DMA vs. SCD
DMA (Dimensional Managed Account Fund) and SCD (LMP Capital and Income Fund Inc.) are both Diversified Portfolio funds. Over the past 3 years, DMA returned 22.10%/yr vs 19.49%/yr for SCD. At a 0.23 correlation, their price movements are largely independent.
Performance
DMA vs. SCD - Performance Comparison
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Returns By Period
In the year-to-date period, DMA achieves a -10.88% return, which is significantly lower than SCD's 9.20% return.
DMA
- 1D
- -0.64%
- 1M
- 5.07%
- YTD
- -10.88%
- 6M
- -11.28%
- 1Y
- -1.92%
- 3Y*
- 22.10%
- 5Y*
- —
- 10Y*
- —
SCD
- 1D
- -0.39%
- 1M
- 1.30%
- YTD
- 9.20%
- 6M
- 9.57%
- 1Y
- 10.89%
- 3Y*
- 19.49%
- 5Y*
- 12.26%
- 10Y*
- 12.96%
DMA vs. SCD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DMA Dimensional Managed Account Fund | -10.88% | 16.89% | 41.06% | -3.81% | -37.55% |
SCD LMP Capital and Income Fund Inc. | 9.20% | -3.80% | 33.95% | 28.09% | -8.96% |
Correlation
The correlation between DMA and SCD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2022 | 0.23 |
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Return for Risk
DMA vs. SCD — Risk / Return Rank
DMA
SCD
DMA vs. SCD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Managed Account Fund (DMA) and LMP Capital and Income Fund Inc. (SCD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DMA | SCD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.16 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 1.06 | -1.16 |
| Martin ratioReturn relative to average drawdown | -0.29 | 2.78 | -3.07 |
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Drawdowns
DMA vs. SCD - Drawdown Comparison
The maximum DMA drawdown since its inception was -53.24%, smaller than the maximum SCD drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for DMA and SCD.
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Drawdown Indicators
| DMA | SCD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.24% | -62.40% | +9.16% |
Max Drawdown (1Y)Largest decline over 1 year | -18.34% | -10.36% | -7.98% |
Max Drawdown (3Y)Largest decline over 3 years | -18.34% | -21.81% | +3.47% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.41% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.76% | — |
Current DrawdownCurrent decline from peak | -12.47% | -0.89% | -11.58% |
Average DrawdownAverage peak-to-trough decline | -25.67% | -10.03% | -15.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.56% | 3.93% | +2.63% |
Volatility
DMA vs. SCD - Volatility Comparison
Dimensional Managed Account Fund (DMA) has a higher volatility of 8.23% compared to LMP Capital and Income Fund Inc. (SCD) at 2.57%. This indicates that DMA's price experiences larger fluctuations and is considered to be riskier than SCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DMA | SCD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.23% | 2.57% | +5.66% |
Volatility (6M)Calculated over the trailing 6-month period | 13.45% | 8.68% | +4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.21% | 12.06% | +3.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.24% | 19.72% | +7.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.24% | 23.33% | +3.91% |
Dividends
DMA vs. SCD - Dividend Comparison
DMA's dividend yield for the trailing twelve months is around 16.60%, more than SCD's 9.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMA Dimensional Managed Account Fund | 16.60% | 9.42% | 3.83% | 5.22% | 10.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCD LMP Capital and Income Fund Inc. | 9.33% | 9.55% | 7.88% | 8.56% | 12.96% | 10.26% | 10.21% | 7.98% | 11.61% | 8.89% | 9.33% | 9.05% |
Frequently Asked Questions
DMA and SCD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DMA has higher volatility (8.23%) compared to SCD (2.57%). In terms of maximum drawdown, DMA dropped -53.24% vs SCD's -62.40%.
SCD currently has the higher Sharpe Ratio (0.91 vs -0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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