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DGFFX vs. DLDFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGFFX vs. DLDFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Destinations Global Fixed Income Opportunities Fund (DGFFX) and Destinations Low Duration Fixed Income Fund (DLDFX). The values are adjusted to include any dividend payments, if applicable.

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DGFFX vs. DLDFX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DGFFX
Destinations Global Fixed Income Opportunities Fund
0.46%5.84%8.04%7.82%-6.09%4.91%3.59%2.54%
DLDFX
Destinations Low Duration Fixed Income Fund
1.24%4.91%6.09%7.11%-2.59%5.41%1.52%1.16%

Returns By Period

In the year-to-date period, DGFFX achieves a 0.46% return, which is significantly lower than DLDFX's 1.24% return.


DGFFX

1D
-0.24%
1M
-1.19%
YTD
0.46%
6M
1.10%
1Y
5.64%
3Y*
6.92%
5Y*
3.47%
10Y*

DLDFX

1D
0.04%
1M
-0.28%
YTD
1.24%
6M
2.37%
1Y
5.86%
3Y*
5.82%
5Y*
3.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGFFX vs. DLDFX - Expense Ratio Comparison

DGFFX has a 0.99% expense ratio, which is higher than DLDFX's 0.93% expense ratio.


Return for Risk

DGFFX vs. DLDFX — Risk / Return Rank

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

DGFFX
DGFFX Risk / Return Rank: 8484
Overall Rank
DGFFX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DGFFX Sortino Ratio Rank: 8585
Sortino Ratio Rank
DGFFX Omega Ratio Rank: 9696
Omega Ratio Rank
DGFFX Calmar Ratio Rank: 7272
Calmar Ratio Rank
DGFFX Martin Ratio Rank: 7676
Martin Ratio Rank

DLDFX
DLDFX Risk / Return Rank: 9898
Overall Rank
DLDFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DLDFX Sortino Ratio Rank: 9898
Sortino Ratio Rank
DLDFX Omega Ratio Rank: 9898
Omega Ratio Rank
DLDFX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DLDFX Martin Ratio Rank: 9898
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.

DGFFX vs. DLDFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Destinations Global Fixed Income Opportunities Fund (DGFFX) and Destinations Low Duration Fixed Income Fund (DLDFX). 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.


DGFFXDLDFXDifference

Sharpe ratio

Return per unit of total volatility

1.89

3.11

-1.22

Sortino ratio

Return per unit of downside risk

2.28

5.29

-3.01

Omega ratio

Gain probability vs. loss probability

1.55

1.99

-0.45

Calmar ratio

Return relative to maximum drawdown

1.67

4.37

-2.70

Martin ratio

Return relative to average drawdown

7.34

22.98

-15.64

DGFFX vs. DLDFX - Sharpe Ratio Comparison

The current DGFFX Sharpe Ratio is 1.89, which is lower than the DLDFX Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of DGFFX and DLDFX, 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


DGFFXDLDFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

3.11

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.52

2.20

-0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

1.47

1.73

-0.27

Correlation

The correlation between DGFFX and DLDFX is 0.50, 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

DGFFX vs. DLDFX - Dividend Comparison

DGFFX's dividend yield for the trailing twelve months is around 6.21%, more than DLDFX's 5.50% yield.


TTM202520242023202220212020201920182017
DGFFX
Destinations Global Fixed Income Opportunities Fund
6.21%5.52%6.81%4.95%3.37%4.14%4.22%4.18%3.79%2.94%
DLDFX
Destinations Low Duration Fixed Income Fund
5.50%5.29%5.64%4.77%4.54%3.74%3.86%2.18%0.00%0.00%

Drawdowns

DGFFX vs. DLDFX - Drawdown Comparison

The maximum DGFFX drawdown since its inception was -12.69%, which is greater than DLDFX's maximum drawdown of -8.64%. Use the drawdown chart below to compare losses from any high point for DGFFX and DLDFX.


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Drawdown Indicators


DGFFXDLDFXDifference

Max Drawdown

Largest peak-to-trough decline

-12.69%

-8.64%

-4.05%

Max Drawdown (1Y)

Largest decline over 1 year

-2.35%

-1.08%

-1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-8.17%

-3.88%

-4.29%

Current Drawdown

Current decline from peak

-1.19%

-0.49%

-0.70%

Average Drawdown

Average peak-to-trough decline

-1.34%

-0.72%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.25%

+0.52%

Volatility

DGFFX vs. DLDFX - Volatility Comparison

Destinations Global Fixed Income Opportunities Fund (DGFFX) has a higher volatility of 0.75% compared to Destinations Low Duration Fixed Income Fund (DLDFX) at 0.47%. This indicates that DGFFX's price experiences larger fluctuations and is considered to be riskier than DLDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGFFXDLDFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

0.47%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

1.42%

1.28%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

3.31%

1.91%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.38%

1.79%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.60%

2.09%

+0.51%