VGTSX vs. DCINX
VGTSX (Vanguard Total International Stock Index Fund Investor Shares) and DCINX (Dunham International Stock Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, VGTSX returned 9.36%/yr vs 12.23%/yr for DCINX. Their correlation of 0.94 means they have usually moved in the same direction. VGTSX charges 0.17%/yr vs 2.92%/yr for DCINX.
Performance
VGTSX vs. DCINX - Performance Comparison
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Returns By Period
In the year-to-date period, VGTSX achieves a 12.81% return, which is significantly lower than DCINX's 22.83% return. Over the past 10 years, VGTSX has underperformed DCINX with an annualized return of 9.36%, while DCINX has yielded a comparatively higher 12.23% annualized return.
VGTSX
- 1D
- 0.07%
- 1M
- 0.18%
- 6M
- 6.40%
- YTD
- 12.81%
- 1Y
- 27.66%
- 3Y*
- 17.12%
- 5Y*
- 8.75%
- 10Y*
- 9.36%
- ALL TIME*
- 5.82%
DCINX
- 1D
- -0.17%
- 1M
- 0.21%
- 6M
- 13.44%
- YTD
- 22.83%
- 1Y
- 43.96%
- 3Y*
- 26.39%
- 5Y*
- 13.87%
- 10Y*
- 12.23%
- ALL TIME*
- 6.64%
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 |
VGTSX vs. DCINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 12.81% | 32.05% | 5.30% | 15.18% | -16.07% | 8.58% | 11.15% | 21.44% | -14.47% | 27.39% |
DCINX Dunham International Stock Fund | 22.83% | 46.37% | 7.65% | 15.98% | -14.67% | 9.70% | 19.86% | 18.14% | -14.27% | 24.40% |
Correlation
The correlation between VGTSX and DCINX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2004 | 0.94 |
The correlation between VGTSX and DCINX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
VGTSX vs. DCINX — Risk / Return Rank
VGTSX
DCINX
VGTSX vs. DCINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Investor Shares (VGTSX) and Dunham International Stock Fund (DCINX). 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.
| VGTSX | DCINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.43 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 3.64 | -1.22 |
| Martin ratioReturn relative to average drawdown | 8.98 | 13.25 | -4.27 |
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Drawdowns
VGTSX vs. DCINX - Drawdown Comparison
The maximum VGTSX drawdown since its inception was -61.48%, roughly equal to the maximum DCINX drawdown of -61.79%. Use the drawdown chart below to compare losses from any high point for VGTSX and DCINX.
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Drawdown Indicators
| VGTSX | DCINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.48% | -61.79% | +0.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -11.91% | +0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -13.11% | -13.74% | +0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -29.56% | -31.18% | +1.62% |
Max Drawdown (10Y)Largest decline over 10 years | -35.93% | -37.28% | +1.35% |
Current DrawdownCurrent decline from peak | -2.58% | -3.37% | +0.79% |
Average DrawdownAverage peak-to-trough decline | -13.91% | -12.77% | -1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 3.27% | -0.23% |
Volatility
VGTSX vs. DCINX - Volatility Comparison
Vanguard Total International Stock Index Fund Investor Shares (VGTSX) and Dunham International Stock Fund (DCINX) have volatilities of 5.27% and 5.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGTSX | DCINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 5.44% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 14.15% | 15.99% | -1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 18.04% | -2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.35% | 15.83% | -0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.83% | 16.53% | -0.70% |
VGTSX vs. DCINX - Expense Ratio Comparison
VGTSX has a 0.17% expense ratio, which is lower than DCINX's 2.92% expense ratio.
Dividends
VGTSX vs. DCINX - Dividend Comparison
VGTSX's dividend yield for the trailing twelve months is around 2.48%, less than DCINX's 8.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCINX Dunham International Stock Fund | 8.91% | 10.95% | 13.87% | 3.45% | 3.53% | 15.49% | 1.36% | 1.54% | 6.92% | 3.92% | 0.00% | 0.00% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 2.48% | 3.08% | 3.26% | 3.16% | 2.98% | 2.99% | 2.05% | 2.98% | 3.09% | 2.68% | 2.86% | 2.77% |
Frequently Asked Questions
With a correlation of 0.95, VGTSX and DCINX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DCINX has higher volatility (5.44%) compared to VGTSX (5.27%). In terms of maximum drawdown, VGTSX dropped -61.48% vs DCINX's -61.79%.
DCINX currently has the higher Sharpe Ratio (2.41 vs 1.72), 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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