DNAVX vs. DCDGX
Compare and contrast key facts about Dunham Dynamic Macro Fund (DNAVX) and Dunham Small Cap Growth Fund (DCDGX).
DNAVX is managed by Dunham. It was launched on Apr 28, 2010. DCDGX is managed by Dunham. It was launched on Dec 10, 2004.
Performance
DNAVX vs. DCDGX - Performance Comparison
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DNAVX vs. DCDGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DNAVX Dunham Dynamic Macro Fund | 2.75% | 5.12% | 6.13% | 18.70% | -14.02% | 9.29% | 1.63% | 13.99% | -8.44% | 8.09% |
DCDGX Dunham Small Cap Growth Fund | -4.35% | 11.14% | 13.01% | 20.48% | -33.69% | 4.19% | 67.17% | 23.96% | -4.54% | 28.81% |
Returns By Period
In the year-to-date period, DNAVX achieves a 2.75% return, which is significantly higher than DCDGX's -4.35% return. Over the past 10 years, DNAVX has underperformed DCDGX with an annualized return of 3.98%, while DCDGX has yielded a comparatively higher 10.93% annualized return.
DNAVX
- 1D
- 0.43%
- 1M
- -1.28%
- YTD
- 2.75%
- 6M
- 2.68%
- 1Y
- 7.38%
- 3Y*
- 9.67%
- 5Y*
- 5.06%
- 10Y*
- 3.98%
DCDGX
- 1D
- -2.38%
- 1M
- -11.88%
- YTD
- -4.35%
- 6M
- -1.25%
- 1Y
- 22.22%
- 3Y*
- 9.67%
- 5Y*
- -0.81%
- 10Y*
- 10.93%
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DNAVX vs. DCDGX - Expense Ratio Comparison
DNAVX has a 1.88% expense ratio, which is lower than DCDGX's 2.83% expense ratio.
Return for Risk
DNAVX vs. DCDGX — Risk / Return Rank
DNAVX
DCDGX
DNAVX vs. DCDGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dunham Dynamic Macro Fund (DNAVX) and Dunham Small Cap Growth Fund (DCDGX). 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.
| DNAVX | DCDGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.77 | 0.83 | +0.94 |
Sortino ratioReturn per unit of downside risk | 2.61 | 1.30 | +1.31 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.17 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 3.71 | 1.32 | +2.39 |
Martin ratioReturn relative to average drawdown | 15.58 | 4.92 | +10.66 |
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
| DNAVX | DCDGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 0.83 | +0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | -0.03 | +0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.45 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.29 | +0.04 |
Correlation
The correlation between DNAVX and DCDGX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DNAVX vs. DCDGX - Dividend Comparison
DNAVX's dividend yield for the trailing twelve months is around 11.25%, more than DCDGX's 7.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DNAVX Dunham Dynamic Macro Fund | 11.25% | 11.56% | 0.00% | 3.41% | 0.00% | 0.00% | 0.75% | 0.00% | 2.42% | 0.00% | 0.00% | 0.00% |
DCDGX Dunham Small Cap Growth Fund | 7.05% | 6.74% | 0.00% | 0.00% | 0.00% | 29.30% | 22.33% | 2.06% | 38.51% | 20.51% | 0.00% | 11.22% |
Drawdowns
DNAVX vs. DCDGX - Drawdown Comparison
The maximum DNAVX drawdown since its inception was -17.73%, smaller than the maximum DCDGX drawdown of -56.02%. Use the drawdown chart below to compare losses from any high point for DNAVX and DCDGX.
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Drawdown Indicators
| DNAVX | DCDGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.73% | -56.02% | +38.29% |
Max Drawdown (1Y)Largest decline over 1 year | -2.13% | -13.76% | +11.63% |
Max Drawdown (5Y)Largest decline over 5 years | -17.12% | -48.05% | +30.93% |
Max Drawdown (10Y)Largest decline over 10 years | -17.73% | -48.05% | +30.32% |
Current DrawdownCurrent decline from peak | -1.28% | -16.06% | +14.78% |
Average DrawdownAverage peak-to-trough decline | -3.91% | -15.03% | +11.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.51% | 3.71% | -3.20% |
Volatility
DNAVX vs. DCDGX - Volatility Comparison
The current volatility for Dunham Dynamic Macro Fund (DNAVX) is 2.28%, while Dunham Small Cap Growth Fund (DCDGX) has a volatility of 8.76%. This indicates that DNAVX experiences smaller price fluctuations and is considered to be less risky than DCDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DNAVX | DCDGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.28% | 8.76% | -6.48% |
Volatility (6M)Calculated over the trailing 6-month period | 3.25% | 16.41% | -13.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.40% | 25.76% | -21.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.68% | 25.64% | -16.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.46% | 24.65% | -16.19% |