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Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

DHLYX Performance Chart

Diamond Hill Large Cap Fund Class Y (DHLYX) is up 5.3% since the beginning of the year. DHLYX is currently trading at $34 per share. Investors who bought $1,000 worth of DHLYX shares 5 years ago would now be looking at an investment worth $1,321.


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Benchmark

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Returns By Period

Diamond Hill Large Cap Fund Class Y (DHLYX) has returned 5.33% so far this year and 6.29% over the past 12 months. Over the last ten years, DHLYX has returned 10.13% per year, falling short of the S&P 500 Index benchmark, which averaged 12.90% annually.


Diamond Hill Large Cap Fund Class Y

1D
-0.44%
1M
3.87%
6M
4.32%
YTD
5.33%
1Y
6.29%
3Y*
9.50%
5Y*
5.73%
10Y*
10.13%
ALL TIME*
11.02%

Benchmark (S&P 500 Index)

1D
-1.52%
1M
-1.67%
6M
4.85%
YTD
6.88%
1Y
14.84%
3Y*
16.88%
5Y*
10.73%
10Y*
12.90%
ALL TIME*
8.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHLYX Monthly Returns History

Based on dividend-adjusted daily data since Dec 30, 2011, DHLYX's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +12.7%, while the worst month was Mar 2020 at -17.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DHLYX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.8%, while the worst single day was Mar 16, 2020 at -12.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.81%2.42%-6.39%4.37%-1.47%0.56%4.35%5.33%
20254.08%0.71%-3.30%-4.09%4.30%2.90%-1.39%3.55%-2.12%-1.96%1.79%1.64%5.76%
20240.16%4.52%5.70%-4.74%1.94%-1.02%4.88%3.24%-0.33%-0.25%4.58%-6.30%12.20%
20236.37%-3.72%-3.06%1.73%-3.17%7.67%3.30%-2.25%-4.01%-3.64%8.40%6.78%13.83%
2022-2.38%-2.67%1.80%-6.92%1.59%-9.86%7.54%-3.19%-9.00%9.82%6.07%-4.68%-13.27%
2021-2.09%6.18%6.48%4.75%1.16%-1.64%1.90%1.86%-3.82%5.68%-2.74%6.34%25.88%

Benchmark Metrics

Diamond Hill Large Cap Fund Class Y has an annualized alpha of -0.60%, beta of 0.93, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since December 30, 2011.

  • This fund participated in 99.55% of S&P 500 Index downside but only 92.29% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.93 and R2 of 0.85, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.60%
Beta
0.93
0.85
Upside Capture
92.29%
Downside Capture
99.55%

Expense Ratio

DHLYX has an expense ratio of 0.56%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DHLYX ranks 13 for risk / return — above 13% of mutual funds peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.


DHLYX Risk / Return Rank: 1313
Overall Rank
DHLYX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
DHLYX Sortino Ratio Rank: 1313
Sortino Ratio Rank
DHLYX Omega Ratio Rank: 1212
Omega Ratio Rank
DHLYX Calmar Ratio Rank: 1414
Calmar Ratio Rank
DHLYX Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for Diamond Hill Large Cap Fund Class Y (DHLYX) and compare them to S&P 500 Index.

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.


DHLYXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.10

1.21

-0.11

Calmar ratioReturn relative to maximum drawdown

0.76

1.64

-0.88

Martin ratioReturn relative to average drawdown

1.94

6.95

-5.01

Dividends

Dividend History

Diamond Hill Large Cap Fund Class Y provided a 6.17% dividend yield over the last twelve months, with an annual payout of $2.09 per share.


4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.09$2.09$3.47$1.24$1.96$2.72$1.09$1.41$1.09$1.30$1.54$1.12

Dividend yield

6.17%6.50%10.75%3.89%6.75%7.63%3.57%4.86%4.74%4.87%6.65%5.18%

Monthly Dividends

The table displays the monthly dividend distributions for Diamond Hill Large Cap Fund Class Y. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.09$2.09
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.47$3.47
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.24$1.24
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.96$1.96
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.72$2.72

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Diamond Hill Large Cap Fund Class Y. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Diamond Hill Large Cap Fund Class Y was 38.87%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Diamond Hill Large Cap Fund Class Y drawdown is 0.44%.


Drawdown

Fall

Recovery

Underwater

Related event

-38.87%Mar 2020
2mo 2d7mo 21d
9mo 23dJan 2020 - Nov 2020
COVID crash2020
-23.10%Sep 2022
8mo 20d1y 4mo
2y 1moJan 2022 - Feb 2024
Bear market2022
-20.06%Dec 2018
10mo 29d3mo 19d
1y 2moJan 2018 - Apr 2019
Rate-hike selloffLate 2018
-15.64%Feb 2016
7mo 22d5mo 4d
1y 21dJun 2015 - Jul 2016
-15.54%Apr 2025
4mo 7d4mo 16d
8mo 23dDec 2024 - Aug 2025
2025 selloff2025

Drawdown Indicators


DHLYXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-38.87%

-56.78%

+17.91%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-9.10%

+0.79%

Max Drawdown (3Y)

Largest decline over 3 years

-15.54%

-18.90%

+3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

-25.43%

+2.33%

Max Drawdown (10Y)

Largest decline over 10 years

-38.87%

-33.92%

-4.95%

Current Drawdown

Current decline from peak

-0.44%

-3.86%

+3.42%

Average Drawdown

Average peak-to-trough decline

-4.50%

-10.70%

+6.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

2.14%

+1.13%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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