DHLAX vs. DHSIX
Compare and contrast key facts about Diamond Hill Large Cap Fund (DHLAX) and Diamond Hill Small Cap Fund Class I (DHSIX).
DHLAX is managed by Diamond Hill. It was launched on Jun 29, 2001. DHSIX is an actively managed fund by Diamond Hill. It was launched on Dec 29, 2000.
Performance
DHLAX vs. DHSIX - Performance Comparison
Loading graphics...
DHLAX vs. DHSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DHLAX Diamond Hill Large Cap Fund | -4.09% | 5.34% | 22.53% | 13.36% | -13.67% | 25.40% | 8.63% | 31.84% | -9.89% | 19.93% |
DHSIX Diamond Hill Small Cap Fund Class I | 0.83% | 11.83% | 13.10% | 24.25% | -14.85% | 32.69% | -0.27% | 21.83% | -15.00% | 10.89% |
Returns By Period
In the year-to-date period, DHLAX achieves a -4.09% return, which is significantly lower than DHSIX's 0.83% return. Over the past 10 years, DHLAX has outperformed DHSIX with an annualized return of 10.19%, while DHSIX has yielded a comparatively lower 8.87% annualized return.
DHLAX
- 1D
- 0.10%
- 1M
- -7.94%
- YTD
- -4.09%
- 6M
- -2.82%
- 1Y
- -0.23%
- 3Y*
- 12.26%
- 5Y*
- 6.56%
- 10Y*
- 10.19%
DHSIX
- 1D
- -0.08%
- 1M
- -7.18%
- YTD
- 0.83%
- 6M
- 5.72%
- 1Y
- 27.50%
- 3Y*
- 14.23%
- 5Y*
- 9.07%
- 10Y*
- 8.87%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DHLAX vs. DHSIX - Expense Ratio Comparison
DHLAX has a 0.96% expense ratio, which is lower than DHSIX's 0.97% expense ratio.
Return for Risk
DHLAX vs. DHSIX — Risk / Return Rank
DHLAX
DHSIX
DHLAX vs. DHSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diamond Hill Large Cap Fund (DHLAX) and Diamond Hill Small Cap Fund Class I (DHSIX). 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.
| DHLAX | DHSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.06 | 1.18 | -1.13 |
Sortino ratioReturn per unit of downside risk | 0.20 | 1.81 | -1.61 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.23 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | -0.06 | 1.95 | -2.01 |
Martin ratioReturn relative to average drawdown | -0.22 | 6.50 | -6.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DHLAX | DHSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 1.18 | -1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.43 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.40 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.37 | +0.09 |
Correlation
The correlation between DHLAX and DHSIX is 0.87, 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
DHLAX vs. DHSIX - Dividend Comparison
DHLAX's dividend yield for the trailing twelve months is around 6.31%, more than DHSIX's 5.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHLAX Diamond Hill Large Cap Fund | 6.31% | 6.05% | 19.46% | 3.07% | 6.34% | 7.28% | 3.01% | 4.50% | 4.28% | 4.53% | 6.30% | 4.79% |
DHSIX Diamond Hill Small Cap Fund Class I | 5.69% | 5.74% | 15.81% | 30.09% | 18.06% | 17.39% | 0.61% | 7.13% | 10.46% | 6.90% | 2.68% | 1.95% |
Drawdowns
DHLAX vs. DHSIX - Drawdown Comparison
The maximum DHLAX drawdown since its inception was -52.68%, roughly equal to the maximum DHSIX drawdown of -52.83%. Use the drawdown chart below to compare losses from any high point for DHLAX and DHSIX.
Loading graphics...
Drawdown Indicators
| DHLAX | DHSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.68% | -52.83% | +0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -12.91% | +1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | -28.33% | +4.97% |
Max Drawdown (10Y)Largest decline over 10 years | -38.92% | -45.96% | +7.04% |
Current DrawdownCurrent decline from peak | -8.27% | -10.16% | +1.89% |
Average DrawdownAverage peak-to-trough decline | -7.58% | -8.43% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 3.87% | -0.40% |
Volatility
DHLAX vs. DHSIX - Volatility Comparison
The current volatility for Diamond Hill Large Cap Fund (DHLAX) is 3.20%, while Diamond Hill Small Cap Fund Class I (DHSIX) has a volatility of 6.12%. This indicates that DHLAX experiences smaller price fluctuations and is considered to be less risky than DHSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DHLAX | DHSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 6.12% | -2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 14.00% | -5.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 23.80% | -7.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 21.43% | -5.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 22.13% | -3.81% |