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DHRAX vs. DHSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DHRAX vs. DHSCX - Performance Comparison

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

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DHRAX vs. DHSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DHRAX
Diamond Hill Core Bond Fund
0.05%6.55%3.18%6.20%-12.05%-1.24%7.60%7.63%1.28%3.75%
DHSCX
Diamond Hill Small Cap Fund
0.74%11.48%12.75%23.99%-15.11%32.30%-0.54%21.45%-15.23%9.73%

Returns By Period

In the year-to-date period, DHRAX achieves a 0.05% return, which is significantly lower than DHSCX's 0.74% return.


DHRAX

1D
0.49%
1M
-1.89%
YTD
0.05%
6M
0.92%
1Y
3.87%
3Y*
4.21%
5Y*
0.90%
10Y*

DHSCX

1D
-0.08%
1M
-7.21%
YTD
0.74%
6M
5.52%
1Y
27.11%
3Y*
13.91%
5Y*
8.76%
10Y*
8.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DHRAX vs. DHSCX - Expense Ratio Comparison

DHRAX has a 0.76% expense ratio, which is lower than DHSCX's 1.26% expense ratio.


Return for Risk

DHRAX vs. DHSCX — Risk / Return Rank

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

DHRAX
DHRAX Risk / Return Rank: 5858
Overall Rank
DHRAX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DHRAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
DHRAX Omega Ratio Rank: 4242
Omega Ratio Rank
DHRAX Calmar Ratio Rank: 7979
Calmar Ratio Rank
DHRAX Martin Ratio Rank: 5555
Martin Ratio Rank

DHSCX
DHSCX Risk / Return Rank: 6969
Overall Rank
DHSCX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DHSCX Sortino Ratio Rank: 7272
Sortino Ratio Rank
DHSCX Omega Ratio Rank: 6060
Omega Ratio Rank
DHSCX Calmar Ratio Rank: 8080
Calmar Ratio Rank
DHSCX 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.

DHRAX vs. DHSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diamond Hill Core Bond Fund (DHRAX) and Diamond Hill Small Cap Fund (DHSCX). 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.


DHRAXDHSCXDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.17

-0.12

Sortino ratio

Return per unit of downside risk

1.52

1.79

-0.27

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.89

1.91

-0.03

Martin ratio

Return relative to average drawdown

5.33

6.37

-1.04

DHRAX vs. DHSCX - Sharpe Ratio Comparison

The current DHRAX Sharpe Ratio is 1.05, which is comparable to the DHSCX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of DHRAX and DHSCX, 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


DHRAXDHSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.17

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.41

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.45

+0.04

Correlation

The correlation between DHRAX and DHSCX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DHRAX vs. DHSCX - Dividend Comparison

DHRAX's dividend yield for the trailing twelve months is around 4.39%, less than DHSCX's 5.76% yield.


TTM20252024202320222021202020192018201720162015
DHRAX
Diamond Hill Core Bond Fund
4.39%4.02%4.72%4.05%2.63%1.99%2.05%2.49%2.69%2.24%0.00%0.00%
DHSCX
Diamond Hill Small Cap Fund
5.76%5.80%16.10%30.73%18.17%17.43%0.32%6.94%10.29%6.68%2.50%1.63%

Drawdowns

DHRAX vs. DHSCX - Drawdown Comparison

The maximum DHRAX drawdown since its inception was -16.15%, smaller than the maximum DHSCX drawdown of -53.15%. Use the drawdown chart below to compare losses from any high point for DHRAX and DHSCX.


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Drawdown Indicators


DHRAXDHSCXDifference

Max Drawdown

Largest peak-to-trough decline

-16.15%

-53.15%

+37.00%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-12.92%

+10.42%

Max Drawdown (5Y)

Largest decline over 5 years

-16.15%

-28.41%

+12.26%

Max Drawdown (10Y)

Largest decline over 10 years

-46.19%

Current Drawdown

Current decline from peak

-1.89%

-10.21%

+8.32%

Average Drawdown

Average peak-to-trough decline

-3.75%

-8.36%

+4.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

3.88%

-2.99%

Volatility

DHRAX vs. DHSCX - Volatility Comparison

The current volatility for Diamond Hill Core Bond Fund (DHRAX) is 1.52%, while Diamond Hill Small Cap Fund (DHSCX) has a volatility of 6.10%. This indicates that DHRAX experiences smaller price fluctuations and is considered to be less risky than DHSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHRAXDHSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

6.10%

-4.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.39%

13.96%

-11.57%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

23.79%

-19.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.48%

21.44%

-15.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

22.13%

-17.45%