DHLRX vs. DHLAX
Compare and contrast key facts about Diamond Hill Large Cap Fund Class I (DHLRX) and Diamond Hill Large Cap Fund (DHLAX).
DHLRX is an actively managed fund by Diamond Hill. It was launched on Jan 31, 2005. DHLAX is managed by Diamond Hill. It was launched on Jun 29, 2001.
Performance
DHLRX vs. DHLAX - Performance Comparison
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DHLRX vs. DHLAX - 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% | 20.29% |
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% |
Returns By Period
The year-to-date returns for both stocks are quite close, with DHLRX having a -2.43% return and DHLAX slightly lower at -2.50%. Over the past 10 years, DHLRX has underperformed DHLAX with an annualized return of 9.68%, while DHLAX has yielded a comparatively higher 10.37% annualized 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%
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%
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DHLRX vs. DHLAX - Expense Ratio Comparison
DHLRX has a 0.67% expense ratio, which is lower than DHLAX's 0.96% expense ratio.
Return for Risk
DHLRX vs. DHLAX — Risk / Return Rank
DHLRX
DHLAX
DHLRX vs. DHLAX - 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 Large Cap Fund (DHLAX). 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 | DHLAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.10 | 0.09 | +0.02 |
Sortino ratioReturn per unit of downside risk | 0.27 | 0.24 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.03 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.25 | 0.22 | +0.03 |
Martin ratioReturn relative to average drawdown | 0.84 | 0.74 | +0.10 |
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 | DHLAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 0.09 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.41 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.57 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.45 | 0.00 |
Correlation
The correlation between DHLRX and DHLAX is 1.00, 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
DHLRX vs. DHLAX - Dividend Comparison
DHLRX's dividend yield for the trailing twelve months is around 6.50%, more than DHLAX's 6.21% 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% |
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% |
Drawdowns
DHLRX vs. DHLAX - Drawdown Comparison
The maximum DHLRX drawdown since its inception was -52.38%, roughly equal to the maximum DHLAX drawdown of -52.68%. Use the drawdown chart below to compare losses from any high point for DHLRX and DHLAX.
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Drawdown Indicators
| DHLRX | DHLAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.38% | -52.68% | +0.30% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -11.85% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -23.17% | -23.36% | +0.19% |
Max Drawdown (10Y)Largest decline over 10 years | -38.88% | -38.92% | +0.04% |
Current DrawdownCurrent decline from peak | -6.70% | -6.75% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -6.91% | -7.58% | +0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 3.49% | -0.01% |
Volatility
DHLRX vs. DHLAX - Volatility Comparison
Diamond Hill Large Cap Fund Class I (DHLRX) and Diamond Hill Large Cap Fund (DHLAX) have volatilities of 3.82% and 3.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DHLRX | DHLAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 3.79% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.63% | 8.63% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.51% | 16.51% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.89% | 16.44% | -0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 18.33% | -0.24% |