DHLRX vs. DHEIX
Compare and contrast key facts about Diamond Hill Large Cap Fund Class I (DHLRX) and Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX).
DHLRX is an actively managed fund by Diamond Hill. It was launched on Jan 31, 2005. DHEIX is a passively managed fund by Diamond Hill that tracks the performance of the Bloomberg US 1-3 Yr. Gov./Credit Index. It was launched on Jul 5, 2016.
Performance
DHLRX vs. DHEIX - Performance Comparison
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DHLRX vs. DHEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DHLRX Diamond Hill Large Cap Fund Class I | -2.43% | 5.67% | 12.05% | 13.71% | -13.38% | 25.74% | 8.95% | 32.22% | -9.65% | 19.06% |
DHEIX Diamond Hill Short Duration Securitized Bond Fund Class I | 0.82% | 6.06% | 9.33% | 8.91% | -3.38% | 2.74% | 3.09% | 4.85% | 3.18% | 4.23% |
Returns By Period
In the year-to-date period, DHLRX achieves a -2.43% return, which is significantly lower than DHEIX's 0.82% return.
DHLRX
- 1D
- 1.66%
- 1M
- -6.06%
- YTD
- -2.43%
- 6M
- -1.07%
- 1Y
- 1.77%
- 3Y*
- 9.80%
- 5Y*
- 5.12%
- 10Y*
- 9.68%
DHEIX
- 1D
- 0.00%
- 1M
- -0.17%
- YTD
- 0.82%
- 6M
- 1.65%
- 1Y
- 5.26%
- 3Y*
- 7.69%
- 5Y*
- 4.48%
- 10Y*
- —
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DHLRX vs. DHEIX - Expense Ratio Comparison
DHLRX has a 0.67% expense ratio, which is higher than DHEIX's 0.53% expense ratio.
Return for Risk
DHLRX vs. DHEIX — Risk / Return Rank
DHLRX
DHEIX
DHLRX vs. DHEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diamond Hill Large Cap Fund Class I (DHLRX) and Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX). 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.
| DHLRX | DHEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.10 | 4.60 | -4.50 |
Sortino ratioReturn per unit of downside risk | 0.27 | 8.07 | -7.80 |
Omega ratioGain probability vs. loss probability | 1.04 | 2.53 | -1.49 |
Calmar ratioReturn relative to maximum drawdown | 0.25 | 10.53 | -10.28 |
Martin ratioReturn relative to average drawdown | 0.84 | 39.35 | -38.52 |
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
| DHLRX | DHEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 4.60 | -4.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 2.96 | -2.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 1.87 | -1.41 |
Correlation
The correlation between DHLRX and DHEIX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DHLRX vs. DHEIX - Dividend Comparison
DHLRX's dividend yield for the trailing twelve months is around 6.50%, more than DHEIX's 5.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHLRX Diamond Hill Large Cap Fund Class I | 6.50% | 6.34% | 10.64% | 3.77% | 6.60% | 7.53% | 3.47% | 4.75% | 4.59% | 4.80% | 6.54% | 5.06% |
DHEIX Diamond Hill Short Duration Securitized Bond Fund Class I | 5.98% | 5.51% | 6.21% | 5.52% | 3.72% | 2.62% | 3.22% | 4.05% | 3.74% | 3.45% | 0.00% | 0.00% |
Drawdowns
DHLRX vs. DHEIX - Drawdown Comparison
The maximum DHLRX drawdown since its inception was -52.38%, which is greater than DHEIX's maximum drawdown of -12.33%. Use the drawdown chart below to compare losses from any high point for DHLRX and DHEIX.
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Drawdown Indicators
| DHLRX | DHEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.38% | -12.33% | -40.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -0.50% | -11.34% |
Max Drawdown (5Y)Largest decline over 5 years | -23.17% | -4.87% | -18.30% |
Max Drawdown (10Y)Largest decline over 10 years | -38.88% | — | — |
Current DrawdownCurrent decline from peak | -6.70% | -0.27% | -6.43% |
Average DrawdownAverage peak-to-trough decline | -6.91% | -0.77% | -6.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 0.13% | +3.35% |
Volatility
DHLRX vs. DHEIX - Volatility Comparison
Diamond Hill Large Cap Fund Class I (DHLRX) has a higher volatility of 3.82% compared to Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX) at 0.36%. This indicates that DHLRX's price experiences larger fluctuations and is considered to be riskier than DHEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DHLRX | DHEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 0.36% | +3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 8.63% | 0.72% | +7.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.51% | 1.15% | +15.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.89% | 1.52% | +14.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 2.28% | +15.81% |