DOMIX vs. DCINX
DOMIX (Domini Impact International Equity Fund) and DCINX (Dunham International Stock Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, DOMIX returned 8.24%/yr vs 12.22%/yr for DCINX. Their correlation of 0.91 means they have usually moved in the same direction. DOMIX charges 1.37%/yr vs 2.92%/yr for DCINX.
Performance
DOMIX vs. DCINX - Performance Comparison
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Returns By Period
In the year-to-date period, DOMIX achieves a 12.38% return, which is significantly lower than DCINX's 23.03% return. Over the past 10 years, DOMIX has underperformed DCINX with an annualized return of 8.24%, while DCINX has yielded a comparatively higher 12.22% annualized return.
DOMIX
- 1D
- 2.53%
- 1M
- 1.73%
- 6M
- 7.90%
- YTD
- 12.38%
- 1Y
- 25.17%
- 3Y*
- 18.92%
- 5Y*
- 8.98%
- 10Y*
- 8.24%
- ALL TIME*
- 4.11%
DCINX
- 1D
- 2.47%
- 1M
- 0.37%
- 6M
- 13.10%
- YTD
- 23.03%
- 1Y
- 44.20%
- 3Y*
- 26.01%
- 5Y*
- 13.91%
- 10Y*
- 12.22%
- ALL TIME*
- 6.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DOMIX vs. DCINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DOMIX Domini Impact International Equity Fund | 12.38% | 30.81% | 8.24% | 21.39% | -20.84% | 10.69% | 5.73% | 16.94% | -16.35% | 24.61% |
DCINX Dunham International Stock Fund | 23.03% | 46.37% | 7.65% | 15.98% | -14.67% | 9.70% | 19.86% | 18.14% | -14.27% | 24.40% |
Correlation
The correlation between DOMIX and DCINX is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2006 | 0.91 |
The correlation between DOMIX and DCINX has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.
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Return for Risk
DOMIX vs. DCINX — Risk / Return Rank
DOMIX
DCINX
DOMIX vs. DCINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Domini Impact International Equity Fund (DOMIX) and Dunham International Stock Fund (DCINX). 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.
| DOMIX | DCINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.42 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 3.57 | -1.48 |
| Martin ratioReturn relative to average drawdown | 8.11 | 13.03 | -4.92 |
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Drawdowns
DOMIX vs. DCINX - Drawdown Comparison
The maximum DOMIX drawdown since its inception was -66.21%, which is greater than DCINX's maximum drawdown of -61.79%. Use the drawdown chart below to compare losses from any high point for DOMIX and DCINX.
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Drawdown Indicators
| DOMIX | DCINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.21% | -61.79% | -4.42% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -11.91% | +0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -14.51% | -13.74% | -0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -33.83% | -31.18% | -2.65% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -37.28% | -3.03% |
Current DrawdownCurrent decline from peak | 0.00% | -3.21% | +3.21% |
Average DrawdownAverage peak-to-trough decline | -16.61% | -12.78% | -3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 3.26% | -0.25% |
Volatility
DOMIX vs. DCINX - Volatility Comparison
The current volatility for Domini Impact International Equity Fund (DOMIX) is 4.65%, while Dunham International Stock Fund (DCINX) has a volatility of 5.70%. This indicates that DOMIX experiences smaller price fluctuations and is considered to be less risky than DCINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOMIX | DCINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 5.70% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 13.91% | 15.99% | -2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 18.06% | -1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.27% | 15.84% | +0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 16.53% | -0.15% |
DOMIX vs. DCINX - Expense Ratio Comparison
DOMIX has a 1.37% expense ratio, which is lower than DCINX's 2.92% expense ratio.
Dividends
DOMIX vs. DCINX - Dividend Comparison
DOMIX's dividend yield for the trailing twelve months is around 1.80%, less than DCINX's 8.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCINX Dunham International Stock Fund | 8.90% | 10.95% | 13.87% | 3.45% | 3.53% | 15.49% | 1.36% | 1.54% | 6.92% | 3.92% | 0.00% | 0.00% |
DOMIX Domini Impact International Equity Fund | 1.80% | 1.94% | 3.00% | 2.00% | 1.92% | 1.17% | 0.50% | 2.77% | 5.14% | 2.52% | 1.88% | 3.19% |
Frequently Asked Questions
DOMIX and DCINX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCINX has higher volatility (5.70%) compared to DOMIX (4.65%). In terms of maximum drawdown, DOMIX dropped -66.21% vs DCINX's -61.79%.
DCINX currently has the higher Sharpe Ratio (2.36 vs 1.51), 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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