DHLRX vs. FLCOX
Compare and contrast key facts about Diamond Hill Large Cap Fund Class I (DHLRX) and Fidelity Large Cap Value Index Fund (FLCOX).
DHLRX is an actively managed fund by Diamond Hill. It was launched on Jan 31, 2005. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Performance
DHLRX vs. FLCOX - Performance Comparison
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DHLRX vs. FLCOX - 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% |
FLCOX Fidelity Large Cap Value Index Fund | 2.08% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Returns By Period
In the year-to-date period, DHLRX achieves a -2.43% return, which is significantly lower than FLCOX's 2.08% 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%
FLCOX
- 1D
- 2.13%
- 1M
- -4.69%
- YTD
- 2.08%
- 6M
- 5.86%
- 1Y
- 15.94%
- 3Y*
- 14.30%
- 5Y*
- 9.21%
- 10Y*
- —
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DHLRX vs. FLCOX - Expense Ratio Comparison
DHLRX has a 0.67% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Return for Risk
DHLRX vs. FLCOX — Risk / Return Rank
DHLRX
FLCOX
DHLRX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diamond Hill Large Cap Fund Class I (DHLRX) and Fidelity Large Cap Value Index Fund (FLCOX). 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 | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.10 | 1.02 | -0.91 |
Sortino ratioReturn per unit of downside risk | 0.27 | 1.48 | -1.21 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.22 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.25 | 1.44 | -1.19 |
Martin ratioReturn relative to average drawdown | 0.84 | 6.76 | -5.93 |
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 | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 1.02 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.62 | -0.30 |
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 | 0.54 | -0.08 |
Correlation
The correlation between DHLRX and FLCOX is 0.96, 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. FLCOX - Dividend Comparison
DHLRX's dividend yield for the trailing twelve months is around 6.50%, more than FLCOX's 1.48% 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% |
FLCOX Fidelity Large Cap Value Index Fund | 1.48% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
Drawdowns
DHLRX vs. FLCOX - Drawdown Comparison
The maximum DHLRX drawdown since its inception was -52.38%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for DHLRX and FLCOX.
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Drawdown Indicators
| DHLRX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.38% | -38.28% | -14.10% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -11.81% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -23.17% | -19.00% | -4.17% |
Max Drawdown (10Y)Largest decline over 10 years | -38.88% | — | — |
Current DrawdownCurrent decline from peak | -6.70% | -4.82% | -1.88% |
Average DrawdownAverage peak-to-trough decline | -6.91% | -4.52% | -2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 2.51% | +0.97% |
Volatility
DHLRX vs. FLCOX - Volatility Comparison
The current volatility for Diamond Hill Large Cap Fund Class I (DHLRX) is 3.82%, while Fidelity Large Cap Value Index Fund (FLCOX) has a volatility of 4.38%. This indicates that DHLRX experiences smaller price fluctuations and is considered to be less risky than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DHLRX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 4.38% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.63% | 8.29% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.51% | 15.73% | +0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.89% | 14.83% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 17.73% | +0.36% |