NCGFX vs. DHAMX
NCGFX (New Covenant Growth Fund) and DHAMX (Centre American Select Equity Fund) are both Large Cap Blend Equities funds. Over the past 10 years, NCGFX returned 13.30%/yr vs 13.91%/yr for DHAMX. Their correlation of 0.88 means they have usually moved in the same direction. NCGFX charges 0.97%/yr vs 1.46%/yr for DHAMX.
Performance
NCGFX vs. DHAMX - Performance Comparison
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Returns By Period
In the year-to-date period, NCGFX achieves a 9.17% return, which is significantly lower than DHAMX's 19.82% return. Both investments have delivered pretty close results over the past 10 years, with NCGFX having a 13.30% annualized return and DHAMX not far ahead at 13.91%.
NCGFX
- 1D
- 1.68%
- 1M
- -1.01%
- 6M
- 7.63%
- YTD
- 9.17%
- 1Y
- 20.10%
- 3Y*
- 17.23%
- 5Y*
- 9.93%
- 10Y*
- 13.30%
- ALL TIME*
- 6.91%
DHAMX
- 1D
- 1.78%
- 1M
- -1.29%
- 6M
- 9.05%
- YTD
- 19.82%
- 1Y
- 37.51%
- 3Y*
- 13.19%
- 5Y*
- 12.13%
- 10Y*
- 13.91%
- ALL TIME*
- 13.28%
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 |
NCGFX vs. DHAMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NCGFX New Covenant Growth Fund | 9.17% | 15.84% | 22.15% | 25.24% | -19.62% | 20.69% | 20.25% | 30.23% | -6.07% | 21.60% |
DHAMX Centre American Select Equity Fund | 19.82% | 19.37% | 1.33% | 14.91% | -3.34% | 27.41% | 30.79% | 16.38% | -3.82% | 25.26% |
Correlation
The correlation between NCGFX and DHAMX is 0.78, 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. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 2011 | 0.88 |
The correlation between NCGFX and DHAMX has been stable across timeframes, ranging from 0.78 to 0.88 - a consistent structural relationship.
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Return for Risk
NCGFX vs. DHAMX — Risk / Return Rank
NCGFX
DHAMX
NCGFX vs. DHAMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for New Covenant Growth Fund (NCGFX) and Centre American Select Equity Fund (DHAMX). 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.
| NCGFX | DHAMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.36 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 3.59 | -1.70 |
| Martin ratioReturn relative to average drawdown | 8.07 | 12.51 | -4.44 |
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Drawdowns
NCGFX vs. DHAMX - Drawdown Comparison
The maximum NCGFX drawdown since its inception was -55.18%, which is greater than DHAMX's maximum drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for NCGFX and DHAMX.
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Drawdown Indicators
| NCGFX | DHAMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.18% | -28.47% | -26.71% |
Max Drawdown (1Y)Largest decline over 1 year | -9.31% | -9.84% | +0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -25.32% | -28.47% | +3.15% |
Max Drawdown (5Y)Largest decline over 5 years | -28.10% | -28.47% | +0.37% |
Max Drawdown (10Y)Largest decline over 10 years | -34.28% | -28.47% | -5.81% |
Current DrawdownCurrent decline from peak | -1.98% | -3.73% | +1.75% |
Average DrawdownAverage peak-to-trough decline | -11.41% | -4.14% | -7.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 2.83% | -0.64% |
Volatility
NCGFX vs. DHAMX - Volatility Comparison
The current volatility for New Covenant Growth Fund (NCGFX) is 3.46%, while Centre American Select Equity Fund (DHAMX) has a volatility of 4.43%. This indicates that NCGFX experiences smaller price fluctuations and is considered to be less risky than DHAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NCGFX | DHAMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 4.43% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 10.36% | 12.72% | -2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.21% | 16.63% | -3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.62% | 17.78% | +0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.95% | 17.49% | +1.46% |
NCGFX vs. DHAMX - Expense Ratio Comparison
NCGFX has a 0.97% expense ratio, which is lower than DHAMX's 1.46% expense ratio.
Dividends
NCGFX vs. DHAMX - Dividend Comparison
NCGFX's dividend yield for the trailing twelve months is around 8.87%, less than DHAMX's 30.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHAMX Centre American Select Equity Fund | 30.09% | 36.05% | 0.00% | 2.58% | 1.37% | 16.31% | 4.52% | 9.94% | 22.37% | 13.14% | 3.57% | 11.03% |
NCGFX New Covenant Growth Fund | 8.87% | 9.67% | 10.12% | 6.81% | 1.61% | 1.45% | 4.07% | 5.55% | 8.44% | 6.54% | 0.66% | 7.83% |
Frequently Asked Questions
NCGFX and DHAMX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DHAMX has higher volatility (4.43%) compared to NCGFX (3.46%). In terms of maximum drawdown, NCGFX dropped -55.18% vs DHAMX's -28.47%.
DHAMX currently has the higher Sharpe Ratio (2.13 vs 1.34), 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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