PortfoliosLab logoPortfoliosLab logo
DCSVX vs. PVCMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DCSVX vs. PVCMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dunham Small Cap Value Fund (DCSVX) and Palm Valley Capital Fund Investor Class (PVCMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DCSVX vs. PVCMX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DCSVX
Dunham Small Cap Value Fund
2.51%8.67%-8.49%14.23%-13.01%31.15%-3.67%7.96%
PVCMX
Palm Valley Capital Fund Investor Class
0.58%4.45%4.24%9.47%3.17%3.72%19.13%1.22%

Returns By Period

In the year-to-date period, DCSVX achieves a 2.51% return, which is significantly higher than PVCMX's 0.58% 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%

PVCMX

1D
0.25%
1M
-1.05%
YTD
0.58%
6M
1.23%
1Y
4.45%
3Y*
5.18%
5Y*
4.37%
10Y*
*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.


DCSVX vs. PVCMX - Expense Ratio Comparison

DCSVX has a 2.05% expense ratio, which is higher than PVCMX's 1.30% expense ratio.


Return for Risk

DCSVX vs. PVCMX — 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

PVCMX
PVCMX Risk / Return Rank: 4949
Overall Rank
PVCMX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PVCMX Sortino Ratio Rank: 5353
Sortino Ratio Rank
PVCMX Omega Ratio Rank: 3636
Omega Ratio Rank
PVCMX Calmar Ratio Rank: 6767
Calmar Ratio Rank
PVCMX Martin Ratio Rank: 4040
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. PVCMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dunham Small Cap Value Fund (DCSVX) and Palm Valley Capital Fund Investor Class (PVCMX). 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.


DCSVXPVCMXDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.92

+0.11

Sortino ratio

Return per unit of downside risk

1.54

1.44

+0.09

Omega ratio

Gain probability vs. loss probability

1.21

1.17

+0.04

Calmar ratio

Return relative to maximum drawdown

1.41

1.52

-0.12

Martin ratio

Return relative to average drawdown

5.22

4.20

+1.03

DCSVX vs. PVCMX - Sharpe Ratio Comparison

The current DCSVX Sharpe Ratio is 1.04, which is comparable to the PVCMX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of DCSVX and PVCMX, 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


DCSVXPVCMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.92

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.84

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

1.04

-0.86

Correlation

The correlation between DCSVX and PVCMX 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.


Dividends

DCSVX vs. PVCMX - Dividend Comparison

DCSVX's dividend yield for the trailing twelve months is around 7.29%, more than PVCMX's 4.77% 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%
PVCMX
Palm Valley Capital Fund Investor Class
4.77%4.80%6.95%4.84%2.30%1.98%2.70%0.71%0.00%0.00%0.00%0.00%

Drawdowns

DCSVX vs. PVCMX - Drawdown Comparison

The maximum DCSVX drawdown since its inception was -62.83%, which is greater than PVCMX's maximum drawdown of -7.44%. Use the drawdown chart below to compare losses from any high point for DCSVX and PVCMX.


Loading graphics...

Drawdown Indicators


DCSVXPVCMXDifference

Max Drawdown

Largest peak-to-trough decline

-62.83%

-7.44%

-55.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-2.81%

-11.01%

Max Drawdown (5Y)

Largest decline over 5 years

-37.13%

-7.44%

-29.69%

Max Drawdown (10Y)

Largest decline over 10 years

-46.71%

Current Drawdown

Current decline from peak

-11.53%

-1.85%

-9.68%

Average Drawdown

Average peak-to-trough decline

-11.94%

-1.29%

-10.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

1.02%

+2.70%

Volatility

DCSVX vs. PVCMX - Volatility Comparison

Dunham Small Cap Value Fund (DCSVX) has a higher volatility of 5.58% compared to Palm Valley Capital Fund Investor Class (PVCMX) at 0.95%. This indicates that DCSVX's price experiences larger fluctuations and is considered to be riskier than PVCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DCSVXPVCMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

0.95%

+4.63%

Volatility (6M)

Calculated over the trailing 6-month period

12.44%

2.94%

+9.50%

Volatility (1Y)

Calculated over the trailing 1-year period

21.31%

4.75%

+16.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.60%

5.20%

+16.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.35%

6.37%

+16.98%