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SEMPX vs. DCAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEMPX vs. DCAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Semper MBS Total Return Fund (SEMPX) and Dunham Long/Short Credit Fund (DCAIX). The values are adjusted to include any dividend payments, if applicable.

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SEMPX vs. DCAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEMPX
Semper MBS Total Return Fund
-0.02%8.57%12.96%12.51%-13.26%6.70%-7.09%4.52%3.75%5.93%
DCAIX
Dunham Long/Short Credit Fund
-0.12%2.47%3.78%0.60%-2.64%1.47%4.11%5.81%4.17%10.40%

Returns By Period

In the year-to-date period, SEMPX achieves a -0.02% return, which is significantly higher than DCAIX's -0.12% return. Both investments have delivered pretty close results over the past 10 years, with SEMPX having a 3.57% annualized return and DCAIX not far ahead at 3.58%.


SEMPX

1D
0.12%
1M
-1.37%
YTD
-0.02%
6M
1.81%
1Y
6.06%
3Y*
10.38%
5Y*
4.57%
10Y*
3.57%

DCAIX

1D
-0.36%
1M
-0.36%
YTD
-0.12%
6M
0.29%
1Y
1.61%
3Y*
3.10%
5Y*
0.93%
10Y*
3.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEMPX vs. DCAIX - Expense Ratio Comparison

SEMPX has a 1.07% expense ratio, which is lower than DCAIX's 1.98% expense ratio.


Return for Risk

SEMPX vs. DCAIX — Risk / Return Rank

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

SEMPX
SEMPX Risk / Return Rank: 9494
Overall Rank
SEMPX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SEMPX Sortino Ratio Rank: 9797
Sortino Ratio Rank
SEMPX Omega Ratio Rank: 9494
Omega Ratio Rank
SEMPX Calmar Ratio Rank: 9494
Calmar Ratio Rank
SEMPX Martin Ratio Rank: 9292
Martin Ratio Rank

DCAIX
DCAIX Risk / Return Rank: 6969
Overall Rank
DCAIX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DCAIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
DCAIX Omega Ratio Rank: 8484
Omega Ratio Rank
DCAIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
DCAIX Martin Ratio Rank: 9090
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.

SEMPX vs. DCAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Semper MBS Total Return Fund (SEMPX) 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.


SEMPXDCAIXDifference

Sharpe ratio

Return per unit of total volatility

2.24

1.09

+1.15

Sortino ratio

Return per unit of downside risk

3.91

1.43

+2.48

Omega ratio

Gain probability vs. loss probability

1.49

1.36

+0.14

Calmar ratio

Return relative to maximum drawdown

3.27

1.92

+1.36

Martin ratio

Return relative to average drawdown

11.61

10.77

+0.85

SEMPX vs. DCAIX - Sharpe Ratio Comparison

The current SEMPX Sharpe Ratio is 2.24, which is higher than the DCAIX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of SEMPX and DCAIX, 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


SEMPXDCAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

1.09

+1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.50

0.59

+0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.88

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.24

+0.85

Correlation

The correlation between SEMPX and DCAIX is 0.04, 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

SEMPX vs. DCAIX - Dividend Comparison

SEMPX's dividend yield for the trailing twelve months is around 5.30%, more than DCAIX's 3.45% yield.


TTM20252024202320222021202020192018201720162015
SEMPX
Semper MBS Total Return Fund
5.30%5.83%6.77%8.75%6.15%2.97%4.07%4.72%5.65%5.00%5.94%5.10%
DCAIX
Dunham Long/Short Credit Fund
3.45%3.79%3.72%4.04%2.63%2.25%2.39%2.27%1.31%1.33%2.28%5.72%

Drawdowns

SEMPX vs. DCAIX - Drawdown Comparison

The maximum SEMPX drawdown since its inception was -25.02%, smaller than the maximum DCAIX drawdown of -46.34%. Use the drawdown chart below to compare losses from any high point for SEMPX and DCAIX.


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Drawdown Indicators


SEMPXDCAIXDifference

Max Drawdown

Largest peak-to-trough decline

-25.02%

-46.34%

+21.32%

Max Drawdown (1Y)

Largest decline over 1 year

-2.04%

-0.84%

-1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-14.67%

-5.45%

-9.22%

Max Drawdown (10Y)

Largest decline over 10 years

-25.02%

-6.53%

-18.49%

Current Drawdown

Current decline from peak

-1.70%

-0.46%

-1.24%

Average Drawdown

Average peak-to-trough decline

-3.30%

-6.02%

+2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.15%

+0.43%

Volatility

SEMPX vs. DCAIX - Volatility Comparison

Semper MBS Total Return Fund (SEMPX) has a higher volatility of 0.76% compared to Dunham Long/Short Credit Fund (DCAIX) at 0.48%. This indicates that SEMPX'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.


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Volatility by Period


SEMPXDCAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

0.48%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

1.88%

0.80%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

2.85%

1.49%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.07%

1.58%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.90%

4.07%

-0.17%