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DHEIX vs. DFAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DHEIX vs. DFAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX) and DFA Short-Duration Real Return Portfolio (DFAIX). The values are adjusted to include any dividend payments, if applicable.

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DHEIX vs. DFAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DHEIX
Diamond Hill Short Duration Securitized Bond Fund Class I
0.82%6.06%9.33%8.91%-3.38%2.74%3.09%4.85%3.18%4.23%
DFAIX
DFA Short-Duration Real Return Portfolio
0.86%4.86%6.38%5.64%-2.77%5.40%2.75%5.63%0.11%1.61%

Returns By Period

The year-to-date returns for both investments are quite close, with DHEIX having a 0.82% return and DFAIX slightly higher at 0.86%.


DHEIX

1D
0.13%
1M
-0.27%
YTD
0.82%
6M
1.75%
1Y
5.26%
3Y*
7.69%
5Y*
4.48%
10Y*

DFAIX

1D
0.19%
1M
-0.09%
YTD
0.86%
6M
1.22%
1Y
3.68%
3Y*
5.27%
5Y*
3.82%
10Y*
3.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DHEIX vs. DFAIX - Expense Ratio Comparison

DHEIX has a 0.53% expense ratio, which is higher than DFAIX's 0.22% expense ratio.


Return for Risk

DHEIX vs. DFAIX — Risk / Return Rank

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

DHEIX
DHEIX Risk / Return Rank: 9999
Overall Rank
DHEIX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
DHEIX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DHEIX Omega Ratio Rank: 9999
Omega Ratio Rank
DHEIX Calmar Ratio Rank: 9999
Calmar Ratio Rank
DHEIX Martin Ratio Rank: 9999
Martin Ratio Rank

DFAIX
DFAIX Risk / Return Rank: 9999
Overall Rank
DFAIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFAIX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFAIX Omega Ratio Rank: 9898
Omega Ratio Rank
DFAIX Calmar Ratio Rank: 9999
Calmar Ratio Rank
DFAIX Martin Ratio Rank: 9999
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.

DHEIX vs. DFAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX) and DFA Short-Duration Real Return Portfolio (DFAIX). 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.


DHEIXDFAIXDifference

Sharpe ratio

Return per unit of total volatility

4.60

3.57

+1.03

Sortino ratio

Return per unit of downside risk

8.07

5.96

+2.12

Omega ratio

Gain probability vs. loss probability

2.53

2.07

+0.46

Calmar ratio

Return relative to maximum drawdown

10.74

8.64

+2.10

Martin ratio

Return relative to average drawdown

40.46

34.01

+6.45

DHEIX vs. DFAIX - Sharpe Ratio Comparison

The current DHEIX Sharpe Ratio is 4.60, which is comparable to the DFAIX Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of DHEIX and DFAIX, 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


DHEIXDFAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.60

3.57

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.96

1.21

+1.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.26

Sharpe Ratio (All Time)

Calculated using the full available price history

1.87

1.08

+0.78

Correlation

The correlation between DHEIX and DFAIX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DHEIX vs. DFAIX - Dividend Comparison

DHEIX's dividend yield for the trailing twelve months is around 5.98%, more than DFAIX's 4.61% yield.


TTM20252024202320222021202020192018201720162015
DHEIX
Diamond Hill Short Duration Securitized Bond Fund Class I
5.98%5.51%6.21%5.52%3.72%2.62%3.22%4.05%3.74%3.45%0.00%0.00%
DFAIX
DFA Short-Duration Real Return Portfolio
4.61%4.65%4.14%3.66%1.68%0.98%0.82%2.53%2.72%1.71%1.41%1.29%

Drawdowns

DHEIX vs. DFAIX - Drawdown Comparison

The maximum DHEIX drawdown since its inception was -12.33%, which is greater than DFAIX's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for DHEIX and DFAIX.


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Drawdown Indicators


DHEIXDFAIXDifference

Max Drawdown

Largest peak-to-trough decline

-12.33%

-5.63%

-6.70%

Max Drawdown (1Y)

Largest decline over 1 year

-0.50%

-0.47%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-4.87%

-5.46%

+0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-5.63%

Current Drawdown

Current decline from peak

-0.27%

-0.28%

+0.01%

Average Drawdown

Average peak-to-trough decline

-0.77%

-0.95%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.13%

0.12%

+0.01%

Volatility

DHEIX vs. DFAIX - Volatility Comparison

The current volatility for Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX) is 0.38%, while DFA Short-Duration Real Return Portfolio (DFAIX) has a volatility of 0.50%. This indicates that DHEIX experiences smaller price fluctuations and is considered to be less risky than DFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHEIXDFAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.38%

0.50%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

0.73%

0.75%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

1.15%

1.07%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.52%

3.18%

-1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.28%

2.56%

-0.28%