DHTAX vs. SLYV
Compare and contrast key facts about Diamond Hill All Cap Select Fund (DHTAX) and SPDR S&P 600 Small Cap Value ETF (SLYV).
DHTAX is managed by Diamond Hill. It was launched on Dec 30, 2005. SLYV is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 29, 2000.
Performance
DHTAX vs. SLYV - Performance Comparison
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DHTAX vs. SLYV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DHTAX Diamond Hill All Cap Select Fund | -2.20% | 13.28% | 12.75% | 30.19% | -17.47% | 32.89% | 14.30% | 30.43% | -12.44% | 19.93% |
SLYV SPDR S&P 600 Small Cap Value ETF | 4.57% | 6.54% | 7.28% | 14.82% | -11.08% | 30.57% | 2.68% | 24.26% | -12.77% | 11.74% |
Returns By Period
In the year-to-date period, DHTAX achieves a -2.20% return, which is significantly lower than SLYV's 4.57% return. Over the past 10 years, DHTAX has outperformed SLYV with an annualized return of 12.27%, while SLYV has yielded a comparatively lower 9.48% annualized return.
DHTAX
- 1D
- 0.08%
- 1M
- -7.26%
- YTD
- -2.20%
- 6M
- 1.99%
- 1Y
- 14.75%
- 3Y*
- 15.15%
- 5Y*
- 9.16%
- 10Y*
- 12.27%
SLYV
- 1D
- 0.12%
- 1M
- -3.76%
- YTD
- 4.57%
- 6M
- 7.29%
- 1Y
- 23.43%
- 3Y*
- 10.01%
- 5Y*
- 4.86%
- 10Y*
- 9.48%
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DHTAX vs. SLYV - Expense Ratio Comparison
DHTAX has a 1.16% expense ratio, which is higher than SLYV's 0.15% expense ratio.
Return for Risk
DHTAX vs. SLYV — Risk / Return Rank
DHTAX
SLYV
DHTAX vs. SLYV - 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 600 Small Cap Value ETF (SLYV). 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 | SLYV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.00 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.52 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.49 | -0.44 |
Martin ratioReturn relative to average drawdown | 4.09 | 5.64 | -1.55 |
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 | SLYV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.00 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.22 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.40 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.45 | -0.03 |
Correlation
The correlation between DHTAX and SLYV is 0.87, 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. SLYV - Dividend Comparison
DHTAX's dividend yield for the trailing twelve months is around 8.39%, more than SLYV's 2.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHTAX Diamond Hill All Cap Select Fund | 8.39% | 8.20% | 6.66% | 0.28% | 4.08% | 13.72% | 0.28% | 1.93% | 11.56% | 0.00% | 1.27% | 3.32% |
SLYV SPDR S&P 600 Small Cap Value ETF | 2.00% | 2.02% | 2.30% | 2.11% | 1.47% | 1.94% | 1.40% | 1.67% | 2.14% | 5.53% | 2.18% | 6.55% |
Drawdowns
DHTAX vs. SLYV - Drawdown Comparison
The maximum DHTAX drawdown since its inception was -51.42%, smaller than the maximum SLYV drawdown of -61.15%. Use the drawdown chart below to compare losses from any high point for DHTAX and SLYV.
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Drawdown Indicators
| DHTAX | SLYV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.42% | -61.15% | +9.73% |
Max Drawdown (1Y)Largest decline over 1 year | -13.93% | -15.73% | +1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -24.31% | -28.68% | +4.37% |
Max Drawdown (10Y)Largest decline over 10 years | -44.28% | -47.73% | +3.45% |
Current DrawdownCurrent decline from peak | -7.72% | -6.07% | -1.65% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -9.00% | +1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 4.15% | -0.58% |
Volatility
DHTAX vs. SLYV - Volatility Comparison
The current volatility for Diamond Hill All Cap Select Fund (DHTAX) is 4.12%, while SPDR S&P 600 Small Cap Value ETF (SLYV) has a volatility of 5.40%. This indicates that DHTAX experiences smaller price fluctuations and is considered to be less risky than SLYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DHTAX | SLYV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 5.40% | -1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 10.71% | 13.48% | -2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.14% | 23.64% | -2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.99% | 22.11% | -1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.16% | 23.97% | -1.81% |