DNAVX vs. OTRFX
Compare and contrast key facts about Dunham Dynamic Macro Fund (DNAVX) and OnTrack Core Fund (OTRFX).
DNAVX is managed by Dunham. It was launched on Apr 28, 2010. OTRFX is managed by Advisors Preferred. It was launched on Jan 14, 2013.
Performance
DNAVX vs. OTRFX - Performance Comparison
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DNAVX vs. OTRFX - 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% |
OTRFX OnTrack Core Fund | 3.15% | 6.12% | -0.12% | 5.37% | -5.82% | 3.94% | 29.03% | 6.86% | -4.70% | 6.49% |
Returns By Period
In the year-to-date period, DNAVX achieves a 2.75% return, which is significantly lower than OTRFX's 3.15% return. Over the past 10 years, DNAVX has underperformed OTRFX with an annualized return of 3.98%, while OTRFX has yielded a comparatively higher 5.68% 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%
OTRFX
- 1D
- 0.02%
- 1M
- -2.38%
- YTD
- 3.15%
- 6M
- 5.25%
- 1Y
- 9.52%
- 3Y*
- 5.34%
- 5Y*
- 1.88%
- 10Y*
- 5.68%
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DNAVX vs. OTRFX - Expense Ratio Comparison
DNAVX has a 1.88% expense ratio, which is lower than OTRFX's 2.58% expense ratio.
Return for Risk
DNAVX vs. OTRFX — Risk / Return Rank
DNAVX
OTRFX
DNAVX vs. OTRFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dunham Dynamic Macro Fund (DNAVX) and OnTrack Core Fund (OTRFX). 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 | OTRFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.77 | 2.17 | -0.40 |
Sortino ratioReturn per unit of downside risk | 2.61 | 2.94 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.50 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 3.71 | 3.07 | +0.64 |
Martin ratioReturn relative to average drawdown | 15.58 | 8.74 | +6.84 |
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 | OTRFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 2.17 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.62 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 1.55 | -1.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 1.24 | -0.90 |
Correlation
The correlation between DNAVX and OTRFX 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
DNAVX vs. OTRFX - Dividend Comparison
DNAVX's dividend yield for the trailing twelve months is around 11.25%, less than OTRFX's 12.64% 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% |
OTRFX OnTrack Core Fund | 12.64% | 13.04% | 8.01% | 0.14% | 1.39% | 7.10% | 2.36% | 1.38% | 7.15% | 2.69% | 7.05% | 6.15% |
Drawdowns
DNAVX vs. OTRFX - Drawdown Comparison
The maximum DNAVX drawdown since its inception was -17.73%, which is greater than OTRFX's maximum drawdown of -9.73%. Use the drawdown chart below to compare losses from any high point for DNAVX and OTRFX.
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Drawdown Indicators
| DNAVX | OTRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.73% | -9.73% | -8.00% |
Max Drawdown (1Y)Largest decline over 1 year | -2.13% | -3.02% | +0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -17.12% | -9.51% | -7.61% |
Max Drawdown (10Y)Largest decline over 10 years | -17.73% | -9.51% | -8.22% |
Current DrawdownCurrent decline from peak | -1.28% | -2.89% | +1.61% |
Average DrawdownAverage peak-to-trough decline | -3.91% | -2.98% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.51% | 1.06% | -0.55% |
Volatility
DNAVX vs. OTRFX - Volatility Comparison
Dunham Dynamic Macro Fund (DNAVX) has a higher volatility of 2.28% compared to OnTrack Core Fund (OTRFX) at 1.79%. This indicates that DNAVX's price experiences larger fluctuations and is considered to be riskier than OTRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DNAVX | OTRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.28% | 1.79% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 3.25% | 3.90% | -0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.40% | 4.34% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.68% | 3.06% | +5.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.46% | 3.68% | +4.78% |