Rank
DCSVX Calmar Ratio Rank: 6060
Calmar Ratio Rank
DCSVX Martin Ratio Rank: 5353
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.

DCSVX vs. DCEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dunham Small Cap Value Fund (DCSVX) 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.


DCSVXDCEMXDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.47

-0.43

Sortino ratio

Return per unit of downside risk

1.54

1.95

-0.41

Omega ratio

Gain probability vs. loss probability

1.21

1.28

-0.07

Calmar ratio

Return relative to maximum drawdown

1.41

1.91

-0.50

Martin ratio

Return relative to average drawdown

5.22

7.33

-2.10

DCSVX vs. DCEMX - Sharpe Ratio Comparison

The current DCSVX Sharpe Ratio is 1.04, which is comparable to the DCEMX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of DCSVX 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.


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Sharpe Ratios by Period


DCSVXDCEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.47

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

-0.00

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.31

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.17

+0.02

Correlation

The correlation between DCSVX and DCEMX is 0.59, 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

DCSVX vs. DCEMX - Dividend Comparison

DCSVX's dividend yield for the trailing twelve months is around 7.29%, more than DCEMX's 2.12% yield.


TTM20252024202320222021202020192018201720162015
DCSVX
Dunham Small Cap Value Fund
7.29%7.47%0.00%3.00%10.28%13.90%0.21%0.00%15.82%12.82%3.28%3.92%
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

DCSVX vs. DCEMX - Drawdown Comparison

The maximum DCSVX drawdown since its inception was -62.83%, smaller than the maximum DCEMX drawdown of -70.65%. Use the drawdown chart below to compare losses from any high point for DCSVX and DCEMX.


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Drawdown Indicators


DCSVXDCEMXDifference

Max Drawdown

Largest peak-to-trough decline

-62.83%

-70.65%

+7.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-13.89%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-37.13%

-41.04%

+3.91%

Max Drawdown (10Y)

Largest decline over 10 years

-46.71%

-45.88%

-0.83%

Current Drawdown

Current decline from peak

-11.53%

-13.89%

+2.36%

Average Drawdown

Average peak-to-trough decline

-11.94%

-26.34%

+14.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

3.61%

+0.11%

Volatility

DCSVX vs. DCEMX - Volatility Comparison

The current volatility for Dunham Small Cap Value Fund (DCSVX) is 5.58%, while Dunham Emerging Markets Stock Fund (DCEMX) has a volatility of 10.25%. This indicates that DCSVX 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.


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Volatility by Period


DCSVXDCEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

10.25%

-4.67%

Volatility (6M)

Calculated over the trailing 6-month period

12.44%

15.93%

-3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

21.31%

19.85%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.60%

17.51%

+4.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.35%

17.95%

+5.40%