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DHPAX vs. DHTAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DHPAX vs. DHTAX - Performance Comparison

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

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DHPAX vs. DHTAX - 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%
DHTAX
Diamond Hill All Cap Select Fund
-0.61%13.28%12.75%30.19%-17.47%32.89%14.30%30.43%-12.44%19.93%

Returns By Period

In the year-to-date period, DHPAX achieves a -2.69% return, which is significantly lower than DHTAX's -0.61% return. Over the past 10 years, DHPAX has underperformed DHTAX with an annualized return of 7.57%, while DHTAX has yielded a comparatively higher 12.45% annualized return.


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%

DHTAX

1D
1.62%
1M
-4.87%
YTD
-0.61%
6M
3.37%
1Y
16.62%
3Y*
15.77%
5Y*
9.29%
10Y*
12.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DHPAX vs. DHTAX - Expense Ratio Comparison

DHPAX has a 1.07% expense ratio, which is lower than DHTAX's 1.16% expense ratio.


Return for Risk

DHPAX vs. DHTAX — 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

DHTAX
DHTAX Risk / Return Rank: 3939
Overall Rank
DHTAX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DHTAX Sortino Ratio Rank: 3434
Sortino Ratio Rank
DHTAX Omega Ratio Rank: 3232
Omega Ratio Rank
DHTAX Calmar Ratio Rank: 4949
Calmar Ratio Rank
DHTAX Martin Ratio Rank: 4949
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. DHTAX - Risk-Adjusted Trends Comparison

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


DHPAXDHTAXDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.79

-0.19

Sortino ratio

Return per unit of downside risk

0.99

1.24

-0.25

Omega ratio

Gain probability vs. loss probability

1.13

1.17

-0.04

Calmar ratio

Return relative to maximum drawdown

1.00

1.34

-0.34

Martin ratio

Return relative to average drawdown

3.82

5.19

-1.37

DHPAX vs. DHTAX - Sharpe Ratio Comparison

The current DHPAX Sharpe Ratio is 0.60, which is comparable to the DHTAX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of DHPAX and DHTAX, 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


DHPAXDHTAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.79

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.44

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.56

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.42

-0.06

Correlation

The correlation between DHPAX and DHTAX is 0.95, 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. DHTAX - Dividend Comparison

DHPAX's dividend yield for the trailing twelve months is around 18.58%, more than DHTAX's 8.25% 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%
DHTAX
Diamond Hill All Cap Select Fund
8.25%8.20%6.66%0.28%4.08%13.72%0.28%1.93%11.56%0.00%1.27%3.32%

Drawdowns

DHPAX vs. DHTAX - Drawdown Comparison

The maximum DHPAX drawdown since its inception was -46.59%, smaller than the maximum DHTAX drawdown of -51.42%. Use the drawdown chart below to compare losses from any high point for DHPAX and DHTAX.


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Drawdown Indicators


DHPAXDHTAXDifference

Max Drawdown

Largest peak-to-trough decline

-46.59%

-51.42%

+4.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-13.93%

+1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-24.02%

-24.31%

+0.29%

Max Drawdown (10Y)

Largest decline over 10 years

-46.59%

-44.28%

-2.31%

Current Drawdown

Current decline from peak

-7.82%

-6.23%

-1.59%

Average Drawdown

Average peak-to-trough decline

-5.89%

-7.79%

+1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

3.59%

-0.42%

Volatility

DHPAX vs. DHTAX - Volatility Comparison

Diamond Hill Mid Cap Fund (DHPAX) has a higher volatility of 5.28% compared to Diamond Hill All Cap Select Fund (DHTAX) at 4.51%. This indicates that DHPAX's price experiences larger fluctuations and is considered to be riskier than DHTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHPAXDHTAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

4.51%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

10.36%

10.83%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

18.37%

21.16%

-2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.71%

21.00%

-2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.80%

22.16%

-1.36%