PortfoliosLab logoPortfoliosLab logo
MWCIX vs. DCAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MWCIX vs. DCAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Metropolitan West Unconstrained Bond Fund (MWCIX) and Dunham Long/Short Credit Fund (DCAIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with MWCIX at 1.12% and DCAIX at 1.12%. Over the past 10 years, MWCIX has underperformed DCAIX with an annualized return of 2.84%, while DCAIX has yielded a comparatively higher 3.70% annualized return.


MWCIX

1D
-0.10%
1M
0.55%
YTD
1.12%
6M
1.60%
1Y
5.67%
3Y*
5.92%
5Y*
1.96%
10Y*
2.84%

DCAIX

1D
0.00%
1M
0.13%
YTD
1.12%
6M
1.31%
1Y
2.44%
3Y*
3.22%
5Y*
1.05%
10Y*
3.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MWCIX vs. DCAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MWCIX
Metropolitan West Unconstrained Bond Fund
1.12%7.50%5.40%6.07%-9.39%0.65%4.54%6.49%1.11%3.98%
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 MWCIX and DCAIX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

-0.02

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

-0.01

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

0.02

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2011

0.09

The correlation between MWCIX and DCAIX shifts across timeframes, from -0.02 (3 years) to 0.14 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MWCIX vs. DCAIX — Risk / Return Rank

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

MWCIX
MWCIX Risk / Return Rank: 8383
Overall Rank
MWCIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
MWCIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
MWCIX Omega Ratio Rank: 8484
Omega Ratio Rank
MWCIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
MWCIX Martin Ratio Rank: 8585
Martin Ratio Rank

DCAIX
DCAIX Risk / Return Rank: 9292
Overall Rank
DCAIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DCAIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
DCAIX Omega Ratio Rank: 9696
Omega Ratio Rank
DCAIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
DCAIX Martin Ratio Rank: 9595
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.

MWCIX vs. DCAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Metropolitan West Unconstrained Bond Fund (MWCIX) 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.


MWCIXDCAIXDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.52

1.82

-0.30

Calmar ratioReturn relative to maximum drawdown

3.58

6.55

-2.97

Martin ratioReturn relative to average drawdown

14.82

20.09

-5.27

MWCIX vs. DCAIX - Sharpe Ratio Comparison

The current MWCIX Sharpe Ratio is 2.29, which is comparable to the DCAIX Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of MWCIX 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.


Loading charts...

Drawdowns

MWCIX vs. DCAIX - Drawdown Comparison

The maximum MWCIX drawdown since its inception was -13.00%, smaller than the maximum DCAIX drawdown of -46.34%. Use the drawdown chart below to compare losses from any high point for MWCIX and DCAIX.


Loading charts...

Drawdown Indicators


MWCIXDCAIXDifference

Max Drawdown

Largest peak-to-trough decline

-13.00%

-46.34%

+33.34%

Max Drawdown (1Y)

Largest decline over 1 year

-1.62%

-0.37%

-1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-3.33%

-0.85%

-2.48%

Max Drawdown (5Y)

Largest decline over 5 years

-13.00%

-5.45%

-7.55%

Max Drawdown (10Y)

Largest decline over 10 years

-13.00%

-6.53%

-6.47%

Current Drawdown

Current decline from peak

-0.38%

-0.12%

-0.26%

Average Drawdown

Average peak-to-trough decline

-1.49%

-5.96%

+4.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

0.12%

+0.27%

Volatility

MWCIX vs. DCAIX - Volatility Comparison

Metropolitan West Unconstrained Bond Fund (MWCIX) has a higher volatility of 0.86% compared to Dunham Long/Short Credit Fund (DCAIX) at 0.33%. This indicates that MWCIX'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.


Loading charts...

Volatility by Period


MWCIXDCAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

0.33%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

1.96%

0.69%

+1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

2.53%

1.01%

+1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.64%

1.58%

+2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.16%

3.93%

-0.77%

MWCIX vs. DCAIX - Expense Ratio Comparison

MWCIX has a 0.76% expense ratio, which is lower than DCAIX's 1.98% expense ratio.


Dividends

MWCIX vs. DCAIX - Dividend Comparison

MWCIX's dividend yield for the trailing twelve months is around 5.44%, more 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%
MWCIX
Metropolitan West Unconstrained Bond Fund
5.44%5.26%5.93%4.87%3.50%3.39%3.46%3.89%3.77%2.81%3.22%2.15%

Frequently Asked Questions


MWCIX and DCAIX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MWCIX has higher volatility (0.86%) compared to DCAIX (0.33%). In terms of maximum drawdown, MWCIX dropped -13.00% vs DCAIX's -46.34%.

DCAIX currently has the higher Sharpe Ratio (2.44 vs 2.29), 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

Find the right allocation for MWCIX and DCAIX

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

Open Portfolio Optimizer