Correlation
The correlation between DHTAX and QGRO is 0.81, 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.
DHTAX vs. QGRO
Compare and contrast key facts about Diamond Hill All Cap Select Fund (DHTAX) and American Century STOXX U.S. Quality Growth ETF (QGRO).
DHTAX is managed by Diamond Hill. It was launched on Dec 30, 2005. QGRO is a passively managed fund by American Century Investments that tracks the performance of the iSTOXX American Century USA Quality Growth (USD)(GR). It was launched on Sep 10, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DHTAX or QGRO.
Performance
DHTAX vs. QGRO - Performance Comparison
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Key characteristics
DHTAX:
0.25
QGRO:
1.02
DHTAX:
0.38
QGRO:
1.45
DHTAX:
1.05
QGRO:
1.20
DHTAX:
0.16
QGRO:
0.96
DHTAX:
0.48
QGRO:
3.27
DHTAX:
7.03%
QGRO:
7.00%
DHTAX:
22.51%
QGRO:
23.66%
DHTAX:
-51.42%
QGRO:
-32.57%
DHTAX:
-8.15%
QGRO:
-5.35%
Returns By Period
In the year-to-date period, DHTAX achieves a -1.37% return, which is significantly lower than QGRO's 4.36% return.
DHTAX
-1.37%
5.72%
-6.75%
5.67%
9.56%
17.78%
9.41%
QGRO
4.36%
7.26%
1.18%
23.95%
19.15%
17.32%
N/A
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DHTAX vs. QGRO - Expense Ratio Comparison
DHTAX has a 1.16% expense ratio, which is higher than QGRO's 0.29% expense ratio.
Risk-Adjusted Performance
DHTAX vs. QGRO — Risk-Adjusted Performance Rank
DHTAX
QGRO
DHTAX vs. QGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Diamond Hill All Cap Select Fund (DHTAX) and American Century STOXX U.S. Quality Growth ETF (QGRO). 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.
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Dividends
DHTAX vs. QGRO - Dividend Comparison
DHTAX's dividend yield for the trailing twelve months is around 6.75%, more than QGRO's 0.27% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHTAX Diamond Hill All Cap Select Fund | 6.75% | 6.66% | 0.28% | 4.08% | 13.72% | 0.28% | 1.93% | 11.57% | 0.00% | 1.27% | 3.33% | 11.37% |
QGRO American Century STOXX U.S. Quality Growth ETF | 0.27% | 0.25% | 0.41% | 0.46% | 0.31% | 0.22% | 0.38% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DHTAX vs. QGRO - Drawdown Comparison
The maximum DHTAX drawdown since its inception was -51.42%, which is greater than QGRO's maximum drawdown of -32.57%. Use the drawdown chart below to compare losses from any high point for DHTAX and QGRO.
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Volatility
DHTAX vs. QGRO - Volatility Comparison
Diamond Hill All Cap Select Fund (DHTAX) has a higher volatility of 7.00% compared to American Century STOXX U.S. Quality Growth ETF (QGRO) at 5.33%. This indicates that DHTAX's price experiences larger fluctuations and is considered to be riskier than QGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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