DGEFX vs. DIEFX

Last updated Apr 1, 2026

Compare and contrast key facts about Destinations Equity Income Fund (DGEFX) and Destinations International Equity Fund (DIEFX).

DGEFX is managed by Destinations Funds. It was launched on Mar 20, 2017. DIEFX is managed by Destinations Funds. It was launched on Mar 19, 2017.

Performance

DGEFX vs. DIEFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Destinations Equity Income Fund (DGEFX) and Destinations International Equity Fund (DIEFX). The values are adjusted to include any dividend payments, if applicable.

DGEFX vs. DIEFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGEFX Destinations Equity Income Fund	3.45%	18.95%	13.27%	5.11%	-1.12%	22.41%	-4.09%	21.80%	-5.48%	8.87%
DIEFX Destinations International Equity Fund	-1.08%	30.39%	1.85%	15.54%	-20.97%	1.40%	23.41%	25.07%	-14.41%	17.71%

Returns By Period

In the year-to-date period, DGEFX achieves a 3.45% return, which is significantly higher than DIEFX's -1.08% return.

DGEFX

• 1D: 0.23%
• 1M: -6.07%
• YTD: 3.45%
• 6M: 6.63%
• 1Y: 17.61%
• 3Y*: 13.60%
• 5Y*: 10.22%
• 10Y*: —

DIEFX

• 1D: -0.14%
• 1M: -11.66%
• YTD: -1.08%
• 6M: 2.68%
• 1Y: 21.54%
• 3Y*: 12.48%
• 5Y*: 4.06%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DGEFX vs. DIEFX - Expense Ratio Comparison

DGEFX has a 0.92% expense ratio, which is lower than DIEFX's 1.16% expense ratio.

DIEFX

Destinations International Equity Fund

DGEFX

Destinations Equity Income Fund

Return for Risk

DGEFX vs. DIEFX — Risk / Return Rank

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

DGEFX

DGEFX Risk / Return Rank: 73
DGEFX Sharpe Ratio Rank: 72
DGEFX Sortino Ratio Rank: 77
DGEFX Omega Ratio Rank: 75
DGEFX Calmar Ratio Rank: 66
DGEFX Martin Ratio Rank: 75

DIEFX

DIEFX Risk / Return Rank: 62
DIEFX Sharpe Ratio Rank: 68
DIEFX Sortino Ratio Rank: 68
DIEFX Omega Ratio Rank: 66
DIEFX Calmar Ratio Rank: 55
DIEFX Martin Ratio Rank: 54

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.

DGEFX vs. DIEFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Destinations Equity Income Fund (DGEFX) and Destinations International Equity Fund (DIEFX). 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.

	DGEFX	DIEFX	Difference
Sharpe ratio Return per unit of total volatility	1.27	1.21	+0.07
Sortino ratio Return per unit of downside risk	1.92	1.73	+0.19
Omega ratio Gain probability vs. loss probability	1.28	1.25	+0.03
Calmar ratio Return relative to maximum drawdown	1.51	1.33	+0.18
Martin ratio Return relative to average drawdown	7.19	5.30	+1.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGEFX vs. DIEFX - Sharpe Ratio Comparison

The current DGEFX Sharpe Ratio is 1.27, which is comparable to the DIEFX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of DGEFX and DIEFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DGEFX	DIEFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.27	1.21	+0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	0.27	+0.56
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.47	+0.13

Correlation

The correlation between DGEFX and DIEFX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

DGEFX vs. DIEFX - Dividend Comparison

DGEFX's dividend yield for the trailing twelve months is around 8.69%, less than DIEFX's 10.24% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGEFX Destinations Equity Income Fund	8.69%	8.57%	2.70%	3.91%	4.69%	2.87%	4.43%	3.76%	7.05%	2.79%
DIEFX Destinations International Equity Fund	10.24%	10.13%	3.63%	1.85%	2.73%	4.50%	0.03%	0.74%	1.50%	0.67%

Drawdowns

DGEFX vs. DIEFX - Drawdown Comparison

The maximum DGEFX drawdown since its inception was -36.34%, roughly equal to the maximum DIEFX drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for DGEFX and DIEFX.

Drawdown Indicators

	DGEFX	DIEFX	Difference
Max Drawdown Largest peak-to-trough decline	-36.34%	-34.96%	-1.38%
Max Drawdown (1Y) Largest decline over 1 year	-10.65%	-11.71%	+1.06%
Max Drawdown (5Y) Largest decline over 5 years	-17.18%	-34.96%	+17.78%
Current Drawdown Current decline from peak	-6.07%	-11.71%	+5.64%
Average Drawdown Average peak-to-trough decline	-4.06%	-9.28%	+5.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.31%	3.22%	-0.91%

Volatility

DGEFX vs. DIEFX - Volatility Comparison

The current volatility for Destinations Equity Income Fund (DGEFX) is 3.55%, while Destinations International Equity Fund (DIEFX) has a volatility of 6.57%. This indicates that DGEFX experiences smaller price fluctuations and is considered to be less risky than DIEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGEFX	DIEFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.55%	6.57%	-3.02%
Volatility (6M) Calculated over the trailing 6-month period	6.81%	10.25%	-3.44%
Volatility (1Y) Calculated over the trailing 1-year period	14.14%	16.77%	-2.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.46%	15.32%	-2.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.63%	15.78%	-1.15%