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DMSFX vs. DGFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DMSFX vs. DGFFX - Performance Comparison

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

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DMSFX vs. DGFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DMSFX
Destinations Multi Strategy Alternatives Fund
-1.62%3.65%6.40%12.82%-3.45%5.22%10.01%8.93%-4.99%2.93%
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, DMSFX achieves a -1.62% return, which is significantly lower than DGFFX's 0.46% return.


DMSFX

1D
-0.07%
1M
-1.14%
YTD
-1.62%
6M
0.20%
1Y
3.38%
3Y*
5.98%
5Y*
4.00%
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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DMSFX vs. DGFFX - Expense Ratio Comparison

DMSFX has a 1.15% expense ratio, which is higher than DGFFX's 0.99% expense ratio.


Return for Risk

DMSFX vs. DGFFX — Risk / Return Rank

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

DMSFX
DMSFX Risk / Return Rank: 2222
Overall Rank
DMSFX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
DMSFX Sortino Ratio Rank: 1818
Sortino Ratio Rank
DMSFX Omega Ratio Rank: 2424
Omega Ratio Rank
DMSFX Calmar Ratio Rank: 2222
Calmar Ratio Rank
DMSFX Martin Ratio Rank: 2525
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.

DMSFX vs. DGFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Destinations Multi Strategy Alternatives Fund (DMSFX) 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.


DMSFXDGFFXDifference

Sharpe ratio

Return per unit of total volatility

0.56

1.89

-1.33

Sortino ratio

Return per unit of downside risk

0.79

2.28

-1.49

Omega ratio

Gain probability vs. loss probability

1.14

1.55

-0.41

Calmar ratio

Return relative to maximum drawdown

0.65

1.67

-1.02

Martin ratio

Return relative to average drawdown

2.75

7.34

-4.59

DMSFX vs. DGFFX - Sharpe Ratio Comparison

The current DMSFX Sharpe Ratio is 0.56, which is lower than the DGFFX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of DMSFX 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


DMSFXDGFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

1.89

-1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

1.52

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

1.47

-0.62

Correlation

The correlation between DMSFX and DGFFX is 0.36, 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

DMSFX vs. DGFFX - Dividend Comparison

DMSFX's dividend yield for the trailing twelve months is around 3.81%, less than DGFFX's 6.21% yield.


TTM202520242023202220212020201920182017
DMSFX
Destinations Multi Strategy Alternatives Fund
3.81%3.42%6.41%6.62%3.05%4.68%1.48%4.64%4.31%2.00%
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

DMSFX vs. DGFFX - Drawdown Comparison

The maximum DMSFX drawdown since its inception was -21.11%, which is greater than DGFFX's maximum drawdown of -12.69%. Use the drawdown chart below to compare losses from any high point for DMSFX and DGFFX.


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Drawdown Indicators


DMSFXDGFFXDifference

Max Drawdown

Largest peak-to-trough decline

-21.11%

-12.69%

-8.42%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-2.35%

-0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-6.84%

-8.17%

+1.33%

Current Drawdown

Current decline from peak

-2.47%

-1.19%

-1.28%

Average Drawdown

Average peak-to-trough decline

-1.61%

-1.34%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.77%

+0.20%

Volatility

DMSFX vs. DGFFX - Volatility Comparison

The current volatility for Destinations Multi Strategy Alternatives Fund (DMSFX) is 0.67%, while Destinations Global Fixed Income Opportunities Fund (DGFFX) has a volatility of 0.75%. This indicates that DMSFX experiences smaller price fluctuations and is considered to be less risky 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


DMSFXDGFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

0.75%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.80%

1.42%

+0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

5.10%

3.31%

+1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.72%

2.38%

+1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.07%

2.60%

+2.47%