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DGEFX vs. VIHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGEFX vs. VIHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Destinations Equity Income Fund (DGEFX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). The values are adjusted to include any dividend payments, if applicable.

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DGEFX vs. VIHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGEFX
Destinations Equity Income Fund
5.06%18.95%13.27%5.11%-1.12%22.41%-4.09%21.80%-5.48%8.87%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
5.44%38.01%6.96%16.81%-6.88%15.01%-0.73%20.03%-12.38%13.67%

Returns By Period

In the year-to-date period, DGEFX achieves a 5.06% return, which is significantly lower than VIHAX's 5.44% return.


DGEFX

1D
1.56%
1M
-4.17%
YTD
5.06%
6M
7.84%
1Y
19.54%
3Y*
14.19%
5Y*
10.44%
10Y*

VIHAX

1D
2.29%
1M
-4.98%
YTD
5.44%
6M
12.61%
1Y
32.56%
3Y*
20.30%
5Y*
12.43%
10Y*
10.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGEFX vs. VIHAX - Expense Ratio Comparison

DGEFX has a 0.92% expense ratio, which is higher than VIHAX's 0.22% expense ratio.


Return for Risk

DGEFX vs. VIHAX — Risk / Return Rank

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

DGEFX
DGEFX Risk / Return Rank: 7575
Overall Rank
DGEFX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DGEFX Sortino Ratio Rank: 7979
Sortino Ratio Rank
DGEFX Omega Ratio Rank: 7777
Omega Ratio Rank
DGEFX Calmar Ratio Rank: 6868
Calmar Ratio Rank
DGEFX Martin Ratio Rank: 7878
Martin Ratio Rank

VIHAX
VIHAX Risk / Return Rank: 9494
Overall Rank
VIHAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VIHAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VIHAX Omega Ratio Rank: 9494
Omega Ratio Rank
VIHAX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VIHAX Martin Ratio Rank: 9494
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.

DGEFX vs. VIHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Destinations Equity Income Fund (DGEFX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.


DGEFXVIHAXDifference

Sharpe ratio

Return per unit of total volatility

1.41

2.32

-0.92

Sortino ratio

Return per unit of downside risk

2.10

2.96

-0.86

Omega ratio

Gain probability vs. loss probability

1.31

1.47

-0.16

Calmar ratio

Return relative to maximum drawdown

1.73

3.01

-1.28

Martin ratio

Return relative to average drawdown

8.23

12.38

-4.16

DGEFX vs. VIHAX - Sharpe Ratio Comparison

The current DGEFX Sharpe Ratio is 1.41, which is lower than the VIHAX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of DGEFX and VIHAX, 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


DGEFXVIHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

2.32

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.91

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.66

-0.04

Correlation

The correlation between DGEFX and VIHAX is 0.81, 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. VIHAX - Dividend Comparison

DGEFX's dividend yield for the trailing twelve months is around 8.56%, more than VIHAX's 3.62% yield.


TTM2025202420232022202120202019201820172016
DGEFX
Destinations Equity Income Fund
8.56%8.57%2.70%3.91%4.69%2.87%4.43%3.76%7.05%2.79%0.00%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.62%3.69%4.85%4.58%4.70%4.30%3.22%5.63%4.28%3.16%2.37%

Drawdowns

DGEFX vs. VIHAX - Drawdown Comparison

The maximum DGEFX drawdown since its inception was -36.34%, smaller than the maximum VIHAX drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for DGEFX and VIHAX.


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Drawdown Indicators


DGEFXVIHAXDifference

Max Drawdown

Largest peak-to-trough decline

-36.34%

-38.80%

+2.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.65%

-10.66%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-17.18%

-23.92%

+6.74%

Max Drawdown (10Y)

Largest decline over 10 years

-38.80%

Current Drawdown

Current decline from peak

-4.61%

-6.64%

+2.03%

Average Drawdown

Average peak-to-trough decline

-4.06%

-6.09%

+2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

2.59%

-0.26%

Volatility

DGEFX vs. VIHAX - Volatility Comparison

The current volatility for Destinations Equity Income Fund (DGEFX) is 3.94%, while Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a volatility of 6.16%. This indicates that DGEFX experiences smaller price fluctuations and is considered to be less risky than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGEFXVIHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

6.16%

-2.22%

Volatility (6M)

Calculated over the trailing 6-month period

6.97%

9.08%

-2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

14.19%

14.29%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.48%

13.69%

-1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.64%

15.92%

-1.28%