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DHAMX vs. DFIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DHAMX vs. DFIEX - Performance Comparison

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

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DHAMX vs. DFIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DFIEX
DFA International Core Equity Portfolio I
2.80%36.18%3.99%17.50%-13.51%13.85%7.73%21.70%-17.41%28.04%

Returns By Period

In the year-to-date period, DHAMX achieves a 7.48% return, which is significantly higher than DFIEX's 2.80% return. Over the past 10 years, DHAMX has outperformed DFIEX with an annualized return of 13.05%, while DFIEX has yielded a comparatively lower 9.64% annualized return.


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%

DFIEX

1D
3.02%
1M
-6.42%
YTD
2.80%
6M
8.00%
1Y
30.46%
3Y*
16.74%
5Y*
9.40%
10Y*
9.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DHAMX vs. DFIEX - Expense Ratio Comparison

DHAMX has a 1.46% expense ratio, which is higher than DFIEX's 0.24% expense ratio.


Return for Risk

DHAMX vs. DFIEX — Risk / Return Rank

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

DHAMX
DHAMX Risk / Return Rank: 8989
Overall Rank
DHAMX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DHAMX Sortino Ratio Rank: 8989
Sortino Ratio Rank
DHAMX Omega Ratio Rank: 8484
Omega Ratio Rank
DHAMX Calmar Ratio Rank: 9494
Calmar Ratio Rank
DHAMX Martin Ratio Rank: 9292
Martin Ratio Rank

DFIEX
DFIEX Risk / Return Rank: 9090
Overall Rank
DFIEX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DFIEX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DFIEX Omega Ratio Rank: 8989
Omega Ratio Rank
DFIEX Calmar Ratio Rank: 9090
Calmar Ratio Rank
DFIEX Martin Ratio Rank: 9090
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.

DHAMX vs. DFIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Centre American Select Equity Fund (DHAMX) and DFA International Core Equity Portfolio I (DFIEX). 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.


DHAMXDFIEXDifference

Sharpe ratio

Return per unit of total volatility

1.81

1.95

-0.14

Sortino ratio

Return per unit of downside risk

2.53

2.55

-0.02

Omega ratio

Gain probability vs. loss probability

1.35

1.39

-0.04

Calmar ratio

Return relative to maximum drawdown

3.13

2.57

+0.56

Martin ratio

Return relative to average drawdown

11.58

10.07

+1.50

DHAMX vs. DFIEX - Sharpe Ratio Comparison

The current DHAMX Sharpe Ratio is 1.81, which is comparable to the DFIEX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of DHAMX and DFIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DHAMXDFIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

1.95

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.60

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.59

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.35

+0.46

Correlation

The correlation between DHAMX and DFIEX is 0.74, 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. DFIEX - Dividend Comparison

DHAMX's dividend yield for the trailing twelve months is around 33.54%, more than DFIEX's 3.14% yield.


TTM20252024202320222021202020192018201720162015
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%
DFIEX
DFA International Core Equity Portfolio I
3.14%3.22%3.42%3.36%2.88%2.98%1.77%2.90%2.95%2.49%2.76%4.20%

Drawdowns

DHAMX vs. DFIEX - Drawdown Comparison

The maximum DHAMX drawdown since its inception was -28.47%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DHAMX and DFIEX.


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Drawdown Indicators


DHAMXDFIEXDifference

Max Drawdown

Largest peak-to-trough decline

-28.47%

-62.22%

+33.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-11.01%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-28.47%

-28.66%

+0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-28.47%

-41.04%

+12.57%

Current Drawdown

Current decline from peak

-7.59%

-7.75%

+0.16%

Average Drawdown

Average peak-to-trough decline

-4.20%

-12.26%

+8.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.81%

+0.34%

Volatility

DHAMX vs. DFIEX - Volatility Comparison

The current volatility for Centre American Select Equity Fund (DHAMX) is 5.83%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that DHAMX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHAMXDFIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

7.09%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

10.45%

+2.13%

Volatility (1Y)

Calculated over the trailing 1-year period

19.84%

15.90%

+3.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

15.65%

+2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

16.35%

+0.91%