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ISIN
US25264S3040
CUSIP
25264S304
Inception Date
Dec 29, 2000
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

DHSCX Performance Chart

Diamond Hill Small Cap Fund (DHSCX) is up 22.2% since the beginning of the year. DHSCX is currently trading at $30 per share. Investors who bought $1,000 worth of DHSCX shares 5 years ago would now be looking at an investment worth $1,814.


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S&P 500 Index

Returns By Period

Diamond Hill Small Cap Fund (DHSCX) has returned 22.18% so far this year and 41.55% over the past 12 months. Over the last ten years, DHSCX has returned 10.36% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Diamond Hill Small Cap Fund

1D
2.03%
1M
7.27%
YTD
22.18%
6M
19.85%
1Y
41.55%
3Y*
19.69%
5Y*
12.65%
10Y*
10.36%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHSCX Monthly Returns History

Based on dividend-adjusted daily data since Dec 29, 2000, DHSCX's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +17.9%, while the worst month was Mar 2020 at -25.2%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DHSCX closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -12.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.64%1.82%-4.86%9.90%1.63%5.89%22.18%
20251.74%-6.92%-6.70%-3.05%9.23%5.43%3.35%5.84%-1.37%-1.67%2.70%3.73%11.48%
2024-2.00%3.21%5.79%-6.83%5.15%-1.50%9.42%-2.37%1.42%-0.65%10.47%-8.18%12.75%
202311.89%0.50%-5.54%0.08%-3.75%10.34%4.03%-5.03%-4.54%-6.52%10.67%12.58%23.99%
2022-5.93%1.87%-0.36%-6.24%0.10%-9.80%8.94%-2.26%-7.59%10.25%4.04%-6.94%-15.11%
2021-0.78%12.86%3.49%4.46%2.56%-2.81%-1.26%3.93%-0.73%4.78%-2.48%5.32%32.30%

Benchmark Metrics

Diamond Hill Small Cap Fund has an annualized alpha of 3.85%, beta of 0.92, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since December 29, 2000.

  • This fund captured 109.33% of S&P 500 Index gains but only 95.62% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 3.85% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.92 and R2 of 0.73, 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
3.85%
Beta
0.92
0.73
Upside Capture
109.33%
Downside Capture
95.62%

Expense Ratio

DHSCX has a high expense ratio of 1.26%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

DHSCX ranks 64 for risk / return — better than 64% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


DHSCX Risk / Return Rank: 6464
Overall Rank
DHSCX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
DHSCX Sortino Ratio Rank: 6161
Sortino Ratio Rank
DHSCX Omega Ratio Rank: 4949
Omega Ratio Rank
DHSCX Calmar Ratio Rank: 8484
Calmar Ratio Rank
DHSCX Martin Ratio Rank: 6666
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Diamond Hill Small Cap Fund (DHSCX) 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.


DHSCXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

3.72

2.78

+0.94

Martin ratioReturn relative to average drawdown

12.04

12.44

-0.40

Dividends

Dividend History

Diamond Hill Small Cap Fund provided a 4.75% dividend yield over the last twelve months, with an annual payout of $1.41 per share.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.41$1.41$3.70$7.24$4.55$6.05$0.10$2.17$2.83$2.38$0.86$0.50

Dividend yield

4.75%5.80%16.10%30.73%18.17%17.43%0.32%6.94%10.29%6.68%2.50%1.63%

Monthly Dividends

The table displays the monthly dividend distributions for Diamond Hill Small Cap Fund. 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
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.41$1.41
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.70$3.70
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$7.24$7.24
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.55$4.55
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.05$6.05

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 Small Cap Fund. 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 Small Cap Fund was 53.15%, occurring on Mar 9, 2009. Recovery took 440 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-53.15%Mar 2009
1y 9mo1y 8mo
3y 6moJun 2007 - Dec 2010
COVID crash2020
-46.19%Mar 2020
1y 6mo9mo 19d
2y 4moAug 2018 - Jan 2021
Dot-com crash2000–2002
-31.17%Oct 2002
4mo 26d9mo 3d
1y 1moMay 2002 - Jul 2003
2025 selloff2025
-28.41%Apr 2025
4mo 13d5mo 13d
9mo 26dNov 2024 - Sep 2025
2011 bear market2011
-25.41%Oct 2011
5mo 4d1y 3mo
1y 8moMay 2011 - Jan 2013

Drawdown Indicators


DHSCXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-53.15%

-56.78%

+3.63%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-9.10%

-1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-28.41%

-18.90%

-9.51%

Max Drawdown (5Y)

Largest decline over 5 years

-28.41%

-25.43%

-2.98%

Max Drawdown (10Y)

Largest decline over 10 years

-46.19%

-33.92%

-12.27%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-8.30%

-10.71%

+2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

2.03%

+1.37%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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