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DHLYX vs. FALGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DHLYX vs. FALGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diamond Hill Large Cap Fund Class Y (DHLYX) and Fidelity Advisor Large Cap Fund Class M (FALGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

Over the past 10 years, DHLYX has underperformed FALGX with an annualized return of 10.13%, while FALGX has yielded a comparatively higher 12.63% annualized return.


DHLYX

1D
-0.44%
1M
3.87%
6M
4.32%
YTD
5.33%
1Y
6.29%
3Y*
9.50%
5Y*
5.73%
10Y*
10.13%
ALL TIME*
11.02%

FALGX

1D
0.00%
1M
0.00%
6M
0.00%
YTD
0.00%
1Y
2.99%
3Y*
13.76%
5Y*
10.77%
10Y*
12.63%
ALL TIME*
8.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

DHLYX vs. FALGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DHLYX
Diamond Hill Large Cap Fund Class Y
5.33%5.76%12.20%13.83%-13.27%25.88%9.05%32.39%-9.54%20.40%
FALGX
Fidelity Advisor Large Cap Fund Class M
0.00%19.09%18.68%22.88%-8.40%25.20%8.27%31.01%-8.88%16.83%

Correlation

The correlation between DHLYX and FALGX is 0.19, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.19

Correlation (3Y)
Balances recent behavior with more history.

0.60

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.78

Correlation (10Y)
Provides a long-term view across more market conditions.

0.86

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2011

0.89

Over the past year, the correlation between DHLYX and FALGX has dropped to 0.19 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.

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Return for Risk

DHLYX vs. FALGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DHLYX
DHLYX Risk / Return Rank: 1313
Overall Rank
DHLYX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
DHLYX Sortino Ratio Rank: 1313
Sortino Ratio Rank
DHLYX Omega Ratio Rank: 1212
Omega Ratio Rank
DHLYX Calmar Ratio Rank: 1414
Calmar Ratio Rank
DHLYX Martin Ratio Rank: 1313
Martin Ratio Rank

FALGX
FALGX Risk / Return Rank: 1010
Overall Rank
FALGX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FALGX Sortino Ratio Rank: 88
Sortino Ratio Rank
FALGX Omega Ratio Rank: 1414
Omega Ratio Rank
FALGX Calmar Ratio Rank: 1111
Calmar Ratio Rank
FALGX Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DHLYX vs. FALGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diamond Hill Large Cap Fund Class Y (DHLYX) and Fidelity Advisor Large Cap Fund Class M (FALGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DHLYXFALGXDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.10

1.11

-0.01

Calmar ratioReturn relative to maximum drawdown

0.76

0.52

+0.24

Martin ratioReturn relative to average drawdown

1.94

0.78

+1.16

DHLYX vs. FALGX - Sharpe Ratio Comparison

The current DHLYX Sharpe Ratio is 0.55, which is higher than the FALGX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of DHLYX and FALGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DHLYX vs. FALGX - Drawdown Comparison

The maximum DHLYX drawdown since its inception was -38.87%, smaller than the maximum FALGX drawdown of -64.07%. Use the drawdown chart below to compare losses from any high point for DHLYX and FALGX.


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Drawdown Indicators


DHLYXFALGXDifference

Max Drawdown

Largest peak-to-trough decline

-38.87%

-64.07%

+25.20%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-5.06%

-3.25%

Max Drawdown (3Y)

Largest decline over 3 years

-15.54%

-21.78%

+6.24%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

-21.78%

-1.32%

Max Drawdown (10Y)

Largest decline over 10 years

-38.87%

-37.58%

-1.29%

Current Drawdown

Current decline from peak

-0.44%

-4.20%

+3.76%

Average Drawdown

Average peak-to-trough decline

-4.50%

-14.39%

+9.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

3.14%

+0.13%

Volatility

DHLYX vs. FALGX - Volatility Comparison

Diamond Hill Large Cap Fund Class Y (DHLYX) has a higher volatility of 3.48% compared to Fidelity Advisor Large Cap Fund Class M (FALGX) at 0.00%. This indicates that DHLYX's price experiences larger fluctuations and is considered to be riskier than FALGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHLYXFALGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

0.00%

+3.48%

Volatility (6M)

Calculated over the trailing 6-month period

8.17%

0.00%

+8.17%

Volatility (1Y)

Calculated over the trailing 1-year period

11.49%

7.26%

+4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.83%

16.49%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

18.53%

-0.55%

DHLYX vs. FALGX - Expense Ratio Comparison

DHLYX has a 0.56% expense ratio, which is lower than FALGX's 1.05% expense ratio.


Dividends

DHLYX vs. FALGX - Dividend Comparison

DHLYX's dividend yield for the trailing twelve months is around 6.17%, more than FALGX's 5.76% yield.


PositionTTM20252024202320222021202020192018201720162015
DHLYX
Diamond Hill Large Cap Fund Class Y
6.17%6.50%10.75%3.89%6.75%7.63%3.57%4.86%4.74%4.87%6.65%5.18%
FALGX
Fidelity Advisor Large Cap Fund Class M
5.76%5.76%0.00%3.20%1.91%6.44%5.25%8.39%16.99%6.42%1.85%2.74%

Frequently Asked Questions


DHLYX and FALGX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DHLYX has higher volatility (3.48%) compared to FALGX (0.00%). In terms of maximum drawdown, DHLYX dropped -38.87% vs FALGX's -64.07%.

DHLYX currently has the higher Sharpe Ratio (0.55 vs 0.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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