DHTAX vs. MDYG
Compare and contrast key facts about Diamond Hill All Cap Select Fund (DHTAX) and SPDR S&P 400 Mid Cap Growth ETF (MDYG).
DHTAX is managed by Diamond Hill. It was launched on Dec 30, 2005. MDYG is a passively managed fund by State Street that tracks the performance of the S&P MidCap 400 Growth Index. It was launched on Nov 8, 2005.
Performance
DHTAX vs. MDYG - Performance Comparison
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DHTAX vs. MDYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DHTAX Diamond Hill All Cap Select Fund | -0.61% | 13.28% | 12.75% | 30.19% | -17.47% | 32.89% | 14.30% | 30.43% | -12.44% | 19.93% |
MDYG SPDR S&P 400 Mid Cap Growth ETF | 5.12% | 7.22% | 15.84% | 17.30% | -18.92% | 18.46% | 22.57% | 26.10% | -10.46% | 19.61% |
Returns By Period
In the year-to-date period, DHTAX achieves a -0.61% return, which is significantly lower than MDYG's 5.12% return. Over the past 10 years, DHTAX has outperformed MDYG with an annualized return of 12.45%, while MDYG has yielded a comparatively lower 10.61% annualized return.
DHTAX
- 1D
- 1.62%
- 1M
- -4.87%
- YTD
- -0.61%
- 6M
- 3.37%
- 1Y
- 16.62%
- 3Y*
- 15.77%
- 5Y*
- 9.29%
- 10Y*
- 12.45%
MDYG
- 1D
- 1.12%
- 1M
- -5.69%
- YTD
- 5.12%
- 6M
- 6.18%
- 1Y
- 22.14%
- 3Y*
- 13.40%
- 5Y*
- 5.95%
- 10Y*
- 10.61%
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DHTAX vs. MDYG - Expense Ratio Comparison
DHTAX has a 1.16% expense ratio, which is higher than MDYG's 0.15% expense ratio.
Return for Risk
DHTAX vs. MDYG — Risk / Return Rank
DHTAX
MDYG
DHTAX vs. MDYG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diamond Hill All Cap Select Fund (DHTAX) and SPDR S&P 400 Mid Cap Growth ETF (MDYG). 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.
| DHTAX | MDYG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 1.00 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.54 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.69 | -0.35 |
Martin ratioReturn relative to average drawdown | 5.19 | 7.23 | -2.04 |
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
| DHTAX | MDYG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.00 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.29 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.51 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.45 | -0.03 |
Correlation
The correlation between DHTAX and MDYG is 0.83, 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
DHTAX vs. MDYG - Dividend Comparison
DHTAX's dividend yield for the trailing twelve months is around 8.25%, more than MDYG's 0.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHTAX Diamond Hill All Cap Select Fund | 8.25% | 8.20% | 6.66% | 0.28% | 4.08% | 13.72% | 0.28% | 1.93% | 11.56% | 0.00% | 1.27% | 3.32% |
MDYG SPDR S&P 400 Mid Cap Growth ETF | 0.69% | 0.75% | 0.87% | 1.20% | 1.16% | 0.69% | 0.71% | 1.21% | 1.36% | 2.23% | 1.25% | 2.51% |
Drawdowns
DHTAX vs. MDYG - Drawdown Comparison
The maximum DHTAX drawdown since its inception was -51.42%, smaller than the maximum MDYG drawdown of -58.44%. Use the drawdown chart below to compare losses from any high point for DHTAX and MDYG.
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Drawdown Indicators
| DHTAX | MDYG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.42% | -58.44% | +7.02% |
Max Drawdown (1Y)Largest decline over 1 year | -13.93% | -13.66% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -24.31% | -29.26% | +4.95% |
Max Drawdown (10Y)Largest decline over 10 years | -44.28% | -39.27% | -5.01% |
Current DrawdownCurrent decline from peak | -6.23% | -5.69% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -8.08% | +0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 3.18% | +0.41% |
Volatility
DHTAX vs. MDYG - Volatility Comparison
The current volatility for Diamond Hill All Cap Select Fund (DHTAX) is 4.51%, while SPDR S&P 400 Mid Cap Growth ETF (MDYG) has a volatility of 7.89%. This indicates that DHTAX experiences smaller price fluctuations and is considered to be less risky than MDYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DHTAX | MDYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 7.89% | -3.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.83% | 13.31% | -2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.16% | 22.21% | -1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.00% | 20.55% | +0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.16% | 20.99% | +1.17% |