SCD vs. DMA
SCD (LMP Capital and Income Fund Inc.) and DMA (Dimensional Managed Account Fund) are both Diversified Portfolio funds. Over the past 3 years, SCD returned 19.49%/yr vs 22.10%/yr for DMA. At a 0.23 correlation, their price movements are largely independent.
Performance
SCD vs. DMA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SCD achieves a 9.20% return, which is significantly higher than DMA's -10.88% return.
SCD
- 1D
- -0.39%
- 1M
- 1.30%
- YTD
- 9.20%
- 6M
- 9.57%
- 1Y
- 10.89%
- 3Y*
- 19.49%
- 5Y*
- 12.26%
- 10Y*
- 12.96%
DMA
- 1D
- -0.64%
- 1M
- 5.07%
- YTD
- -10.88%
- 6M
- -11.28%
- 1Y
- -1.92%
- 3Y*
- 22.10%
- 5Y*
- —
- 10Y*
- —
SCD vs. DMA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SCD LMP Capital and Income Fund Inc. | 9.20% | -3.80% | 33.95% | 28.09% | -8.96% |
DMA Dimensional Managed Account Fund | -10.88% | 16.89% | 41.06% | -3.81% | -37.55% |
Correlation
The correlation between SCD and DMA is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2022 | 0.23 |
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
SCD vs. DMA — Risk / Return Rank
SCD
DMA
SCD vs. DMA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LMP Capital and Income Fund Inc. (SCD) and Dimensional Managed Account Fund (DMA). 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.
| SCD | DMA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.99 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | -0.11 | +1.16 |
| Martin ratioReturn relative to average drawdown | 2.78 | -0.29 | +3.07 |
Loading charts...
Drawdowns
SCD vs. DMA - Drawdown Comparison
The maximum SCD drawdown since its inception was -62.40%, which is greater than DMA's maximum drawdown of -53.24%. Use the drawdown chart below to compare losses from any high point for SCD and DMA.
Loading charts...
Drawdown Indicators
| SCD | DMA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -53.24% | -9.16% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -18.34% | +7.98% |
Max Drawdown (3Y)Largest decline over 3 years | -21.81% | -18.34% | -3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -23.41% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -60.76% | — | — |
Current DrawdownCurrent decline from peak | -0.89% | -12.47% | +11.58% |
Average DrawdownAverage peak-to-trough decline | -10.03% | -25.67% | +15.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 6.56% | -2.63% |
Volatility
SCD vs. DMA - Volatility Comparison
The current volatility for LMP Capital and Income Fund Inc. (SCD) is 2.57%, while Dimensional Managed Account Fund (DMA) has a volatility of 8.23%. This indicates that SCD experiences smaller price fluctuations and is considered to be less risky than DMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SCD | DMA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.57% | 8.23% | -5.66% |
Volatility (6M)Calculated over the trailing 6-month period | 8.68% | 13.45% | -4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.06% | 15.21% | -3.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.72% | 27.24% | -7.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.33% | 27.24% | -3.91% |
Dividends
SCD vs. DMA - Dividend Comparison
SCD's dividend yield for the trailing twelve months is around 9.33%, less than DMA's 16.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMA Dimensional Managed Account Fund | 16.60% | 9.42% | 3.83% | 5.22% | 10.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCD LMP Capital and Income Fund Inc. | 9.33% | 9.55% | 7.88% | 8.56% | 12.96% | 10.26% | 10.21% | 7.98% | 11.61% | 8.89% | 9.33% | 9.05% |
Frequently Asked Questions
SCD and DMA have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DMA has higher volatility (8.23%) compared to SCD (2.57%). In terms of maximum drawdown, SCD dropped -62.40% vs DMA's -53.24%.
SCD currently has the higher Sharpe Ratio (0.91 vs -0.13), 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.
Find the right allocation for SCD and DMA
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