DIEFX vs. DLCFX

Last updated Apr 1, 2026

Compare and contrast key facts about Destinations International Equity Fund (DIEFX) and Destinations Large Cap Equity Fund (DLCFX).

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

Performance

DIEFX vs. DLCFX - Performance Comparison

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

DIEFX vs. DLCFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
DLCFX Destinations Large Cap Equity Fund	-8.01%	14.72%	20.72%	24.88%	-18.90%	20.57%	21.14%	28.72%	-6.04%	14.37%

Returns By Period

In the year-to-date period, DIEFX achieves a -1.08% return, which is significantly higher than DLCFX's -8.01% return.

DIEFX

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

DLCFX

• 1D: -0.13%
• 1M: -7.45%
• YTD: -8.01%
• 6M: -6.25%
• 1Y: 9.76%
• 3Y*: 14.26%
• 5Y*: 8.19%
• 10Y*: —

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

DIEFX vs. DLCFX - Expense Ratio Comparison

DIEFX has a 1.16% expense ratio, which is higher than DLCFX's 0.80% expense ratio.

DIEFX

Destinations International Equity Fund

DLCFX

Destinations Large Cap Equity Fund

Return for Risk

DIEFX vs. DLCFX — Risk / Return Rank

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

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

DLCFX

DLCFX Risk / Return Rank: 20
DLCFX Sharpe Ratio Rank: 16
DLCFX Sortino Ratio Rank: 19
DLCFX Omega Ratio Rank: 19
DLCFX Calmar Ratio Rank: 20
DLCFX Martin Ratio Rank: 24

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. DLCFX - Risk-Adjusted Trends Comparison

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

	DIEFX	DLCFX	Difference
Sharpe ratio Return per unit of total volatility	1.21	0.46	+0.74
Sortino ratio Return per unit of downside risk	1.73	0.84	+0.89
Omega ratio Gain probability vs. loss probability	1.25	1.12	+0.13
Calmar ratio Return relative to maximum drawdown	1.33	0.61	+0.71
Martin ratio Return relative to average drawdown	5.30	2.62	+2.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DIEFX vs. DLCFX - Sharpe Ratio Comparison

The current DIEFX Sharpe Ratio is 1.21, which is higher than the DLCFX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of DIEFX and DLCFX, 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

	DIEFX	DLCFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	0.46	+0.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.27	0.42	-0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.55	-0.09

Correlation

The correlation between DIEFX and DLCFX is 0.79, 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

DIEFX vs. DLCFX - Dividend Comparison

DIEFX's dividend yield for the trailing twelve months is around 10.24%, more than DLCFX's 7.89% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
DLCFX Destinations Large Cap Equity Fund	7.89%	7.26%	15.20%	4.70%	5.64%	17.51%	1.92%	1.79%	3.76%	0.67%

Drawdowns

DIEFX vs. DLCFX - Drawdown Comparison

The maximum DIEFX drawdown since its inception was -34.96%, roughly equal to the maximum DLCFX drawdown of -34.88%. Use the drawdown chart below to compare losses from any high point for DIEFX and DLCFX.

Drawdown Indicators

	DIEFX	DLCFX	Difference
Max Drawdown Largest peak-to-trough decline	-34.96%	-34.88%	-0.08%
Max Drawdown (1Y) Largest decline over 1 year	-11.71%	-11.97%	+0.26%
Max Drawdown (5Y) Largest decline over 5 years	-34.96%	-27.94%	-7.02%
Current Drawdown Current decline from peak	-11.71%	-9.83%	-1.88%
Average Drawdown Average peak-to-trough decline	-9.28%	-6.47%	-2.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.22%	3.16%	+0.06%

Volatility

DIEFX vs. DLCFX - Volatility Comparison

Destinations International Equity Fund (DIEFX) has a higher volatility of 6.57% compared to Destinations Large Cap Equity Fund (DLCFX) at 3.81%. This indicates that DIEFX's price experiences larger fluctuations and is considered to be riskier than DLCFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIEFX	DLCFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.57%	3.81%	+2.76%
Volatility (6M) Calculated over the trailing 6-month period	10.25%	8.54%	+1.71%
Volatility (1Y) Calculated over the trailing 1-year period	16.77%	19.05%	-2.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.32%	19.90%	-4.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.78%	20.31%	-4.53%