DHSIX vs. DHEAX
Compare and contrast key facts about Diamond Hill Small Cap Fund Class I (DHSIX) and Diamond Hill Short Duration Securitized Bond Fund (DHEAX).
DHSIX is an actively managed fund by Diamond Hill. It was launched on Dec 29, 2000. DHEAX is managed by Diamond Hill. It was launched on Jul 5, 2016.
Performance
DHSIX vs. DHEAX - Performance Comparison
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DHSIX vs. DHEAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 10.07% |
DHEAX Diamond Hill Short Duration Securitized Bond Fund | 0.75% | 5.70% | 9.15% | 8.38% | -3.57% | 2.42% | 2.87% | 4.44% | 2.88% | 3.97% |
Returns By Period
In the year-to-date period, DHSIX achieves a 0.83% return, which is significantly higher than DHEAX's 0.75% return.
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%
DHEAX
- 1D
- 0.11%
- 1M
- -0.29%
- YTD
- 0.75%
- 6M
- 1.62%
- 1Y
- 4.87%
- 3Y*
- 7.37%
- 5Y*
- 4.17%
- 10Y*
- —
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DHSIX vs. DHEAX - Expense Ratio Comparison
DHSIX has a 0.97% expense ratio, which is higher than DHEAX's 0.83% expense ratio.
Return for Risk
DHSIX vs. DHEAX — Risk / Return Rank
DHSIX
DHEAX
DHSIX vs. DHEAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diamond Hill Small Cap Fund Class I (DHSIX) and Diamond Hill Short Duration Securitized Bond Fund (DHEAX). 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.
| DHSIX | DHEAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 4.13 | -2.94 |
Sortino ratioReturn per unit of downside risk | 1.81 | 6.62 | -4.82 |
Omega ratioGain probability vs. loss probability | 1.23 | 2.22 | -0.99 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 10.12 | -8.18 |
Martin ratioReturn relative to average drawdown | 6.50 | 38.95 | -32.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DHSIX | DHEAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 4.13 | -2.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 2.77 | -2.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 1.73 | -1.37 |
Correlation
The correlation between DHSIX and DHEAX is -0.01. 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
DHSIX vs. DHEAX - Dividend Comparison
DHSIX's dividend yield for the trailing twelve months is around 5.69%, which matches DHEAX's 5.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DHEAX Diamond Hill Short Duration Securitized Bond Fund | 5.72% | 5.27% | 5.94% | 5.25% | 3.41% | 2.31% | 2.92% | 3.76% | 3.45% | 3.20% | 0.00% | 0.00% |
Drawdowns
DHSIX vs. DHEAX - Drawdown Comparison
The maximum DHSIX drawdown since its inception was -52.83%, which is greater than DHEAX's maximum drawdown of -12.34%. Use the drawdown chart below to compare losses from any high point for DHSIX and DHEAX.
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Drawdown Indicators
| DHSIX | DHEAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.83% | -12.34% | -40.49% |
Max Drawdown (1Y)Largest decline over 1 year | -12.91% | -0.50% | -12.41% |
Max Drawdown (5Y)Largest decline over 5 years | -28.33% | -5.06% | -23.27% |
Max Drawdown (10Y)Largest decline over 10 years | -45.96% | — | — |
Current DrawdownCurrent decline from peak | -10.16% | -0.29% | -9.87% |
Average DrawdownAverage peak-to-trough decline | -8.43% | -0.82% | -7.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 0.13% | +3.74% |
Volatility
DHSIX vs. DHEAX - Volatility Comparison
Diamond Hill Small Cap Fund Class I (DHSIX) has a higher volatility of 6.12% compared to Diamond Hill Short Duration Securitized Bond Fund (DHEAX) at 0.42%. This indicates that DHSIX's price experiences larger fluctuations and is considered to be riskier than DHEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DHSIX | DHEAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.12% | 0.42% | +5.70% |
Volatility (6M)Calculated over the trailing 6-month period | 14.00% | 0.79% | +13.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.80% | 1.19% | +22.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.43% | 1.51% | +19.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.13% | 2.29% | +19.84% |