DHLAX vs. MGRAX
Compare and contrast key facts about Diamond Hill Large Cap Fund (DHLAX) and MFS International Growth Fund (MGRAX).
DHLAX is managed by Diamond Hill. It was launched on Jun 29, 2001. MGRAX is managed by MFS. It was launched on Oct 23, 1995.
Performance
DHLAX vs. MGRAX - Performance Comparison
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DHLAX vs. MGRAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DHLAX Diamond Hill Large Cap Fund | -2.50% | 5.34% | 22.53% | 13.36% | -13.67% | 25.40% | 8.63% | 31.84% | -9.89% | 19.93% |
MGRAX MFS International Growth Fund | -3.56% | 20.73% | 8.82% | 14.54% | -15.31% | 9.20% | 15.45% | 26.83% | -9.09% | 32.15% |
Returns By Period
In the year-to-date period, DHLAX achieves a -2.50% return, which is significantly higher than MGRAX's -3.56% return. Over the past 10 years, DHLAX has outperformed MGRAX with an annualized return of 10.37%, while MGRAX has yielded a comparatively lower 9.17% annualized return.
DHLAX
- 1D
- 1.66%
- 1M
- -6.08%
- YTD
- -2.50%
- 6M
- -1.21%
- 1Y
- 1.48%
- 3Y*
- 12.87%
- 5Y*
- 6.75%
- 10Y*
- 10.37%
MGRAX
- 1D
- 2.73%
- 1M
- -8.25%
- YTD
- -3.56%
- 6M
- -2.90%
- 1Y
- 10.99%
- 3Y*
- 9.98%
- 5Y*
- 5.65%
- 10Y*
- 9.17%
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DHLAX vs. MGRAX - Expense Ratio Comparison
DHLAX has a 0.96% expense ratio, which is lower than MGRAX's 1.06% expense ratio.
Return for Risk
DHLAX vs. MGRAX — Risk / Return Rank
DHLAX
MGRAX
DHLAX vs. MGRAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diamond Hill Large Cap Fund (DHLAX) and MFS International Growth Fund (MGRAX). 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 | MGRAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.09 | 0.82 | -0.73 |
Sortino ratioReturn per unit of downside risk | 0.24 | 1.17 | -0.92 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.16 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.22 | 0.86 | -0.64 |
Martin ratioReturn relative to average drawdown | 0.74 | 3.38 | -2.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DHLAX | MGRAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | 0.82 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.37 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.59 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.37 | +0.08 |
Correlation
The correlation between DHLAX and MGRAX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DHLAX vs. MGRAX - Dividend Comparison
DHLAX's dividend yield for the trailing twelve months is around 6.21%, more than MGRAX's 5.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHLAX Diamond Hill Large Cap Fund | 6.21% | 6.05% | 19.46% | 3.07% | 6.34% | 7.28% | 3.01% | 4.50% | 4.28% | 4.53% | 6.30% | 4.79% |
MGRAX MFS International Growth Fund | 5.55% | 5.35% | 5.99% | 2.56% | 2.69% | 6.62% | 0.56% | 1.42% | 3.82% | 2.26% | 1.01% | 1.06% |
Drawdowns
DHLAX vs. MGRAX - Drawdown Comparison
The maximum DHLAX drawdown since its inception was -52.68%, roughly equal to the maximum MGRAX drawdown of -55.29%. Use the drawdown chart below to compare losses from any high point for DHLAX and MGRAX.
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Drawdown Indicators
| DHLAX | MGRAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.68% | -55.29% | +2.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -12.42% | +0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | -30.58% | +7.22% |
Max Drawdown (10Y)Largest decline over 10 years | -38.92% | -30.58% | -8.34% |
Current DrawdownCurrent decline from peak | -6.75% | -9.88% | +3.13% |
Average DrawdownAverage peak-to-trough decline | -7.58% | -10.89% | +3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 3.15% | +0.34% |
Volatility
DHLAX vs. MGRAX - Volatility Comparison
The current volatility for Diamond Hill Large Cap Fund (DHLAX) is 3.79%, while MFS International Growth Fund (MGRAX) has a volatility of 6.53%. This indicates that DHLAX experiences smaller price fluctuations and is considered to be less risky than MGRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DHLAX | MGRAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 6.53% | -2.74% |
Volatility (6M)Calculated over the trailing 6-month period | 8.63% | 9.87% | -1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.51% | 14.51% | +2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.44% | 15.44% | +1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 15.66% | +2.67% |