Sortino ratio is not yet available for DHLX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Diamond Hill Large Cap Concentrated ETF's Sortino Ratio with other ETFs in the Large Cap Value Equities category across multiple time periods, showing how DHLX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| VLUE | iShares MSCI USA Value Factor ETF | 5.37 | |||
| SEIV | SEI Enhanced US Large Cap Value Factor ETF | 4.25 | |||
| PWV | Invesco Dynamic Large Cap Value ETF | 4.21 | |||
| AVLV | Avantis U.S. Large Cap Value ETF | 4.11 | |||
| FNDX | Schwab Fundamental U.S. Large Company Index ETF | 4.05 | |||
| MGV | Vanguard Mega Cap Value ETF | 3.99 | |||
| PVAL | Putnam Focused Large Cap Value ETF | 3.98 | |||
| PRF | Invesco RAFI US 1000 ETF | 3.94 | |||
| STXV | Strive 1000 Value ETF | 3.90 | |||
| FNDB | Schwab Fundamental U.S. Broad Market Index ETF | 3.89 | |||
| DHLX | Diamond Hill Large Cap Concentrated ETF | — |
Historical Sortino Ratio
The chart shows DHLX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when DHLX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does DHLX fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio