DMB vs. AFNIX

Last updated Jun 25, 2026

DMB (Dimensional Multi-Blend Fund) and AFNIX (AAM/Bahl & Gaynor Income Growth Fund Class I) are both Large Cap Blend Equities funds. At a 0.17 correlation, their price movements are largely independent. DMB charges 0.03%/yr vs 0.83%/yr for AFNIX.

Performance

DMB vs. AFNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Multi-Blend Fund (DMB) and AAM/Bahl & Gaynor Income Growth Fund Class I (AFNIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DMB

• 1D: 0.36%
• 1M: 2.41%
• YTD: 2.57%
• 6M: 4.76%
• 1Y: 14.49%
• 3Y*: 5.29%
• 5Y*: -1.45%
• 10Y*: 2.01%

AFNIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DMB vs. AFNIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DMB Dimensional Multi-Blend Fund	2.57%	10.69%	3.87%	2.42%	-23.23%	7.04%	0.75%	28.84%	-3.89%	11.52%
AFNIX AAM/Bahl & Gaynor Income Growth Fund Class I	1.74%	11.36%	16.23%	6.59%	-8.77%	25.23%	6.60%	25.71%	-1.98%	19.51%

Correlation

The correlation between DMB and AFNIX is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.26
Correlation (10Y) Calculated over the trailing 10-year period	0.20
Correlation (All Time) Calculated using the full available price history since Apr 26, 2013	0.17

The correlation between DMB and AFNIX shifts across timeframes, from 0.09 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

DMB vs. AFNIX — Risk / Return Rank

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

DMB

DMB Risk / Return Rank: 39
DMB Sharpe Ratio Rank: 40
DMB Sortino Ratio Rank: 45
DMB Omega Ratio Rank: 46
DMB Calmar Ratio Rank: 30
DMB Martin Ratio Rank: 33

AFNIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

DMB vs. AFNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Multi-Blend Fund (DMB) and AAM/Bahl & Gaynor Income Growth Fund Class I (AFNIX). 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.

	DMB	AFNIX	Difference
Sharpe ratio: Return per unit of total volatility	1.62	—	—
Sortino ratio: Return per unit of downside risk	2.44	—	—
Omega ratio: Gain probability vs. loss probability	1.32	—	—
Calmar ratio: Return relative to maximum drawdown	1.82	—	—
Martin ratio: Return relative to average drawdown	6.54	—	—

Drawdowns

Drawdown Indicators

	DMB	AFNIX	Difference
Max Drawdown Largest peak-to-trough decline	-40.15%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-8.00%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-22.06%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-40.15%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-40.15%	—	—
Current Drawdown Current decline from peak	-18.56%	—	—
Average Drawdown Average peak-to-trough decline	-14.30%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.22%	—	—

Volatility

Volatility by Period

	DMB	AFNIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.58%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.92%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.00%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.67%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.20%	—	—

DMB vs. AFNIX - Expense Ratio Comparison

DMB has a 0.03% expense ratio, which is lower than AFNIX's 0.83% expense ratio.

Dividends

DMB vs. AFNIX - Dividend Comparison

DMB's dividend yield for the trailing twelve months is around 4.58%, less than AFNIX's 31.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AFNIX AAM/Bahl & Gaynor Income Growth Fund Class I	31.18%	14.13%	6.88%	3.43%	4.61%	1.78%	1.75%	2.13%	2.04%	1.72%	1.79%	2.66%
DMB Dimensional Multi-Blend Fund	4.58%	3.93%	3.48%	4.46%	5.80%	4.42%	4.54%	4.36%	5.36%	4.89%	5.97%	6.06%

Frequently Asked Questions

Can I hold both DMB and AFNIX in my portfolio?

DMB and AFNIX have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.