DHSIX vs. VSMVX
Compare and contrast key facts about Diamond Hill Small Cap Fund Class I (DHSIX) and Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX).
DHSIX is an actively managed fund by Diamond Hill. It was launched on Dec 29, 2000. VSMVX is managed by Vanguard. It was launched on Nov 19, 2014.
Performance
DHSIX vs. VSMVX - Performance Comparison
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DHSIX vs. VSMVX - 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% | 10.89% |
VSMVX Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares | 2.15% | 6.38% | 7.53% | 14.85% | -11.12% | 30.85% | 2.79% | 24.47% | -12.67% | 11.64% |
Returns By Period
In the year-to-date period, DHSIX achieves a 0.83% return, which is significantly lower than VSMVX's 2.15% return. Both investments have delivered pretty close results over the past 10 years, with DHSIX having a 8.87% annualized return and VSMVX not far ahead at 9.29%.
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%
VSMVX
- 1D
- -0.48%
- 1M
- -5.37%
- YTD
- 2.15%
- 6M
- 5.65%
- 1Y
- 21.03%
- 3Y*
- 9.21%
- 5Y*
- 4.68%
- 10Y*
- 9.29%
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DHSIX vs. VSMVX - Expense Ratio Comparison
DHSIX has a 0.97% expense ratio, which is higher than VSMVX's 0.08% expense ratio.
Return for Risk
DHSIX vs. VSMVX — Risk / Return Rank
DHSIX
VSMVX
DHSIX vs. VSMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diamond Hill Small Cap Fund Class I (DHSIX) and Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX). 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 | VSMVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.90 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.39 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 1.18 | +0.77 |
Martin ratioReturn relative to average drawdown | 6.50 | 4.50 | +2.00 |
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 | VSMVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.90 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.21 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.39 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.46 | -0.09 |
Correlation
The correlation between DHSIX and VSMVX is 0.93, 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
DHSIX vs. VSMVX - Dividend Comparison
DHSIX's dividend yield for the trailing twelve months is around 5.69%, more than VSMVX's 1.86% 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% |
VSMVX Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares | 1.86% | 1.45% | 1.85% | 1.92% | 1.88% | 1.66% | 1.46% | 1.65% | 1.89% | 1.55% | 1.26% | 1.42% |
Drawdowns
DHSIX vs. VSMVX - Drawdown Comparison
The maximum DHSIX drawdown since its inception was -52.83%, which is greater than VSMVX's maximum drawdown of -47.61%. Use the drawdown chart below to compare losses from any high point for DHSIX and VSMVX.
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Drawdown Indicators
| DHSIX | VSMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.83% | -47.61% | -5.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.91% | -15.74% | +2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -28.33% | -28.81% | +0.48% |
Max Drawdown (10Y)Largest decline over 10 years | -45.96% | -47.61% | +1.65% |
Current DrawdownCurrent decline from peak | -10.16% | -8.13% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -8.43% | -7.72% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 4.13% | -0.26% |
Volatility
DHSIX vs. VSMVX - Volatility Comparison
Diamond Hill Small Cap Fund Class I (DHSIX) has a higher volatility of 6.12% compared to Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX) at 5.01%. This indicates that DHSIX's price experiences larger fluctuations and is considered to be riskier than VSMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DHSIX | VSMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.12% | 5.01% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 14.00% | 13.41% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.80% | 23.78% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.43% | 22.16% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.13% | 24.14% | -2.01% |