DHSCX vs. IJR

In the year-to-date period, DHSCX achieves a -6.43% return, which is significantly higher than IJR's -8.27% return. Over the past 10 years, DHSCX has underperformed IJR with an annualized return of 5.84%, while IJR has yielded a comparatively higher 7.58% annualized return.

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DHSCX has a 1.26% expense ratio, which is higher than IJR's 0.07% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Diamond Hill Small Cap Fund (DHSCX) and iShares Core S&P Small-Cap ETF (IJR). 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.

The current DHSCX Sharpe Ratio is 0.07, which is higher than the IJR Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of DHSCX and IJR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DHSCX's dividend yield for the trailing twelve months is around 17.21%, more than IJR's 2.24% yield.

The maximum DHSCX drawdown since its inception was -53.05%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for DHSCX and IJR.

Diamond Hill Small Cap Fund (DHSCX) has a higher volatility of 7.47% compared to iShares Core S&P Small-Cap ETF (IJR) at 6.57%. This indicates that DHSCX's price experiences larger fluctuations and is considered to be riskier than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.