BRTNX vs. DHAMX
BRTNX (Bretton Fund) and DHAMX (Centre American Select Equity Fund) are both Large Cap Blend Equities funds. Over the past 10 years, BRTNX returned 13.75%/yr vs 13.73%/yr for DHAMX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. BRTNX charges 1.35%/yr vs 1.46%/yr for DHAMX.
Performance
BRTNX vs. DHAMX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BRTNX achieves a 3.44% return, which is significantly lower than DHAMX's 17.73% return. Both investments have delivered pretty close results over the past 10 years, with BRTNX having a 13.75% annualized return and DHAMX not far behind at 13.73%.
BRTNX
- 1D
- -0.43%
- 1M
- 2.77%
- 6M
- 4.04%
- YTD
- 3.44%
- 1Y
- 12.45%
- 3Y*
- 15.37%
- 5Y*
- 10.74%
- 10Y*
- 13.75%
- ALL TIME*
- 12.22%
DHAMX
- 1D
- -1.99%
- 1M
- -4.08%
- 6M
- 5.21%
- YTD
- 17.73%
- 1Y
- 32.84%
- 3Y*
- 12.62%
- 5Y*
- 11.74%
- 10Y*
- 13.73%
- ALL TIME*
- 13.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BRTNX Bretton Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
BRTNX vs. DHAMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRTNX Bretton Fund | 3.44% | 11.57% | 20.27% | 28.91% | -12.57% | 27.75% | 8.44% | 35.39% | -1.95% | 18.19% |
DHAMX Centre American Select Equity Fund | 17.73% | 19.37% | 1.33% | 14.91% | -3.34% | 27.41% | 30.79% | 16.38% | -3.82% | 25.26% |
Correlation
The correlation between BRTNX and DHAMX is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 2011 | 0.75 |
Over the past year, the correlation between BRTNX and DHAMX has dropped to 0.43 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BRTNX vs. DHAMX — Risk / Return Rank
BRTNX
DHAMX
BRTNX vs. DHAMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bretton Fund (BRTNX) 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.
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.
| BRTNX | DHAMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.34 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.84 | 3.34 | -2.51 |
| Martin ratioReturn relative to average drawdown | 2.65 | 11.65 | -9.00 |
Loading charts...
Drawdowns
BRTNX vs. DHAMX - Drawdown Comparison
The maximum BRTNX drawdown since its inception was -93.26%, which is greater than DHAMX's maximum drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for BRTNX and DHAMX.
Loading charts...
Drawdown Indicators
| BRTNX | DHAMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.26% | -28.47% | -64.79% |
Max Drawdown (1Y)Largest decline over 1 year | -14.53% | -9.84% | -4.69% |
Max Drawdown (3Y)Largest decline over 3 years | -93.26% | -28.47% | -64.79% |
Max Drawdown (5Y)Largest decline over 5 years | -93.26% | -28.47% | -64.79% |
Max Drawdown (10Y)Largest decline over 10 years | -93.26% | -28.47% | -64.79% |
Current DrawdownCurrent decline from peak | -91.44% | -5.41% | -86.03% |
Average DrawdownAverage peak-to-trough decline | -12.65% | -4.14% | -8.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 2.82% | +1.75% |
Volatility
BRTNX vs. DHAMX - Volatility Comparison
Bretton Fund (BRTNX) has a higher volatility of 4.56% compared to Centre American Select Equity Fund (DHAMX) at 4.29%. This indicates that BRTNX's price experiences larger fluctuations and is considered to be riskier than DHAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BRTNX | DHAMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 4.29% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 12.61% | -2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.94% | 16.55% | -3.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 457.37% | 17.77% | +439.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 323.52% | 17.49% | +306.03% |
BRTNX vs. DHAMX - Expense Ratio Comparison
BRTNX has a 1.35% expense ratio, which is lower than DHAMX's 1.46% expense ratio.
Dividends
BRTNX vs. DHAMX - Dividend Comparison
BRTNX's dividend yield for the trailing twelve months is around 1.47%, less than DHAMX's 30.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRTNX Bretton Fund | 1.47% | 1.52% | 1.09% | 0.00% | 1.98% | 0.62% | 0.29% | 0.00% | 0.86% | 0.00% | 1.63% | 0.19% |
DHAMX Centre American Select Equity Fund | 30.63% | 36.05% | 0.00% | 2.58% | 1.37% | 16.31% | 4.52% | 9.94% | 22.37% | 13.14% | 3.57% | 11.03% |
Frequently Asked Questions
BRTNX and DHAMX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRTNX has higher volatility (4.56%) compared to DHAMX (4.29%). In terms of maximum drawdown, BRTNX dropped -93.26% vs DHAMX's -28.47%.
DHAMX currently has the higher Sharpe Ratio (1.99 vs 0.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for BRTNX and DHAMX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer