FARYX vs. DNAVX
Compare and contrast key facts about Fulcrum Diversified Absolute Return Fund (FARYX) and Dunham Dynamic Macro Fund (DNAVX).
FARYX is managed by Fulcrum. It was launched on Jul 30, 2015. DNAVX is managed by Dunham. It was launched on Apr 28, 2010.
Performance
FARYX vs. DNAVX - Performance Comparison
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FARYX vs. DNAVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FARYX Fulcrum Diversified Absolute Return Fund | 6.28% | 13.34% | 7.19% | 0.79% | 2.19% | 4.30% | 9.81% | 7.62% | -1.91% | 1.90% |
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% |
Returns By Period
In the year-to-date period, FARYX achieves a 6.28% return, which is significantly higher than DNAVX's 2.75% return. Over the past 10 years, FARYX has outperformed DNAVX with an annualized return of 5.29%, while DNAVX has yielded a comparatively lower 3.98% annualized return.
FARYX
- 1D
- 0.48%
- 1M
- -1.96%
- YTD
- 6.28%
- 6M
- 9.76%
- 1Y
- 20.33%
- 3Y*
- 9.91%
- 5Y*
- 5.92%
- 10Y*
- 5.29%
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%
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FARYX vs. DNAVX - Expense Ratio Comparison
FARYX has a 1.04% expense ratio, which is lower than DNAVX's 1.88% expense ratio.
Return for Risk
FARYX vs. DNAVX — Risk / Return Rank
FARYX
DNAVX
FARYX vs. DNAVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fulcrum Diversified Absolute Return Fund (FARYX) and Dunham Dynamic Macro Fund (DNAVX). 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.
| FARYX | DNAVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.64 | 1.77 | +0.87 |
Sortino ratioReturn per unit of downside risk | 3.76 | 2.61 | +1.15 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.37 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 6.55 | 3.71 | +2.84 |
Martin ratioReturn relative to average drawdown | 22.31 | 15.58 | +6.73 |
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
| FARYX | DNAVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.64 | 1.77 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.59 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | 0.47 | +0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.33 | +0.54 |
Correlation
The correlation between FARYX and DNAVX is 0.53, 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
FARYX vs. DNAVX - Dividend Comparison
FARYX's dividend yield for the trailing twelve months is around 6.76%, less than DNAVX's 11.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FARYX Fulcrum Diversified Absolute Return Fund | 6.76% | 7.18% | 4.39% | 0.89% | 1.28% | 8.96% | 7.79% | 0.63% | 8.88% | 3.39% | 0.40% |
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% |
Drawdowns
FARYX vs. DNAVX - Drawdown Comparison
The maximum FARYX drawdown since its inception was -7.41%, smaller than the maximum DNAVX drawdown of -17.73%. Use the drawdown chart below to compare losses from any high point for FARYX and DNAVX.
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Drawdown Indicators
| FARYX | DNAVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.41% | -17.73% | +10.32% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -2.13% | -1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -6.87% | -17.12% | +10.25% |
Max Drawdown (10Y)Largest decline over 10 years | -7.41% | -17.73% | +10.32% |
Current DrawdownCurrent decline from peak | -2.24% | -1.28% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -1.85% | -3.91% | +2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 0.51% | +0.45% |
Volatility
FARYX vs. DNAVX - Volatility Comparison
Fulcrum Diversified Absolute Return Fund (FARYX) has a higher volatility of 2.75% compared to Dunham Dynamic Macro Fund (DNAVX) at 2.28%. This indicates that FARYX's price experiences larger fluctuations and is considered to be riskier than DNAVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FARYX | DNAVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 2.28% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 6.47% | 3.25% | +3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.90% | 4.40% | +3.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.30% | 8.68% | -2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.75% | 8.46% | -2.71% |