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ISIN
US25264S4030
CUSIP
25264S403
Inception Date
Jun 29, 2000
Category
Long-Short
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

DIAMX Performance Chart

Diamond Hill Long-Short Fund (DIAMX) is down 6.8% since the beginning of the year. DIAMX is currently trading at $28 per share. Investors who bought $1,000 worth of DIAMX shares 5 years ago would now be looking at an investment worth $1,326.


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S&P 500 Index

Returns By Period

Diamond Hill Long-Short Fund (DIAMX) has returned -6.80% so far this year and 4.48% over the past 12 months. Over the last ten years, DIAMX has returned 6.90% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Diamond Hill Long-Short Fund

1D
0.07%
1M
-3.46%
YTD
-6.80%
6M
-6.24%
1Y
4.48%
3Y*
9.63%
5Y*
5.80%
10Y*
6.90%

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)

DIAMX Monthly Returns History

Based on dividend-adjusted daily data since Jun 30, 2000, DIAMX's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, an investment would double in approximately 9.7 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +11.3%, while the worst month was Sep 2001 at -20.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DIAMX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +8.9%, while the worst single day was Mar 16, 2020 at -8.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.59%0.03%-4.41%2.89%-2.07%-2.70%-6.80%
20254.21%-0.44%-1.00%-1.31%4.12%2.94%0.85%1.33%1.76%1.12%1.58%2.33%18.76%
20242.65%2.02%4.56%-2.00%2.47%0.07%0.07%1.19%-0.17%-1.52%0.60%-0.24%9.93%
20236.67%-2.53%-3.31%2.43%-2.21%3.01%2.36%-0.78%-0.39%-1.58%5.22%3.20%12.14%
20222.05%-2.44%0.47%-4.47%2.83%-7.48%4.04%-2.13%-7.00%5.31%2.38%-1.70%-8.75%
2021-2.78%7.35%4.18%4.12%1.91%-1.91%1.40%1.01%-1.30%2.94%-2.92%4.12%19.04%

Benchmark Metrics

Diamond Hill Long-Short Fund has an annualized alpha of 2.18%, beta of 0.64, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since June 30, 2000.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (67.82%) than losses (66.81%) - typical of diversified or defensive assets.
  • This fund generated an annualized alpha of 2.18% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.64 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
2.18%
Beta
0.64
0.74
Upside Capture
67.82%
Downside Capture
66.81%

Expense Ratio

DIAMX has a high expense ratio of 1.36%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

DIAMX ranks 7 for risk / return — in the bottom 7% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


DIAMX Risk / Return Rank: 77
Overall Rank
DIAMX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DIAMX Sortino Ratio Rank: 77
Sortino Ratio Rank
DIAMX Omega Ratio Rank: 77
Omega Ratio Rank
DIAMX Calmar Ratio Rank: 77
Calmar Ratio Rank
DIAMX Martin Ratio Rank: 66
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 Long-Short Fund (DIAMX) 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.


DIAMXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.45

Sortino ratioReturn per unit of downside risk

-1.88

Omega ratioGain probability vs. loss probability

1.10

1.37

-0.26

Calmar ratioReturn relative to maximum drawdown

0.56

2.78

-2.22

Martin ratioReturn relative to average drawdown

1.61

12.44

-10.83

Dividends

Dividend History

Diamond Hill Long-Short Fund provided a 1.50% dividend yield over the last twelve months, with an annual payout of $0.43 per share.


0.00%2.00%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$0.43$0.43$2.48$1.05$1.22$3.00$0.25$1.66$1.13$0.55$0.85$0.11

Dividend yield

1.50%1.39%9.52%4.03%5.07%10.81%0.97%6.32%4.94%2.15%3.42%0.48%

Monthly Dividends

The table displays the monthly dividend distributions for Diamond Hill Long-Short 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$0.43$0.43
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.48$2.48
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.05$1.05
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.22$1.22
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.00$3.00

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 Long-Short 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 Long-Short Fund was 40.92%, occurring on Mar 9, 2009. Recovery took 978 trading sessions.

The current Diamond Hill Long-Short Fund drawdown is 7.44%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-40.92%Mar 2009
9mo 22d3y 10mo
4y 8moMay 2008 - Jan 2013
Dot-com crash2000–2002
-35.14%Oct 2002
1y 4mo1y 9mo
3y 1moMay 2001 - Jul 2004
COVID crash2020
-31.57%Mar 2020
2mo 2d9mo 20d
11mo 22dJan 2020 - Jan 2021
Bear market2022
-16.96%Sep 2022
7mo 29d1y 3mo
1y 11moFeb 2022 - Jan 2024
Rate-hike selloffLate 2018
-15.15%Dec 2018
3mo 4d3mo 24d
6mo 28dSep 2018 - Apr 2019

Drawdown Indicators


DIAMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-40.92%

-56.78%

+15.86%

Max Drawdown (1Y)

Largest decline over 1 year

-7.50%

-9.10%

+1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-8.61%

-18.90%

+10.29%

Max Drawdown (5Y)

Largest decline over 5 years

-16.96%

-25.43%

+8.47%

Max Drawdown (10Y)

Largest decline over 10 years

-31.57%

-33.92%

+2.35%

Current Drawdown

Current decline from peak

-7.44%

-1.80%

-5.64%

Average Drawdown

Average peak-to-trough decline

-6.84%

-10.71%

+3.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.03%

+0.60%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add Diamond Hill Long-Short Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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