DHSIX vs. DHEIX
Compare and contrast key facts about Diamond Hill Small Cap Fund Class I (DHSIX) and Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX).
DHSIX is an actively managed fund by Diamond Hill. It was launched on Dec 29, 2000. DHEIX is a passively managed fund by Diamond Hill that tracks the performance of the Bloomberg US 1-3 Yr. Gov./Credit Index. It was launched on Jul 5, 2016.
Performance
DHSIX vs. DHEIX - Performance Comparison
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DHSIX vs. DHEIX - 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% |
DHEIX Diamond Hill Short Duration Securitized Bond Fund Class I | 0.82% | 6.06% | 9.33% | 8.91% | -3.38% | 2.74% | 3.09% | 4.85% | 3.18% | 4.23% |
Returns By Period
The year-to-date returns for both stocks are quite close, with DHSIX having a 0.83% return and DHEIX slightly lower at 0.82%.
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%
DHEIX
- 1D
- 0.13%
- 1M
- -0.27%
- YTD
- 0.82%
- 6M
- 1.75%
- 1Y
- 5.26%
- 3Y*
- 7.69%
- 5Y*
- 4.48%
- 10Y*
- —
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DHSIX vs. DHEIX - Expense Ratio Comparison
DHSIX has a 0.97% expense ratio, which is higher than DHEIX's 0.53% expense ratio.
Return for Risk
DHSIX vs. DHEIX — Risk / Return Rank
DHSIX
DHEIX
DHSIX vs. DHEIX - 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 Class I (DHEIX). 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 | DHEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 4.60 | -3.42 |
Sortino ratioReturn per unit of downside risk | 1.81 | 8.07 | -6.27 |
Omega ratioGain probability vs. loss probability | 1.23 | 2.53 | -1.30 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 10.74 | -8.79 |
Martin ratioReturn relative to average drawdown | 6.50 | 40.46 | -33.96 |
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 | DHEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 4.60 | -3.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 2.96 | -2.53 |
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 | 1.87 | -1.50 |
Correlation
The correlation between DHSIX and DHEIX is -0.00. 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. DHEIX - Dividend Comparison
DHSIX's dividend yield for the trailing twelve months is around 5.69%, less than DHEIX's 5.98% 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% |
DHEIX Diamond Hill Short Duration Securitized Bond Fund Class I | 5.98% | 5.51% | 6.21% | 5.52% | 3.72% | 2.62% | 3.22% | 4.05% | 3.74% | 3.45% | 0.00% | 0.00% |
Drawdowns
DHSIX vs. DHEIX - Drawdown Comparison
The maximum DHSIX drawdown since its inception was -52.83%, which is greater than DHEIX's maximum drawdown of -12.33%. Use the drawdown chart below to compare losses from any high point for DHSIX and DHEIX.
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Drawdown Indicators
| DHSIX | DHEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.83% | -12.33% | -40.50% |
Max Drawdown (1Y)Largest decline over 1 year | -12.91% | -0.50% | -12.41% |
Max Drawdown (5Y)Largest decline over 5 years | -28.33% | -4.87% | -23.46% |
Max Drawdown (10Y)Largest decline over 10 years | -45.96% | — | — |
Current DrawdownCurrent decline from peak | -10.16% | -0.27% | -9.89% |
Average DrawdownAverage peak-to-trough decline | -8.43% | -0.77% | -7.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 0.13% | +3.74% |
Volatility
DHSIX vs. DHEIX - 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 Class I (DHEIX) at 0.38%. This indicates that DHSIX's price experiences larger fluctuations and is considered to be riskier than DHEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DHSIX | DHEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.12% | 0.38% | +5.74% |
Volatility (6M)Calculated over the trailing 6-month period | 14.00% | 0.73% | +13.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.80% | 1.15% | +22.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.43% | 1.52% | +19.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.13% | 2.28% | +19.85% |