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DHIAX vs. DHSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DHIAX vs. DHSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diamond Hill International Fund (DHIAX) and Diamond Hill Small Cap Fund (DHSCX). The values are adjusted to include any dividend payments, if applicable.

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DHIAX vs. DHSCX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DHIAX
Diamond Hill International Fund
0.72%27.86%3.55%17.88%-13.82%12.41%6.48%7.92%
DHSCX
Diamond Hill Small Cap Fund
0.74%11.48%12.75%23.99%-15.11%32.30%-0.54%9.09%

Returns By Period

The year-to-date returns for both investments are quite close, with DHIAX having a 0.72% return and DHSCX slightly higher at 0.74%.


DHIAX

1D
0.00%
1M
-9.86%
YTD
0.72%
6M
4.52%
1Y
24.05%
3Y*
12.85%
5Y*
7.33%
10Y*

DHSCX

1D
-0.08%
1M
-7.21%
YTD
0.74%
6M
5.52%
1Y
27.11%
3Y*
13.91%
5Y*
8.76%
10Y*
8.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DHIAX vs. DHSCX - Expense Ratio Comparison

DHIAX has a 1.13% expense ratio, which is lower than DHSCX's 1.26% expense ratio.


Return for Risk

DHIAX vs. DHSCX — Risk / Return Rank

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

DHIAX
DHIAX Risk / Return Rank: 8080
Overall Rank
DHIAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DHIAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
DHIAX Omega Ratio Rank: 7878
Omega Ratio Rank
DHIAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DHIAX Martin Ratio Rank: 8282
Martin Ratio Rank

DHSCX
DHSCX Risk / Return Rank: 6969
Overall Rank
DHSCX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DHSCX Sortino Ratio Rank: 7272
Sortino Ratio Rank
DHSCX Omega Ratio Rank: 6060
Omega Ratio Rank
DHSCX Calmar Ratio Rank: 8080
Calmar Ratio Rank
DHSCX Martin Ratio Rank: 6868
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.

DHIAX vs. DHSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diamond Hill International Fund (DHIAX) and Diamond Hill Small Cap Fund (DHSCX). 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.


DHIAXDHSCXDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.17

+0.34

Sortino ratio

Return per unit of downside risk

1.98

1.79

+0.20

Omega ratio

Gain probability vs. loss probability

1.30

1.23

+0.08

Calmar ratio

Return relative to maximum drawdown

2.06

1.91

+0.15

Martin ratio

Return relative to average drawdown

8.16

6.37

+1.79

DHIAX vs. DHSCX - Sharpe Ratio Comparison

The current DHIAX Sharpe Ratio is 1.51, which is comparable to the DHSCX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of DHIAX and DHSCX, 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


DHIAXDHSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.17

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.41

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.45

+0.04

Correlation

The correlation between DHIAX and DHSCX is 0.71, 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

DHIAX vs. DHSCX - Dividend Comparison

DHIAX's dividend yield for the trailing twelve months is around 4.48%, less than DHSCX's 5.76% yield.


TTM20252024202320222021202020192018201720162015
DHIAX
Diamond Hill International Fund
4.48%4.51%1.26%0.92%1.14%3.71%0.89%0.34%0.00%0.00%0.00%0.00%
DHSCX
Diamond Hill Small Cap Fund
5.76%5.80%16.10%30.73%18.17%17.43%0.32%6.94%10.29%6.68%2.50%1.63%

Drawdowns

DHIAX vs. DHSCX - Drawdown Comparison

The maximum DHIAX drawdown since its inception was -36.15%, smaller than the maximum DHSCX drawdown of -53.15%. Use the drawdown chart below to compare losses from any high point for DHIAX and DHSCX.


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Drawdown Indicators


DHIAXDHSCXDifference

Max Drawdown

Largest peak-to-trough decline

-36.15%

-53.15%

+17.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-12.92%

+2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-30.34%

-28.41%

-1.93%

Max Drawdown (10Y)

Largest decline over 10 years

-46.19%

Current Drawdown

Current decline from peak

-10.02%

-10.21%

+0.19%

Average Drawdown

Average peak-to-trough decline

-7.17%

-8.36%

+1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

3.88%

-1.24%

Volatility

DHIAX vs. DHSCX - Volatility Comparison

Diamond Hill International Fund (DHIAX) has a higher volatility of 6.43% compared to Diamond Hill Small Cap Fund (DHSCX) at 6.10%. This indicates that DHIAX's price experiences larger fluctuations and is considered to be riskier than DHSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHIAXDHSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

6.10%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

13.96%

-3.81%

Volatility (1Y)

Calculated over the trailing 1-year period

15.32%

23.79%

-8.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.06%

21.44%

-6.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.79%

22.13%

-4.34%