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DHSCX vs. HWSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DHSCX vs. HWSIX - Performance Comparison

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

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DHSCX vs. HWSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DHSCX
Diamond Hill Small Cap Fund
0.74%11.48%12.75%23.99%-15.11%32.30%-0.54%21.45%-15.23%10.56%
HWSIX
Hotchkis & Wiley Small Cap Value Fund
7.19%1.60%5.00%18.85%2.97%35.54%-0.31%20.54%-15.03%7.66%

Returns By Period

In the year-to-date period, DHSCX achieves a 0.74% return, which is significantly lower than HWSIX's 7.19% return. Over the past 10 years, DHSCX has underperformed HWSIX with an annualized return of 8.55%, while HWSIX has yielded a comparatively higher 10.01% annualized return.


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%

HWSIX

1D
-0.30%
1M
-0.11%
YTD
7.19%
6M
5.71%
1Y
16.85%
3Y*
9.76%
5Y*
9.23%
10Y*
10.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DHSCX vs. HWSIX - Expense Ratio Comparison

DHSCX has a 1.26% expense ratio, which is higher than HWSIX's 1.06% expense ratio.


Return for Risk

DHSCX vs. HWSIX — Risk / Return Rank

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

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

HWSIX
HWSIX Risk / Return Rank: 3232
Overall Rank
HWSIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
HWSIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
HWSIX Omega Ratio Rank: 3333
Omega Ratio Rank
HWSIX Calmar Ratio Rank: 3333
Calmar Ratio Rank
HWSIX Martin Ratio Rank: 3232
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.

DHSCX vs. HWSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diamond Hill Small Cap Fund (DHSCX) and Hotchkis & Wiley Small Cap Value Fund (HWSIX). 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.


DHSCXHWSIXDifference

Sharpe ratio

Return per unit of total volatility

1.17

0.73

+0.44

Sortino ratio

Return per unit of downside risk

1.79

1.16

+0.62

Omega ratio

Gain probability vs. loss probability

1.23

1.16

+0.06

Calmar ratio

Return relative to maximum drawdown

1.91

0.92

+0.99

Martin ratio

Return relative to average drawdown

6.37

3.44

+2.93

DHSCX vs. HWSIX - Sharpe Ratio Comparison

The current DHSCX Sharpe Ratio is 1.17, which is higher than the HWSIX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of DHSCX and HWSIX, 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


DHSCXHWSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.73

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.43

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.41

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.44

+0.01

Correlation

The correlation between DHSCX and HWSIX is 0.90, 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

DHSCX vs. HWSIX - Dividend Comparison

DHSCX's dividend yield for the trailing twelve months is around 5.76%, more than HWSIX's 0.94% yield.


TTM20252024202320222021202020192018201720162015
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%
HWSIX
Hotchkis & Wiley Small Cap Value Fund
0.94%1.01%8.35%1.90%13.44%0.36%0.80%4.89%9.84%5.07%0.41%11.78%

Drawdowns

DHSCX vs. HWSIX - Drawdown Comparison

The maximum DHSCX drawdown since its inception was -53.15%, smaller than the maximum HWSIX drawdown of -72.00%. Use the drawdown chart below to compare losses from any high point for DHSCX and HWSIX.


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Drawdown Indicators


DHSCXHWSIXDifference

Max Drawdown

Largest peak-to-trough decline

-53.15%

-72.00%

+18.85%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-16.44%

+3.52%

Max Drawdown (5Y)

Largest decline over 5 years

-28.41%

-26.92%

-1.49%

Max Drawdown (10Y)

Largest decline over 10 years

-46.19%

-53.67%

+7.48%

Current Drawdown

Current decline from peak

-10.21%

-2.75%

-7.46%

Average Drawdown

Average peak-to-trough decline

-8.36%

-12.12%

+3.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

4.42%

-0.54%

Volatility

DHSCX vs. HWSIX - Volatility Comparison

Diamond Hill Small Cap Fund (DHSCX) has a higher volatility of 6.10% compared to Hotchkis & Wiley Small Cap Value Fund (HWSIX) at 4.15%. This indicates that DHSCX's price experiences larger fluctuations and is considered to be riskier than HWSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHSCXHWSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

4.15%

+1.95%

Volatility (6M)

Calculated over the trailing 6-month period

13.96%

12.90%

+1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

23.79%

23.97%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

21.70%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.13%

24.67%

-2.54%