DEVDX vs. DAMDX
Compare and contrast key facts about Driehaus Event Driven Fund (DEVDX) and Dunham Monthly Distribution Fund (DAMDX).
DEVDX is managed by Driehaus. It was launched on Aug 22, 2013. DAMDX is managed by Dunham. It was launched on Jul 31, 2008.
Performance
DEVDX vs. DAMDX - Performance Comparison
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DEVDX vs. DAMDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEVDX Driehaus Event Driven Fund | -1.35% | 5.99% | 3.06% | 9.59% | -9.99% | 7.24% | 24.78% | 20.49% | -4.06% | 4.35% |
DAMDX Dunham Monthly Distribution Fund | 0.61% | 7.93% | 5.29% | 4.06% | 0.57% | 0.12% | 0.44% | 5.54% | -1.01% | 4.08% |
Returns By Period
In the year-to-date period, DEVDX achieves a -1.35% return, which is significantly lower than DAMDX's 0.61% return. Over the past 10 years, DEVDX has outperformed DAMDX with an annualized return of 6.56%, while DAMDX has yielded a comparatively lower 3.04% annualized return.
DEVDX
- 1D
- -0.18%
- 1M
- 0.27%
- YTD
- -1.35%
- 6M
- 2.69%
- 1Y
- 9.17%
- 3Y*
- 5.17%
- 5Y*
- 2.08%
- 10Y*
- 6.56%
DAMDX
- 1D
- -0.41%
- 1M
- -0.55%
- YTD
- 0.61%
- 6M
- 2.45%
- 1Y
- 7.51%
- 3Y*
- 5.76%
- 5Y*
- 3.33%
- 10Y*
- 3.04%
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DEVDX vs. DAMDX - Expense Ratio Comparison
DEVDX has a 1.66% expense ratio, which is lower than DAMDX's 2.38% expense ratio.
Return for Risk
DEVDX vs. DAMDX — Risk / Return Rank
DEVDX
DAMDX
DEVDX vs. DAMDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Driehaus Event Driven Fund (DEVDX) 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.
| DEVDX | DAMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 2.79 | -1.48 |
Sortino ratioReturn per unit of downside risk | 2.04 | 4.91 | -2.87 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.81 | -0.56 |
Calmar ratioReturn relative to maximum drawdown | 2.28 | 4.77 | -2.48 |
Martin ratioReturn relative to average drawdown | 5.21 | 35.45 | -30.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DEVDX | DAMDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 2.79 | -1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.77 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.76 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | -0.14 | +0.61 |
Correlation
The correlation between DEVDX and DAMDX is 0.45, 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
DEVDX vs. DAMDX - Dividend Comparison
DEVDX's dividend yield for the trailing twelve months is around 16.48%, more than DAMDX's 7.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEVDX Driehaus Event Driven Fund | 16.48% | 14.24% | 1.35% | 4.48% | 1.49% | 12.11% | 3.48% | 4.09% | 3.57% | 0.00% | 1.20% | 0.66% |
DAMDX Dunham Monthly Distribution Fund | 7.08% | 7.83% | 8.84% | 8.77% | 5.35% | 3.47% | 3.64% | 6.31% | 4.86% | 4.27% | 3.54% | 4.39% |
Drawdowns
DEVDX vs. DAMDX - Drawdown Comparison
The maximum DEVDX drawdown since its inception was -21.00%, smaller than the maximum DAMDX drawdown of -69.68%. Use the drawdown chart below to compare losses from any high point for DEVDX and DAMDX.
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Drawdown Indicators
| DEVDX | DAMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.00% | -69.68% | +48.68% |
Max Drawdown (1Y)Largest decline over 1 year | -3.37% | -1.56% | -1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -21.00% | -8.44% | -12.56% |
Max Drawdown (10Y)Largest decline over 10 years | -21.00% | -8.44% | -12.56% |
Current DrawdownCurrent decline from peak | -3.69% | -35.88% | +32.19% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -48.86% | +41.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 0.21% | +1.38% |
Volatility
DEVDX vs. DAMDX - Volatility Comparison
The current volatility for Driehaus Event Driven Fund (DEVDX) is 0.37%, while Dunham Monthly Distribution Fund (DAMDX) has a volatility of 0.56%. This indicates that DEVDX experiences smaller price fluctuations and is considered to be less risky than DAMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEVDX | DAMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.37% | 0.56% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 3.81% | 1.07% | +2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.26% | 2.69% | +3.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.93% | 4.34% | +5.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.67% | 4.02% | +5.65% |