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DHF vs. DHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DHF vs. DHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional High Yield Fund (DHF) and Dimensional High Yield Equity Fund (DHY). The values are adjusted to include any dividend payments, if applicable.

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DHF vs. DHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DHF
Dimensional High Yield Fund
-0.19%5.67%21.12%15.00%-22.70%10.35%6.46%24.68%-11.11%8.43%
DHY
Dimensional High Yield Equity Fund
-2.71%2.19%18.18%24.13%-21.75%16.99%0.10%26.18%-16.10%17.06%

Returns By Period

In the year-to-date period, DHF achieves a -0.19% return, which is significantly higher than DHY's -2.71% return. Over the past 10 years, DHF has underperformed DHY with an annualized return of 6.48%, while DHY has yielded a comparatively higher 7.91% annualized return.


DHF

1D
4.27%
1M
-1.28%
YTD
-0.19%
6M
-1.76%
1Y
4.04%
3Y*
13.00%
5Y*
3.57%
10Y*
6.48%

DHY

1D
3.83%
1M
-1.24%
YTD
-2.71%
6M
-3.37%
1Y
-1.80%
3Y*
9.83%
5Y*
4.43%
10Y*
7.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DHF vs. DHY - Expense Ratio Comparison

DHF has a 0.04% expense ratio, which is lower than DHY's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

DHF vs. DHY — Risk / Return Rank

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

DHF
DHF Risk / Return Rank: 1212
Overall Rank
DHF Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DHF Sortino Ratio Rank: 1010
Sortino Ratio Rank
DHF Omega Ratio Rank: 1010
Omega Ratio Rank
DHF Calmar Ratio Rank: 1616
Calmar Ratio Rank
DHF Martin Ratio Rank: 1616
Martin Ratio Rank

DHY
DHY Risk / Return Rank: 33
Overall Rank
DHY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DHY Sortino Ratio Rank: 33
Sortino Ratio Rank
DHY Omega Ratio Rank: 33
Omega Ratio Rank
DHY Calmar Ratio Rank: 33
Calmar Ratio Rank
DHY Martin Ratio Rank: 33
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.

DHF vs. DHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional High Yield Fund (DHF) and Dimensional High Yield Equity Fund (DHY). 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.


DHFDHYDifference

Sharpe ratio

Return per unit of total volatility

0.28

-0.13

+0.40

Sortino ratio

Return per unit of downside risk

0.47

-0.08

+0.55

Omega ratio

Gain probability vs. loss probability

1.07

0.99

+0.08

Calmar ratio

Return relative to maximum drawdown

0.48

-0.26

+0.74

Martin ratio

Return relative to average drawdown

1.60

-0.78

+2.38

DHF vs. DHY - Sharpe Ratio Comparison

The current DHF Sharpe Ratio is 0.28, which is higher than the DHY Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of DHF and DHY, 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


DHFDHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

-0.13

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.29

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.44

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.18

-0.04

Correlation

The correlation between DHF and DHY is 0.37, 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

DHF vs. DHY - Dividend Comparison

DHF's dividend yield for the trailing twelve months is around 8.61%, less than DHY's 9.79% yield.


TTM20252024202320222021202020192018201720162015
DHF
Dimensional High Yield Fund
8.61%8.47%8.14%7.86%10.12%8.24%8.60%8.52%10.41%8.98%9.76%11.30%
DHY
Dimensional High Yield Equity Fund
9.79%9.30%8.69%9.39%10.57%7.61%8.68%9.02%11.20%9.40%10.52%12.63%

Drawdowns

DHF vs. DHY - Drawdown Comparison

The maximum DHF drawdown since its inception was -71.32%, roughly equal to the maximum DHY drawdown of -71.47%. Use the drawdown chart below to compare losses from any high point for DHF and DHY.


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Drawdown Indicators


DHFDHYDifference

Max Drawdown

Largest peak-to-trough decline

-71.32%

-71.47%

+0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.84%

-10.38%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-37.82%

-27.23%

-10.59%

Max Drawdown (10Y)

Largest decline over 10 years

-42.94%

-41.36%

-1.58%

Current Drawdown

Current decline from peak

-4.35%

-6.10%

+1.75%

Average Drawdown

Average peak-to-trough decline

-23.15%

-12.37%

-10.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

3.50%

-0.46%

Volatility

DHF vs. DHY - Volatility Comparison

Dimensional High Yield Fund (DHF) and Dimensional High Yield Equity Fund (DHY) have volatilities of 6.29% and 6.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHFDHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.29%

6.45%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

9.58%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

14.65%

14.36%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

15.25%

+0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.75%

17.97%

-0.22%