FNGZX vs. DCINX
FNGZX (Franklin International Growth Fund) and DCINX (Dunham International Stock Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, FNGZX returned 6.09%/yr vs 12.23%/yr for DCINX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. FNGZX charges 0.86%/yr vs 2.92%/yr for DCINX.
Performance
FNGZX vs. DCINX - Performance Comparison
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Returns By Period
In the year-to-date period, FNGZX achieves a -2.00% return, which is significantly lower than DCINX's 22.83% return. Over the past 10 years, FNGZX has underperformed DCINX with an annualized return of 6.09%, while DCINX has yielded a comparatively higher 12.23% annualized return.
FNGZX
- 1D
- -1.04%
- 1M
- -2.62%
- 6M
- -3.93%
- YTD
- -2.00%
- 1Y
- -2.49%
- 3Y*
- 3.32%
- 5Y*
- -4.10%
- 10Y*
- 6.09%
- ALL TIME*
- 4.16%
DCINX
- 1D
- -0.17%
- 1M
- 0.21%
- 6M
- 13.44%
- YTD
- 22.83%
- 1Y
- 43.96%
- 3Y*
- 26.39%
- 5Y*
- 13.87%
- 10Y*
- 12.23%
- ALL TIME*
- 6.64%
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 |
FNGZX vs. DCINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNGZX Franklin International Growth Fund | -2.00% | 10.54% | 0.66% | 15.24% | -31.87% | 0.45% | 32.90% | 37.18% | -14.30% | 36.28% |
DCINX Dunham International Stock Fund | 22.83% | 46.37% | 7.65% | 15.98% | -14.67% | 9.70% | 19.86% | 18.14% | -14.27% | 24.40% |
Correlation
The correlation between FNGZX and DCINX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2008 | 0.79 |
The correlation between FNGZX and DCINX has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.
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Return for Risk
FNGZX vs. DCINX — Risk / Return Rank
FNGZX
DCINX
FNGZX vs. DCINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin International Growth Fund (FNGZX) 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.
| FNGZX | DCINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.58 | ||
| Sortino ratioReturn per unit of downside risk | -3.24 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.43 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 3.64 | -3.83 |
| Martin ratioReturn relative to average drawdown | -0.49 | 13.25 | -13.75 |
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Drawdowns
FNGZX vs. DCINX - Drawdown Comparison
The maximum FNGZX drawdown since its inception was -53.35%, smaller than the maximum DCINX drawdown of -61.79%. Use the drawdown chart below to compare losses from any high point for FNGZX and DCINX.
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Drawdown Indicators
| FNGZX | DCINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.35% | -61.79% | +8.44% |
Max Drawdown (1Y)Largest decline over 1 year | -17.29% | -11.91% | -5.38% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -13.74% | -6.44% |
Max Drawdown (5Y)Largest decline over 5 years | -47.63% | -31.18% | -16.45% |
Max Drawdown (10Y)Largest decline over 10 years | -47.63% | -37.28% | -10.35% |
Current DrawdownCurrent decline from peak | -22.67% | -3.37% | -19.30% |
Average DrawdownAverage peak-to-trough decline | -14.23% | -12.77% | -1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.46% | 3.27% | +3.19% |
Volatility
FNGZX vs. DCINX - Volatility Comparison
The current volatility for Franklin International Growth Fund (FNGZX) is 4.89%, while Dunham International Stock Fund (DCINX) has a volatility of 5.44%. This indicates that FNGZX 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
| FNGZX | DCINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 5.44% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 15.99% | -1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.19% | 18.04% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 15.83% | +5.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 16.53% | +3.57% |
FNGZX vs. DCINX - Expense Ratio Comparison
FNGZX has a 0.86% expense ratio, which is lower than DCINX's 2.92% expense ratio.
Dividends
FNGZX vs. DCINX - Dividend Comparison
FNGZX's dividend yield for the trailing twelve months is around 3.44%, less than DCINX's 8.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCINX Dunham International Stock Fund | 8.91% | 10.95% | 13.87% | 3.45% | 3.53% | 15.49% | 1.36% | 1.54% | 6.92% | 3.92% | 0.00% | 0.00% |
FNGZX Franklin International Growth Fund | 3.44% | 3.37% | 2.07% | 0.00% | 1.74% | 1.11% | 2.23% | 0.30% | 2.04% | 1.31% | 0.90% | 0.36% |
Frequently Asked Questions
FNGZX and DCINX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCINX has higher volatility (5.44%) compared to FNGZX (4.89%). In terms of maximum drawdown, FNGZX dropped -53.35% vs DCINX's -61.79%.
DCINX currently has the higher Sharpe Ratio (2.41 vs -0.18), 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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