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LASYX vs. DCAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LASYX vs. DCAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Strategic Alpha Fund (LASYX) and Dunham Long/Short Credit Fund (DCAIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LASYX achieves a -0.30% return, which is significantly lower than DCAIX's 1.12% return. Both investments have delivered pretty close results over the past 10 years, with LASYX having a 3.80% annualized return and DCAIX not far behind at 3.62%.


LASYX

1D
0.00%
1M
0.31%
YTD
-0.30%
6M
-0.10%
1Y
3.51%
3Y*
7.14%
5Y*
2.85%
10Y*
3.80%

DCAIX

1D
-0.12%
1M
0.13%
YTD
1.12%
6M
1.18%
1Y
2.44%
3Y*
3.26%
5Y*
1.05%
10Y*
3.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LASYX vs. DCAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LASYX
Loomis Sayles Strategic Alpha Fund
-0.30%7.44%8.29%7.89%-7.97%1.33%10.19%3.96%0.53%3.38%
DCAIX
Dunham Long/Short Credit Fund
1.12%2.47%3.78%0.60%-2.64%1.47%4.11%5.81%4.17%10.40%

Correlation

The correlation between LASYX and DCAIX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2010

0.19

The correlation between LASYX and DCAIX shifts across timeframes, from -0.05 (3 years) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LASYX vs. DCAIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LASYX
LASYX Risk / Return Rank: 2626
Overall Rank
LASYX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
LASYX Sortino Ratio Rank: 1919
Sortino Ratio Rank
LASYX Omega Ratio Rank: 5151
Omega Ratio Rank
LASYX Calmar Ratio Rank: 1818
Calmar Ratio Rank
LASYX Martin Ratio Rank: 1717
Martin Ratio Rank

DCAIX
DCAIX Risk / Return Rank: 9393
Overall Rank
DCAIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DCAIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
DCAIX Omega Ratio Rank: 9797
Omega Ratio Rank
DCAIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
DCAIX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LASYX vs. DCAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Strategic Alpha Fund (LASYX) and Dunham Long/Short Credit Fund (DCAIX). 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.


LASYXDCAIXDifference
Sharpe ratioReturn per unit of total volatility

-1.15

Sortino ratioReturn per unit of downside risk

-2.50

Omega ratioGain probability vs. loss probability

1.36

1.86

-0.50

Calmar ratioReturn relative to maximum drawdown

1.45

6.88

-5.43

Martin ratioReturn relative to average drawdown

4.13

21.14

-17.01

LASYX vs. DCAIX - Sharpe Ratio Comparison

The current LASYX Sharpe Ratio is 1.40, which is lower than the DCAIX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of LASYX and DCAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LASYX vs. DCAIX - Drawdown Comparison

The maximum LASYX drawdown since its inception was -11.24%, smaller than the maximum DCAIX drawdown of -46.34%. Use the drawdown chart below to compare losses from any high point for LASYX and DCAIX.


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Drawdown Indicators


LASYXDCAIXDifference

Max Drawdown

Largest peak-to-trough decline

-11.24%

-46.34%

+35.10%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-0.37%

-2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-2.90%

-0.85%

-2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-11.24%

-5.45%

-5.79%

Max Drawdown (10Y)

Largest decline over 10 years

-11.24%

-6.53%

-4.71%

Current Drawdown

Current decline from peak

-1.50%

-0.12%

-1.38%

Average Drawdown

Average peak-to-trough decline

-1.85%

-5.96%

+4.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.12%

+0.81%

Volatility

LASYX vs. DCAIX - Volatility Comparison

Loomis Sayles Strategic Alpha Fund (LASYX) has a higher volatility of 0.77% compared to Dunham Long/Short Credit Fund (DCAIX) at 0.35%. This indicates that LASYX's price experiences larger fluctuations and is considered to be riskier than DCAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LASYXDCAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

0.35%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

2.32%

0.69%

+1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

3.01%

1.01%

+2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.34%

1.57%

+1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.30%

3.94%

-0.64%

LASYX vs. DCAIX - Expense Ratio Comparison

LASYX has a 0.75% expense ratio, which is lower than DCAIX's 1.98% expense ratio.


Dividends

LASYX vs. DCAIX - Dividend Comparison

LASYX's dividend yield for the trailing twelve months is around 2.53%, less than DCAIX's 3.64% yield.


PositionTTM20252024202320222021202020192018201720162015
DCAIX
Dunham Long/Short Credit Fund
3.64%3.79%3.72%4.04%2.63%2.25%2.39%2.27%1.31%1.33%2.28%5.72%
LASYX
Loomis Sayles Strategic Alpha Fund
2.53%3.64%5.61%5.48%4.05%2.21%2.28%3.07%3.69%2.92%2.34%3.96%

Frequently Asked Questions


LASYX and DCAIX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LASYX has higher volatility (0.77%) compared to DCAIX (0.35%). In terms of maximum drawdown, LASYX dropped -11.24% vs DCAIX's -46.34%.

DCAIX currently has the higher Sharpe Ratio (2.55 vs 1.40), 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.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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