DHLYX's Sortino Ratio of 0.88 indicates that for each unit of downside volatility, it generates 0.88 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 30, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
DHLYX Sortino Ratio Rank
DHLYX ranks above 13.1% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
DHLYX Sortino Ratio Market Positioning
The chart shows DHLYX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.39 or lower
- Yellow zone (middle 50%): 1.39 to 2.59
- Green zone (top 25%): 2.59 or higher
- Top 1%: 7.97+
- Median: 2.01 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Diamond Hill Large Cap Fund Class Y's Sortino Ratio with other mutual funds in the Large Cap Value Equities category across multiple time periods, showing how DHLYX'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 Jul 30, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| FGIPX | Nomura Growth and Income Fund Institutional Class | 5.07 | |||
| FGINX | Delaware Growth and Income Fund | 5.06 | |||
| LSVVX | LSV Conservative Value Equity Fund | 4.61 | |||
| PKAIX | PIMCO RAE US Fund | 4.52 | |||
| IDIVX | Integrity Dividend Harvest Fund | 4.50 | |||
| MALVX | BlackRock Advantage Large Cap Value Fund | 4.45 | |||
| SUVZX | PGIM Quant Solutions Large-Cap Value Fund | 4.43 | |||
| ARDGX | Archer Dividend Growth Fund | 4.41 | |||
| SABTX | SA U.S. Value Fund | 4.40 | |||
| BBISX | Sterling Capital Behavioral Large Cap Value Equity Fund | 4.38 | |||
| DHLYX | Diamond Hill Large Cap Fund Class Y | 0.88 |
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How much price history to include in the calculation
Historical Sortino Ratio
The chart shows DHLYX'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 DHLYX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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