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DHPAX vs. DHSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DHPAX vs. DHSIX - 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 Cap Fund Class I (DHSIX). The values are adjusted to include any dividend payments, if applicable.

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DHPAX vs. DHSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DHPAX
Diamond Hill Mid Cap Fund
-5.01%12.95%10.48%9.19%-13.67%30.87%-2.01%25.38%-10.58%10.13%
DHSIX
Diamond Hill Small Cap Fund Class I
0.83%11.83%13.10%24.25%-14.85%32.69%-0.27%21.83%-15.00%10.89%

Returns By Period

In the year-to-date period, DHPAX achieves a -5.01% return, which is significantly lower than DHSIX's 0.83% return. Over the past 10 years, DHPAX has underperformed DHSIX with an annualized return of 7.31%, while DHSIX has yielded a comparatively higher 8.87% annualized return.


DHPAX

1D
-0.72%
1M
-10.02%
YTD
-5.01%
6M
-2.05%
1Y
8.40%
3Y*
9.73%
5Y*
5.19%
10Y*
7.31%

DHSIX

1D
-0.08%
1M
-7.18%
YTD
0.83%
6M
5.72%
1Y
27.50%
3Y*
14.23%
5Y*
9.07%
10Y*
8.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DHPAX vs. DHSIX - Expense Ratio Comparison

DHPAX has a 1.07% expense ratio, which is higher than DHSIX's 0.97% expense ratio.


Return for Risk

DHPAX vs. DHSIX — Risk / Return Rank

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

DHPAX
DHPAX Risk / Return Rank: 2020
Overall Rank
DHPAX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DHPAX Sortino Ratio Rank: 2020
Sortino Ratio Rank
DHPAX Omega Ratio Rank: 1818
Omega Ratio Rank
DHPAX Calmar Ratio Rank: 2121
Calmar Ratio Rank
DHPAX Martin Ratio Rank: 2323
Martin Ratio Rank

DHSIX
DHSIX Risk / Return Rank: 6868
Overall Rank
DHSIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DHSIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
DHSIX Omega Ratio Rank: 5757
Omega Ratio Rank
DHSIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
DHSIX Martin Ratio Rank: 6868
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. DHSIX - 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 Cap Fund Class I (DHSIX). 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.


DHPAXDHSIXDifference

Sharpe ratio

Return per unit of total volatility

0.52

1.18

-0.66

Sortino ratio

Return per unit of downside risk

0.87

1.81

-0.93

Omega ratio

Gain probability vs. loss probability

1.11

1.23

-0.12

Calmar ratio

Return relative to maximum drawdown

0.64

1.95

-1.30

Martin ratio

Return relative to average drawdown

2.49

6.50

-4.01

DHPAX vs. DHSIX - Sharpe Ratio Comparison

The current DHPAX Sharpe Ratio is 0.52, which is lower than the DHSIX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of DHPAX and DHSIX, 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


DHPAXDHSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

1.18

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.43

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.40

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.37

-0.01

Correlation

The correlation between DHPAX and DHSIX is 0.93, 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. DHSIX - Dividend Comparison

DHPAX's dividend yield for the trailing twelve months is around 19.03%, more than DHSIX's 5.69% yield.


TTM20252024202320222021202020192018201720162015
DHPAX
Diamond Hill Mid Cap Fund
19.03%18.08%8.84%2.20%4.96%0.30%0.53%1.79%2.84%1.49%0.63%0.35%
DHSIX
Diamond Hill Small Cap Fund Class I
5.69%5.74%15.81%30.09%18.06%17.39%0.61%7.13%10.46%6.90%2.68%1.95%

Drawdowns

DHPAX vs. DHSIX - Drawdown Comparison

The maximum DHPAX drawdown since its inception was -46.59%, smaller than the maximum DHSIX drawdown of -52.83%. Use the drawdown chart below to compare losses from any high point for DHPAX and DHSIX.


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Drawdown Indicators


DHPAXDHSIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.59%

-52.83%

+6.24%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-12.91%

+0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-24.02%

-28.33%

+4.31%

Max Drawdown (10Y)

Largest decline over 10 years

-46.59%

-45.96%

-0.63%

Current Drawdown

Current decline from peak

-10.02%

-10.16%

+0.14%

Average Drawdown

Average peak-to-trough decline

-5.88%

-8.43%

+2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

3.87%

-0.74%

Volatility

DHPAX vs. DHSIX - Volatility Comparison

The current volatility for Diamond Hill Mid Cap Fund (DHPAX) is 4.42%, while Diamond Hill Small Cap Fund Class I (DHSIX) has a volatility of 6.12%. This indicates that DHPAX experiences smaller price fluctuations and is considered to be less risky than DHSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHPAXDHSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

6.12%

-1.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.07%

14.00%

-3.93%

Volatility (1Y)

Calculated over the trailing 1-year period

18.25%

23.80%

-5.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.68%

21.43%

-2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.79%

22.13%

-1.34%