DHAMX vs. BFSAX

Last updated Apr 2, 2026

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

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

Performance

DHAMX vs. BFSAX - Performance Comparison

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

DHAMX vs. BFSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DHAMX Centre American Select Equity Fund	7.48%	19.37%	1.33%	14.91%	-3.34%	27.41%	30.79%	16.38%	-3.82%	25.26%
BFSAX BFS Equity Fund	0.00%	0.00%	0.00%	8.75%	-18.53%	24.95%	10.46%	32.88%	-2.96%	20.97%

Returns By Period

DHAMX

• 1D: 2.50%
• 1M: -6.02%
• YTD: 7.48%
• 6M: 14.78%
• 1Y: 35.90%
• 3Y*: 12.39%
• 5Y*: 10.73%
• 10Y*: 13.05%

BFSAX

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

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

DHAMX vs. BFSAX - Expense Ratio Comparison

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

DHAMX

Centre American Select Equity Fund

BFSAX

BFS Equity Fund

Return for Risk

DHAMX vs. BFSAX — Risk / Return Rank

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

DHAMX

DHAMX Risk / Return Rank: 89
DHAMX Sharpe Ratio Rank: 88
DHAMX Sortino Ratio Rank: 89
DHAMX Omega Ratio Rank: 84
DHAMX Calmar Ratio Rank: 94
DHAMX Martin Ratio Rank: 92

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.

DHAMX vs. BFSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Centre American Select Equity Fund (DHAMX) and BFS Equity Fund (BFSAX). 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.

	DHAMX	BFSAX	Difference
Sharpe ratio Return per unit of total volatility	1.81	—	—
Sortino ratio Return per unit of downside risk	2.53	—	—
Omega ratio Gain probability vs. loss probability	1.35	—	—
Calmar ratio Return relative to maximum drawdown	3.13	—	—
Martin ratio Return relative to average drawdown	11.58	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DHAMX	BFSAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.81	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	—	—

Correlation

The correlation between DHAMX and BFSAX 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

DHAMX vs. BFSAX - Dividend Comparison

DHAMX's dividend yield for the trailing twelve months is around 33.54%, while BFSAX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DHAMX Centre American Select Equity Fund	33.54%	36.05%	0.00%	2.58%	1.37%	16.31%	4.52%	9.94%	22.37%	13.14%	3.57%	11.03%
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%

Drawdowns

Drawdown Indicators

	DHAMX	BFSAX	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	-7.59%	—	—
Average Drawdown Average peak-to-trough decline	-4.20%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.15%	—	—

Volatility

Volatility by Period

	DHAMX	BFSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.83%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.58%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.84%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.65%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.26%	—	—