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DIEFX vs. DGFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIEFX vs. DGFFX - Performance Comparison

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

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DIEFX vs. DGFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DGFFX
Destinations Global Fixed Income Opportunities Fund
0.46%5.84%8.04%7.82%-6.09%4.91%3.59%6.64%-0.35%3.57%

Returns By Period

In the year-to-date period, DIEFX achieves a -1.08% return, which is significantly lower than DGFFX's 0.46% return.


DIEFX

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

DGFFX

1D
-0.24%
1M
-1.19%
YTD
0.46%
6M
1.10%
1Y
5.64%
3Y*
6.92%
5Y*
3.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DIEFX vs. DGFFX - Expense Ratio Comparison

DIEFX has a 1.16% expense ratio, which is higher than DGFFX's 0.99% expense ratio.


Return for Risk

DIEFX vs. DGFFX — Risk / Return Rank

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

DIEFX
DIEFX Risk / Return Rank: 6262
Overall Rank
DIEFX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DIEFX Sortino Ratio Rank: 6868
Sortino Ratio Rank
DIEFX Omega Ratio Rank: 6666
Omega Ratio Rank
DIEFX Calmar Ratio Rank: 5555
Calmar Ratio Rank
DIEFX Martin Ratio Rank: 5454
Martin Ratio Rank

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
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.

DIEFX vs. DGFFX - Risk-Adjusted Trends Comparison

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


DIEFXDGFFXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.89

-0.69

Sortino ratio

Return per unit of downside risk

1.73

2.28

-0.55

Omega ratio

Gain probability vs. loss probability

1.25

1.55

-0.29

Calmar ratio

Return relative to maximum drawdown

1.33

1.67

-0.34

Martin ratio

Return relative to average drawdown

5.30

7.34

-2.04

DIEFX vs. DGFFX - Sharpe Ratio Comparison

The current DIEFX Sharpe Ratio is 1.21, which is lower than the DGFFX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of DIEFX and DGFFX, 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


DIEFXDGFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.89

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

1.52

-1.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.47

-1.00

Correlation

The correlation between DIEFX and DGFFX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DIEFX vs. DGFFX - Dividend Comparison

DIEFX's dividend yield for the trailing twelve months is around 10.24%, more than DGFFX's 6.21% yield.


TTM202520242023202220212020201920182017
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%
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%

Drawdowns

DIEFX vs. DGFFX - Drawdown Comparison

The maximum DIEFX drawdown since its inception was -34.96%, which is greater than DGFFX's maximum drawdown of -12.69%. Use the drawdown chart below to compare losses from any high point for DIEFX and DGFFX.


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Drawdown Indicators


DIEFXDGFFXDifference

Max Drawdown

Largest peak-to-trough decline

-34.96%

-12.69%

-22.27%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

-2.35%

-9.36%

Max Drawdown (5Y)

Largest decline over 5 years

-34.96%

-8.17%

-26.79%

Current Drawdown

Current decline from peak

-11.71%

-1.19%

-10.52%

Average Drawdown

Average peak-to-trough decline

-9.28%

-1.34%

-7.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

0.77%

+2.45%

Volatility

DIEFX vs. DGFFX - Volatility Comparison

Destinations International Equity Fund (DIEFX) has a higher volatility of 6.57% compared to Destinations Global Fixed Income Opportunities Fund (DGFFX) at 0.75%. This indicates that DIEFX's price experiences larger fluctuations and is considered to be riskier than DGFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIEFXDGFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.57%

0.75%

+5.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.25%

1.42%

+8.83%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

3.31%

+13.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

2.38%

+12.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

2.60%

+13.18%