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DHLRX vs. FGINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DHLRX vs. FGINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diamond Hill Large Cap Fund Class I (DHLRX) and Delaware Growth and Income Fund (FGINX). The values are adjusted to include any dividend payments, if applicable.

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DHLRX vs. FGINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FGINX
Delaware Growth and Income Fund
5.10%29.78%15.13%11.98%3.03%21.37%-0.08%25.64%-10.27%18.08%

Returns By Period

In the year-to-date period, DHLRX achieves a -2.43% return, which is significantly lower than FGINX's 5.10% return. Over the past 10 years, DHLRX has underperformed FGINX with an annualized return of 9.68%, while FGINX has yielded a comparatively higher 12.23% 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%

FGINX

1D
0.46%
1M
-2.36%
YTD
5.10%
6M
14.34%
1Y
29.49%
3Y*
22.05%
5Y*
15.00%
10Y*
12.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DHLRX vs. FGINX - Expense Ratio Comparison

DHLRX has a 0.67% expense ratio, which is lower than FGINX's 1.02% expense ratio.


Return for Risk

DHLRX vs. FGINX — Risk / Return Rank

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

DHLRX
DHLRX Risk / Return Rank: 66
Overall Rank
DHLRX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
DHLRX Sortino Ratio Rank: 55
Sortino Ratio Rank
DHLRX Omega Ratio Rank: 55
Omega Ratio Rank
DHLRX Calmar Ratio Rank: 77
Calmar Ratio Rank
DHLRX Martin Ratio Rank: 77
Martin Ratio Rank

FGINX
FGINX Risk / Return Rank: 8888
Overall Rank
FGINX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FGINX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FGINX Omega Ratio Rank: 8787
Omega Ratio Rank
FGINX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FGINX Martin Ratio Rank: 9191
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.

DHLRX vs. FGINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diamond Hill Large Cap Fund Class I (DHLRX) and Delaware Growth and Income Fund (FGINX). 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.


DHLRXFGINXDifference

Sharpe ratio

Return per unit of total volatility

0.10

1.88

-1.78

Sortino ratio

Return per unit of downside risk

0.27

2.52

-2.25

Omega ratio

Gain probability vs. loss probability

1.04

1.39

-0.35

Calmar ratio

Return relative to maximum drawdown

0.25

2.72

-2.48

Martin ratio

Return relative to average drawdown

0.84

11.58

-10.75

DHLRX vs. FGINX - Sharpe Ratio Comparison

The current DHLRX Sharpe Ratio is 0.10, which is lower than the FGINX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of DHLRX and FGINX, 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


DHLRXFGINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

1.88

-1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

1.01

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.72

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.53

-0.08

Correlation

The correlation between DHLRX and FGINX is 0.92, 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. FGINX - Dividend Comparison

DHLRX's dividend yield for the trailing twelve months is around 6.50%, less than FGINX's 10.81% yield.


TTM20252024202320222021202020192018201720162015
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%
FGINX
Delaware Growth and Income Fund
10.81%11.28%12.40%7.11%7.04%11.97%6.59%51.75%25.36%5.13%4.12%5.66%

Drawdowns

DHLRX vs. FGINX - Drawdown Comparison

The maximum DHLRX drawdown since its inception was -52.38%, roughly equal to the maximum FGINX drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for DHLRX and FGINX.


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Drawdown Indicators


DHLRXFGINXDifference

Max Drawdown

Largest peak-to-trough decline

-52.38%

-54.80%

+2.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-7.61%

-4.23%

Max Drawdown (5Y)

Largest decline over 5 years

-23.17%

-16.21%

-6.96%

Max Drawdown (10Y)

Largest decline over 10 years

-38.88%

-37.37%

-1.51%

Current Drawdown

Current decline from peak

-6.70%

-5.03%

-1.67%

Average Drawdown

Average peak-to-trough decline

-6.91%

-9.74%

+2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

2.72%

+0.76%

Volatility

DHLRX vs. FGINX - Volatility Comparison

The current volatility for Diamond Hill Large Cap Fund Class I (DHLRX) is 3.82%, while Delaware Growth and Income Fund (FGINX) has a volatility of 4.06%. This indicates that DHLRX experiences smaller price fluctuations and is considered to be less risky than FGINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHLRXFGINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

4.06%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.63%

9.01%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

16.51%

16.20%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.89%

14.88%

+1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.09%

17.03%

+1.06%