DLCFX vs. DIEFX
Compare and contrast key facts about Destinations Large Cap Equity Fund (DLCFX) and Destinations International Equity Fund (DIEFX).
DLCFX is managed by Destinations Funds. It was launched on Mar 20, 2017. DIEFX is managed by Destinations Funds. It was launched on Mar 19, 2017.
Performance
DLCFX vs. DIEFX - Performance Comparison
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DLCFX vs. DIEFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Returns By Period
In the year-to-date period, DLCFX achieves a -8.01% return, which is significantly lower than DIEFX's -1.08% return.
DLCFX
- 1D
- -0.13%
- 1M
- -7.45%
- YTD
- -8.01%
- 6M
- -6.25%
- 1Y
- 9.76%
- 3Y*
- 14.26%
- 5Y*
- 8.19%
- 10Y*
- —
DIEFX
- 1D
- -0.14%
- 1M
- -11.66%
- YTD
- -1.08%
- 6M
- 2.68%
- 1Y
- 21.54%
- 3Y*
- 12.48%
- 5Y*
- 4.06%
- 10Y*
- —
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DLCFX vs. DIEFX - Expense Ratio Comparison
DLCFX has a 0.80% expense ratio, which is lower than DIEFX's 1.16% expense ratio.
Return for Risk
DLCFX vs. DIEFX — Risk / Return Rank
DLCFX
DIEFX
DLCFX vs. DIEFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Destinations Large Cap Equity Fund (DLCFX) and Destinations International Equity Fund (DIEFX). 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.
| DLCFX | DIEFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 1.21 | -0.74 |
Sortino ratioReturn per unit of downside risk | 0.84 | 1.73 | -0.89 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.25 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 1.33 | -0.71 |
Martin ratioReturn relative to average drawdown | 2.62 | 5.30 | -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. | |||
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Sharpe Ratios by Period
| DLCFX | DIEFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 1.21 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.27 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.47 | +0.09 |
Correlation
The correlation between DLCFX and DIEFX 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
DLCFX vs. DIEFX - Dividend Comparison
DLCFX's dividend yield for the trailing twelve months is around 7.89%, less than DIEFX's 10.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
DLCFX vs. DIEFX - Drawdown Comparison
The maximum DLCFX drawdown since its inception was -34.88%, roughly equal to the maximum DIEFX drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for DLCFX and DIEFX.
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Drawdown Indicators
| DLCFX | DIEFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.88% | -34.96% | +0.08% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -11.71% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -27.94% | -34.96% | +7.02% |
Current DrawdownCurrent decline from peak | -9.83% | -11.71% | +1.88% |
Average DrawdownAverage peak-to-trough decline | -6.47% | -9.28% | +2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 3.22% | -0.06% |
Volatility
DLCFX vs. DIEFX - Volatility Comparison
The current volatility for Destinations Large Cap Equity Fund (DLCFX) is 3.81%, while Destinations International Equity Fund (DIEFX) has a volatility of 6.57%. This indicates that DLCFX experiences smaller price fluctuations and is considered to be less risky than DIEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DLCFX | DIEFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 6.57% | -2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 8.54% | 10.25% | -1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.05% | 16.77% | +2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 15.32% | +4.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.31% | 15.78% | +4.53% |