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MMIUX vs. DCINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMIUX vs. DCINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MassMutual Select T. Rowe Price International Equity Fund (MMIUX) and Dunham International Stock Fund (DCINX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MMIUX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

DCINX

1D
0.65%
1M
4.80%
YTD
27.12%
6M
27.16%
1Y
53.29%
3Y*
29.54%
5Y*
14.60%
10Y*
13.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMIUX vs. DCINX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MMIUX
MassMutual Select T. Rowe Price International Equity Fund
0.00%21.71%5.02%15.96%-13.89%6.55%10.17%13.51%
DCINX
Dunham International Stock Fund
27.12%46.37%7.65%15.98%-14.67%9.70%19.86%8.75%

Correlation

The correlation between MMIUX and DCINX is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.71

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

0.80

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2019

0.85

Over the past year, the correlation between MMIUX and DCINX has dropped to 0.34 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.

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Return for Risk

MMIUX vs. DCINX — Risk / Return Rank

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

MMIUX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DCINX
DCINX Risk / Return Rank: 9292
Overall Rank
DCINX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DCINX Sortino Ratio Rank: 8989
Sortino Ratio Rank
DCINX Omega Ratio Rank: 8888
Omega Ratio Rank
DCINX Calmar Ratio Rank: 9292
Calmar Ratio Rank
DCINX Martin Ratio Rank: 9393
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.

MMIUX vs. DCINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Select T. Rowe Price International Equity Fund (MMIUX) 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.


MMIUXDCINXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.58

Calmar ratioReturn relative to maximum drawdown

4.58

Martin ratioReturn relative to average drawdown

17.98

MMIUX vs. DCINX - Sharpe Ratio Comparison


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Drawdowns

MMIUX vs. DCINX - Drawdown Comparison


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Drawdown Indicators


MMIUXDCINXDifference

Max Drawdown

Largest peak-to-trough decline

-61.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

Max Drawdown (3Y)

Largest decline over 3 years

-13.74%

Max Drawdown (5Y)

Largest decline over 5 years

-31.18%

Max Drawdown (10Y)

Largest decline over 10 years

-37.28%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-12.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

Volatility

MMIUX vs. DCINX - Volatility Comparison


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Volatility by Period


MMIUXDCINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

Volatility (6M)

Calculated over the trailing 6-month period

14.82%

Volatility (1Y)

Calculated over the trailing 1-year period

17.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

MMIUX vs. DCINX - Expense Ratio Comparison

MMIUX has a 0.00% expense ratio, which is lower than DCINX's 2.92% expense ratio.


Dividends

MMIUX vs. DCINX - Dividend Comparison

MMIUX has not paid dividends to shareholders, while DCINX's dividend yield for the trailing twelve months is around 8.61%.


PositionTTM202520242023202220212020201920182017
DCINX
Dunham International Stock Fund
8.61%10.95%13.87%3.45%3.53%15.49%1.36%1.54%6.92%3.92%
MMIUX
MassMutual Select T. Rowe Price International Equity Fund
0.00%0.00%9.06%2.86%3.03%4.22%1.56%2.23%0.00%0.00%

Frequently Asked Questions


MMIUX and DCINX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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