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DHIL vs. VTAPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DHIL vs. VTAPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diamond Hill Investment Group, Inc. (DHIL) and Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX). The values are adjusted to include any dividend payments, if applicable.

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DHIL vs. VTAPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DHIL
Diamond Hill Investment Group, Inc.
1.53%17.79%-2.70%-7.25%0.41%44.90%14.89%0.17%-24.22%1.54%
VTAPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares
0.97%6.03%4.73%4.59%-2.84%5.26%4.97%4.85%0.53%0.82%

Returns By Period

In the year-to-date period, DHIL achieves a 1.53% return, which is significantly higher than VTAPX's 0.97% return. Over the past 10 years, DHIL has outperformed VTAPX with an annualized return of 5.64%, while VTAPX has yielded a comparatively lower 3.05% annualized return.


DHIL

1D
-0.46%
1M
0.13%
YTD
1.53%
6M
28.48%
1Y
28.59%
3Y*
6.36%
5Y*
7.74%
10Y*
5.64%

VTAPX

1D
0.28%
1M
0.04%
YTD
0.97%
6M
1.31%
1Y
3.86%
3Y*
4.67%
5Y*
3.48%
10Y*
3.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DHIL vs. VTAPX — Risk / Return Rank

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

DHIL
DHIL Risk / Return Rank: 7272
Overall Rank
DHIL Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DHIL Sortino Ratio Rank: 8282
Sortino Ratio Rank
DHIL Omega Ratio Rank: 8181
Omega Ratio Rank
DHIL Calmar Ratio Rank: 6666
Calmar Ratio Rank
DHIL Martin Ratio Rank: 6868
Martin Ratio Rank

VTAPX
VTAPX Risk / Return Rank: 9696
Overall Rank
VTAPX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VTAPX Sortino Ratio Rank: 9696
Sortino Ratio Rank
VTAPX Omega Ratio Rank: 9494
Omega Ratio Rank
VTAPX Calmar Ratio Rank: 9898
Calmar Ratio Rank
VTAPX Martin Ratio Rank: 9696
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.

DHIL vs. VTAPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diamond Hill Investment Group, Inc. (DHIL) and Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX). 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.


DHILVTAPXDifference

Sharpe ratio

Return per unit of total volatility

0.58

2.28

-1.70

Sortino ratio

Return per unit of downside risk

2.17

3.41

-1.25

Omega ratio

Gain probability vs. loss probability

1.30

1.49

-0.20

Calmar ratio

Return relative to maximum drawdown

1.16

4.65

-3.49

Martin ratio

Return relative to average drawdown

2.95

14.74

-11.80

DHIL vs. VTAPX - Sharpe Ratio Comparison

The current DHIL Sharpe Ratio is 0.58, which is lower than the VTAPX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of DHIL and VTAPX, 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


DHILVTAPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

2.28

-1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

1.31

-1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

1.37

-1.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

1.04

-0.83

Correlation

The correlation between DHIL and VTAPX is 0.02, 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

DHIL vs. VTAPX - Dividend Comparison

DHIL's dividend yield for the trailing twelve months is around 4.94%, more than VTAPX's 3.55% yield.


TTM20252024202320222021202020192018201720162015
DHIL
Diamond Hill Investment Group, Inc.
4.94%5.90%3.87%3.62%5.40%11.84%8.04%6.41%5.35%3.39%2.85%2.65%
VTAPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares
3.55%3.78%2.68%2.84%6.82%4.67%1.19%1.94%2.45%1.52%0.76%0.00%

Drawdowns

DHIL vs. VTAPX - Drawdown Comparison

The maximum DHIL drawdown since its inception was -94.57%, which is greater than VTAPX's maximum drawdown of -5.33%. Use the drawdown chart below to compare losses from any high point for DHIL and VTAPX.


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Drawdown Indicators


DHILVTAPXDifference

Max Drawdown

Largest peak-to-trough decline

-94.57%

-5.33%

-89.24%

Max Drawdown (1Y)

Largest decline over 1 year

-23.44%

-0.92%

-22.52%

Max Drawdown (5Y)

Largest decline over 5 years

-33.50%

-5.33%

-28.17%

Max Drawdown (10Y)

Largest decline over 10 years

-57.65%

-5.33%

-52.32%

Current Drawdown

Current decline from peak

-0.63%

-0.28%

-0.35%

Average Drawdown

Average peak-to-trough decline

-27.84%

-1.04%

-26.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.26%

0.29%

+8.97%

Volatility

DHIL vs. VTAPX - Volatility Comparison

Diamond Hill Investment Group, Inc. (DHIL) has a higher volatility of 1.23% compared to Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) at 0.59%. This indicates that DHIL's price experiences larger fluctuations and is considered to be riskier than VTAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHILVTAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

0.59%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

38.27%

0.96%

+37.31%

Volatility (1Y)

Calculated over the trailing 1-year period

49.76%

1.79%

+47.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.99%

2.67%

+29.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.72%

2.23%

+27.49%