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DGFFX vs. OIBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGFFX vs. OIBAX - Performance Comparison

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

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DGFFX vs. OIBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGFFX
Destinations Global Fixed Income Opportunities Fund
0.68%5.84%8.04%7.82%-6.09%4.91%3.59%6.64%-0.35%3.57%
OIBAX
Invesco International Bond Fund
-6.43%16.00%1.58%7.41%-13.45%-10.24%8.25%9.44%-5.87%7.70%

Returns By Period

In the year-to-date period, DGFFX achieves a 0.68% return, which is significantly higher than OIBAX's -6.43% return.


DGFFX

1D
0.22%
1M
-0.66%
YTD
0.68%
6M
1.32%
1Y
5.76%
3Y*
7.00%
5Y*
3.50%
10Y*

OIBAX

1D
1.35%
1M
-6.82%
YTD
-6.43%
6M
-2.87%
1Y
4.81%
3Y*
5.23%
5Y*
-0.27%
10Y*
1.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGFFX vs. OIBAX - Expense Ratio Comparison

DGFFX has a 0.99% expense ratio, which is lower than OIBAX's 1.16% expense ratio.


Return for Risk

DGFFX vs. OIBAX — 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: 9494
Sharpe Ratio Rank
DGFFX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DGFFX Omega Ratio Rank: 9797
Omega Ratio Rank
DGFFX Calmar Ratio Rank: 6767
Calmar Ratio Rank
DGFFX Martin Ratio Rank: 7272
Martin Ratio Rank

OIBAX
OIBAX Risk / Return Rank: 1515
Overall Rank
OIBAX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
OIBAX Sortino Ratio Rank: 1414
Sortino Ratio Rank
OIBAX Omega Ratio Rank: 1515
Omega Ratio Rank
OIBAX Calmar Ratio Rank: 1414
Calmar Ratio Rank
OIBAX Martin Ratio Rank: 1818
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. OIBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Destinations Global Fixed Income Opportunities Fund (DGFFX) and Invesco International Bond Fund (OIBAX). 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.


DGFFXOIBAXDifference

Sharpe ratio

Return per unit of total volatility

2.22

0.53

+1.70

Sortino ratio

Return per unit of downside risk

2.69

0.75

+1.94

Omega ratio

Gain probability vs. loss probability

1.67

1.11

+0.56

Calmar ratio

Return relative to maximum drawdown

1.74

0.50

+1.24

Martin ratio

Return relative to average drawdown

7.61

2.26

+5.35

DGFFX vs. OIBAX - Sharpe Ratio Comparison

The current DGFFX Sharpe Ratio is 2.22, which is higher than the OIBAX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of DGFFX and OIBAX, 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


DGFFXOIBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

0.53

+1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.53

-0.03

+1.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

1.48

0.74

+0.74

Correlation

The correlation between DGFFX and OIBAX is 0.41, 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. OIBAX - Dividend Comparison

DGFFX's dividend yield for the trailing twelve months is around 6.20%, more than OIBAX's 2.75% yield.


TTM20252024202320222021202020192018201720162015
DGFFX
Destinations Global Fixed Income Opportunities Fund
6.20%5.52%6.81%4.95%3.37%4.14%4.22%4.18%3.79%2.94%0.00%0.00%
OIBAX
Invesco International Bond Fund
2.75%3.68%4.53%3.63%2.86%2.85%2.87%4.91%4.79%4.18%4.44%3.35%

Drawdowns

DGFFX vs. OIBAX - Drawdown Comparison

The maximum DGFFX drawdown since its inception was -12.69%, smaller than the maximum OIBAX drawdown of -32.33%. Use the drawdown chart below to compare losses from any high point for DGFFX and OIBAX.


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Drawdown Indicators


DGFFXOIBAXDifference

Max Drawdown

Largest peak-to-trough decline

-12.69%

-32.33%

+19.64%

Max Drawdown (1Y)

Largest decline over 1 year

-2.35%

-9.96%

+7.61%

Max Drawdown (5Y)

Largest decline over 5 years

-8.17%

-29.49%

+21.32%

Max Drawdown (10Y)

Largest decline over 10 years

-32.33%

Current Drawdown

Current decline from peak

-0.98%

-8.93%

+7.95%

Average Drawdown

Average peak-to-trough decline

-1.34%

-5.33%

+3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

2.19%

-1.42%

Volatility

DGFFX vs. OIBAX - Volatility Comparison

The current volatility for Destinations Global Fixed Income Opportunities Fund (DGFFX) is 0.78%, while Invesco International Bond Fund (OIBAX) has a volatility of 6.41%. This indicates that DGFFX experiences smaller price fluctuations and is considered to be less risky than OIBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGFFXOIBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

6.41%

-5.63%

Volatility (6M)

Calculated over the trailing 6-month period

1.43%

7.95%

-6.52%

Volatility (1Y)

Calculated over the trailing 1-year period

3.31%

10.64%

-7.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.38%

8.97%

-6.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.60%

8.48%

-5.88%