BFSAX vs. DHAMX

Last updated Apr 1, 2026

Compare and contrast key facts about BFS Equity Fund (BFSAX) and Centre American Select Equity Fund (DHAMX).

BFSAX is managed by BFS. It was launched on Nov 8, 2013. DHAMX is managed by Centre Funds. It was launched on Dec 21, 2011.

Performance

BFSAX vs. DHAMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BFS Equity Fund (BFSAX) and Centre American Select Equity Fund (DHAMX). The values are adjusted to include any dividend payments, if applicable.

BFSAX vs. DHAMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BFSAX BFS Equity Fund	0.00%	0.00%	0.00%	8.75%	-18.53%	24.95%	10.46%	32.88%	-2.96%	20.97%
DHAMX Centre American Select Equity Fund	4.86%	19.37%	1.33%	14.91%	-3.34%	27.41%	30.79%	16.38%	-3.82%	25.26%

Returns By Period

BFSAX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DHAMX

• 1D: -1.20%
• 1M: -8.07%
• YTD: 4.86%
• 6M: 13.32%
• 1Y: 32.49%
• 3Y*: 11.47%
• 5Y*: 10.62%
• 10Y*: 12.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BFSAX vs. DHAMX - Expense Ratio Comparison

BFSAX has a 1.25% expense ratio, which is lower than DHAMX's 1.46% expense ratio.

DHAMX

Centre American Select Equity Fund

BFSAX

BFS Equity Fund

Return for Risk

BFSAX vs. DHAMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DHAMX

DHAMX Risk / Return Rank: 87
DHAMX Sharpe Ratio Rank: 86
DHAMX Sortino Ratio Rank: 87
DHAMX Omega Ratio Rank: 82
DHAMX Calmar Ratio Rank: 91
DHAMX Martin Ratio Rank: 89

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.

BFSAX vs. DHAMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BFS Equity Fund (BFSAX) and Centre American Select Equity Fund (DHAMX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BFSAX	DHAMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.69	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.74	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.80	—

Correlation

The correlation between BFSAX and DHAMX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

BFSAX vs. DHAMX - Dividend Comparison

BFSAX has not paid dividends to shareholders, while DHAMX's dividend yield for the trailing twelve months is around 34.38%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BFSAX BFS Equity Fund	0.00%	0.00%	0.00%	0.00%	1.14%	9.63%	1.50%	1.69%	3.63%	0.32%	0.45%	0.30%
DHAMX Centre American Select Equity Fund	34.38%	36.05%	0.00%	2.58%	1.37%	16.31%	4.52%	9.94%	22.37%	13.14%	3.57%	11.03%

Drawdowns

Drawdown Indicators

	BFSAX	DHAMX	Difference
Max Drawdown Largest peak-to-trough decline	—	-28.47%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-11.65%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-28.47%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-28.47%	—
Current Drawdown Current decline from peak	—	-9.84%	—
Average Drawdown Average peak-to-trough decline	—	-4.19%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.11%	—

Volatility

Volatility by Period

	BFSAX	DHAMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.11%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.36%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	19.74%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	17.61%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	17.25%	—