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RDMIX vs. DNAVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RDMIX vs. DNAVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rational/ReSolve Adaptive Asset Allocation Fund (RDMIX) and Dunham Dynamic Macro Fund (DNAVX). The values are adjusted to include any dividend payments, if applicable.

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RDMIX vs. DNAVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RDMIX
Rational/ReSolve Adaptive Asset Allocation Fund
2.69%5.07%9.88%-0.52%-3.06%11.18%0.65%18.24%-7.65%3.85%
DNAVX
Dunham Dynamic Macro Fund
2.75%5.12%6.13%18.70%-14.02%9.29%1.63%13.99%-8.44%8.09%

Returns By Period

The year-to-date returns for both investments are quite close, with RDMIX having a 2.69% return and DNAVX slightly higher at 2.75%. Both investments have delivered pretty close results over the past 10 years, with RDMIX having a 3.86% annualized return and DNAVX not far ahead at 3.98%.


RDMIX

1D
0.56%
1M
1.07%
YTD
2.69%
6M
2.08%
1Y
11.07%
3Y*
6.84%
5Y*
4.87%
10Y*
3.86%

DNAVX

1D
0.43%
1M
-1.28%
YTD
2.75%
6M
2.68%
1Y
7.38%
3Y*
9.67%
5Y*
5.06%
10Y*
3.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RDMIX vs. DNAVX - Expense Ratio Comparison

RDMIX has a 1.97% expense ratio, which is higher than DNAVX's 1.88% expense ratio.


Return for Risk

RDMIX vs. DNAVX — Risk / Return Rank

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

RDMIX
RDMIX Risk / Return Rank: 3737
Overall Rank
RDMIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
RDMIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
RDMIX Omega Ratio Rank: 3838
Omega Ratio Rank
RDMIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
RDMIX Martin Ratio Rank: 2929
Martin Ratio Rank

DNAVX
DNAVX Risk / Return Rank: 9292
Overall Rank
DNAVX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DNAVX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DNAVX Omega Ratio Rank: 8686
Omega Ratio Rank
DNAVX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DNAVX Martin Ratio Rank: 9797
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.

RDMIX vs. DNAVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rational/ReSolve Adaptive Asset Allocation Fund (RDMIX) and Dunham Dynamic Macro Fund (DNAVX). 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.


RDMIXDNAVXDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.77

-0.89

Sortino ratio

Return per unit of downside risk

1.23

2.61

-1.37

Omega ratio

Gain probability vs. loss probability

1.18

1.37

-0.19

Calmar ratio

Return relative to maximum drawdown

0.98

3.71

-2.73

Martin ratio

Return relative to average drawdown

3.13

15.58

-12.45

RDMIX vs. DNAVX - Sharpe Ratio Comparison

The current RDMIX Sharpe Ratio is 0.88, which is lower than the DNAVX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of RDMIX and DNAVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RDMIXDNAVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.77

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.59

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.47

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.33

+0.33

Correlation

The correlation between RDMIX and DNAVX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RDMIX vs. DNAVX - Dividend Comparison

RDMIX's dividend yield for the trailing twelve months is around 0.88%, less than DNAVX's 11.25% yield.


TTM202520242023202220212020201920182017
RDMIX
Rational/ReSolve Adaptive Asset Allocation Fund
0.88%0.90%6.81%10.63%0.39%16.40%0.47%15.46%0.94%0.07%
DNAVX
Dunham Dynamic Macro Fund
11.25%11.56%0.00%3.41%0.00%0.00%0.75%0.00%2.42%0.00%

Drawdowns

RDMIX vs. DNAVX - Drawdown Comparison

The maximum RDMIX drawdown since its inception was -31.57%, which is greater than DNAVX's maximum drawdown of -17.73%. Use the drawdown chart below to compare losses from any high point for RDMIX and DNAVX.


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Drawdown Indicators


RDMIXDNAVXDifference

Max Drawdown

Largest peak-to-trough decline

-31.57%

-17.73%

-13.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.18%

-2.13%

-9.05%

Max Drawdown (5Y)

Largest decline over 5 years

-19.96%

-17.12%

-2.84%

Max Drawdown (10Y)

Largest decline over 10 years

-21.92%

-17.73%

-4.19%

Current Drawdown

Current decline from peak

-4.06%

-1.28%

-2.78%

Average Drawdown

Average peak-to-trough decline

-8.52%

-3.91%

-4.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

0.51%

+2.99%

Volatility

RDMIX vs. DNAVX - Volatility Comparison

Rational/ReSolve Adaptive Asset Allocation Fund (RDMIX) has a higher volatility of 3.86% compared to Dunham Dynamic Macro Fund (DNAVX) at 2.28%. This indicates that RDMIX's price experiences larger fluctuations and is considered to be riskier than DNAVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RDMIXDNAVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

2.28%

+1.58%

Volatility (6M)

Calculated over the trailing 6-month period

8.71%

3.25%

+5.46%

Volatility (1Y)

Calculated over the trailing 1-year period

13.82%

4.40%

+9.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.22%

8.68%

+2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.36%

8.46%

+2.90%