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DHPAX vs. DHMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DHPAX vs. DHMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diamond Hill Mid Cap Fund (DHPAX) and Diamond Hill Small-Mid Cap Fund (DHMAX). The values are adjusted to include any dividend payments, if applicable.

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DHPAX vs. DHMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DHPAX
Diamond Hill Mid Cap Fund
-2.69%12.95%10.48%9.19%-13.67%30.87%-2.01%25.38%-10.58%10.13%
DHMAX
Diamond Hill Small-Mid Cap Fund
-2.73%15.26%7.77%11.15%-13.88%30.75%1.03%27.39%-12.85%5.47%

Returns By Period

The year-to-date returns for both stocks are quite close, with DHPAX having a -2.69% return and DHMAX slightly lower at -2.73%. Both investments have delivered pretty close results over the past 10 years, with DHPAX having a 7.57% annualized return and DHMAX not far behind at 7.44%.


DHPAX

1D
2.44%
1M
-7.82%
YTD
-2.69%
6M
0.23%
1Y
10.90%
3Y*
10.61%
5Y*
5.47%
10Y*
7.57%

DHMAX

1D
2.56%
1M
-7.68%
YTD
-2.73%
6M
3.90%
1Y
16.70%
3Y*
9.34%
5Y*
5.45%
10Y*
7.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DHPAX vs. DHMAX - Expense Ratio Comparison

DHPAX has a 1.07% expense ratio, which is lower than DHMAX's 1.21% expense ratio.


Return for Risk

DHPAX vs. DHMAX — Risk / Return Rank

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

DHPAX
DHPAX Risk / Return Rank: 2222
Overall Rank
DHPAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
DHPAX Sortino Ratio Rank: 2020
Sortino Ratio Rank
DHPAX Omega Ratio Rank: 1717
Omega Ratio Rank
DHPAX Calmar Ratio Rank: 2727
Calmar Ratio Rank
DHPAX Martin Ratio Rank: 2828
Martin Ratio Rank

DHMAX
DHMAX Risk / Return Rank: 3636
Overall Rank
DHMAX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DHMAX Sortino Ratio Rank: 3636
Sortino Ratio Rank
DHMAX Omega Ratio Rank: 2828
Omega Ratio Rank
DHMAX Calmar Ratio Rank: 4646
Calmar Ratio Rank
DHMAX Martin Ratio Rank: 3939
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.

DHPAX vs. DHMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diamond Hill Mid Cap Fund (DHPAX) and Diamond Hill Small-Mid Cap Fund (DHMAX). 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.


DHPAXDHMAXDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.80

-0.20

Sortino ratio

Return per unit of downside risk

0.99

1.33

-0.34

Omega ratio

Gain probability vs. loss probability

1.13

1.17

-0.04

Calmar ratio

Return relative to maximum drawdown

1.00

1.39

-0.39

Martin ratio

Return relative to average drawdown

3.82

4.73

-0.91

DHPAX vs. DHMAX - Sharpe Ratio Comparison

The current DHPAX Sharpe Ratio is 0.60, which is comparable to the DHMAX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of DHPAX and DHMAX, 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


DHPAXDHMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.80

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.28

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.35

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.34

+0.02

Correlation

The correlation between DHPAX and DHMAX is 0.98, 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

DHPAX vs. DHMAX - Dividend Comparison

DHPAX's dividend yield for the trailing twelve months is around 18.58%, more than DHMAX's 12.63% yield.


TTM20252024202320222021202020192018201720162015
DHPAX
Diamond Hill Mid Cap Fund
18.58%18.08%8.84%2.20%4.96%0.30%0.53%1.79%2.84%1.49%0.63%0.35%
DHMAX
Diamond Hill Small-Mid Cap Fund
12.63%12.28%7.75%1.00%5.01%5.55%0.49%4.81%4.51%0.45%1.74%1.20%

Drawdowns

DHPAX vs. DHMAX - Drawdown Comparison

The maximum DHPAX drawdown since its inception was -46.59%, smaller than the maximum DHMAX drawdown of -57.04%. Use the drawdown chart below to compare losses from any high point for DHPAX and DHMAX.


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Drawdown Indicators


DHPAXDHMAXDifference

Max Drawdown

Largest peak-to-trough decline

-46.59%

-57.04%

+10.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-13.01%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-24.02%

-23.02%

-1.00%

Max Drawdown (10Y)

Largest decline over 10 years

-46.59%

-45.46%

-1.13%

Current Drawdown

Current decline from peak

-7.82%

-8.45%

+0.63%

Average Drawdown

Average peak-to-trough decline

-5.89%

-7.42%

+1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

3.81%

-0.64%

Volatility

DHPAX vs. DHMAX - Volatility Comparison

Diamond Hill Mid Cap Fund (DHPAX) and Diamond Hill Small-Mid Cap Fund (DHMAX) have volatilities of 5.28% and 5.44%, 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


DHPAXDHMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

5.44%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.36%

12.95%

-2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

18.37%

21.31%

-2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.71%

19.64%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.80%

21.14%

-0.34%