DHTAX vs. VMVAX
Compare and contrast key facts about Diamond Hill All Cap Select Fund (DHTAX) and Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX).
DHTAX is managed by Diamond Hill. It was launched on Dec 30, 2005. VMVAX is managed by Vanguard. It was launched on Sep 27, 2011.
Performance
DHTAX vs. VMVAX - Performance Comparison
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DHTAX vs. VMVAX - 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% |
VMVAX Vanguard Mid-Cap Value Index Fund Admiral Shares | 4.50% | 12.06% | 13.63% | 10.12% | -7.89% | 28.77% | 2.45% | 28.03% | -12.44% | 17.04% |
Returns By Period
In the year-to-date period, DHTAX achieves a -0.61% return, which is significantly lower than VMVAX's 4.50% return. Over the past 10 years, DHTAX has outperformed VMVAX with an annualized return of 12.45%, while VMVAX has yielded a comparatively lower 10.19% 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%
VMVAX
- 1D
- 1.57%
- 1M
- -4.65%
- YTD
- 4.50%
- 6M
- 6.96%
- 1Y
- 17.12%
- 3Y*
- 13.73%
- 5Y*
- 8.62%
- 10Y*
- 10.19%
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DHTAX vs. VMVAX - Expense Ratio Comparison
DHTAX has a 1.16% expense ratio, which is higher than VMVAX's 0.07% expense ratio.
Return for Risk
DHTAX vs. VMVAX — Risk / Return Rank
DHTAX
VMVAX
DHTAX vs. VMVAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diamond Hill All Cap Select Fund (DHTAX) and Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX). 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 | VMVAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 1.06 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.54 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.47 | -0.13 |
Martin ratioReturn relative to average drawdown | 5.19 | 6.86 | -1.67 |
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 | VMVAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.06 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.54 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.54 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.68 | -0.26 |
Correlation
The correlation between DHTAX and VMVAX is 0.91, 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. VMVAX - Dividend Comparison
DHTAX's dividend yield for the trailing twelve months is around 8.25%, more than VMVAX's 1.99% 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% |
VMVAX Vanguard Mid-Cap Value Index Fund Admiral Shares | 1.99% | 2.10% | 2.11% | 2.26% | 2.27% | 1.78% | 2.36% | 2.08% | 2.75% | 1.86% | 1.91% | 2.04% |
Drawdowns
DHTAX vs. VMVAX - Drawdown Comparison
The maximum DHTAX drawdown since its inception was -51.42%, which is greater than VMVAX's maximum drawdown of -43.07%. Use the drawdown chart below to compare losses from any high point for DHTAX and VMVAX.
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Drawdown Indicators
| DHTAX | VMVAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.42% | -43.07% | -8.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.93% | -12.42% | -1.51% |
Max Drawdown (5Y)Largest decline over 5 years | -24.31% | -19.75% | -4.56% |
Max Drawdown (10Y)Largest decline over 10 years | -44.28% | -43.07% | -1.21% |
Current DrawdownCurrent decline from peak | -6.23% | -4.72% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -4.41% | -3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 2.67% | +0.92% |
Volatility
DHTAX vs. VMVAX - Volatility Comparison
Diamond Hill All Cap Select Fund (DHTAX) has a higher volatility of 4.51% compared to Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) at 4.24%. This indicates that DHTAX's price experiences larger fluctuations and is considered to be riskier than VMVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DHTAX | VMVAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 4.24% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.83% | 8.75% | +2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.16% | 16.36% | +4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.00% | 16.09% | +4.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.16% | 18.80% | +3.36% |