DHTAX vs. VOE
Compare and contrast key facts about Diamond Hill All Cap Select Fund (DHTAX) and Vanguard Mid-Cap Value ETF (VOE).
DHTAX is managed by Diamond Hill. It was launched on Dec 30, 2005. VOE is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Value Index. It was launched on Aug 17, 2006.
Performance
DHTAX vs. VOE - Performance Comparison
Loading graphics...
DHTAX vs. VOE - 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% |
VOE Vanguard Mid-Cap Value ETF | 4.67% | 12.08% | 14.00% | 9.85% | -7.97% | 28.78% | 2.65% | 27.85% | -12.48% | 17.07% |
Returns By Period
In the year-to-date period, DHTAX achieves a -0.61% return, which is significantly lower than VOE's 4.67% return. Over the past 10 years, DHTAX has outperformed VOE with an annualized return of 12.45%, while VOE has yielded a comparatively lower 10.23% 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%
VOE
- 1D
- 0.20%
- 1M
- -4.46%
- YTD
- 4.67%
- 6M
- 7.17%
- 1Y
- 17.39%
- 3Y*
- 13.81%
- 5Y*
- 8.66%
- 10Y*
- 10.23%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DHTAX vs. VOE - Expense Ratio Comparison
DHTAX has a 1.16% expense ratio, which is higher than VOE's 0.07% expense ratio.
Return for Risk
DHTAX vs. VOE — Risk / Return Rank
DHTAX
VOE
DHTAX vs. VOE - 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 ETF (VOE). 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 | VOE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 1.06 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.55 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.41 | -0.07 |
Martin ratioReturn relative to average drawdown | 5.19 | 6.51 | -1.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DHTAX | VOE | 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 | -0.10 |
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 | 0.43 | -0.01 |
Correlation
The correlation between DHTAX and VOE 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. VOE - Dividend Comparison
DHTAX's dividend yield for the trailing twelve months is around 8.25%, more than VOE'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% |
VOE Vanguard Mid-Cap Value ETF | 1.99% | 2.10% | 2.11% | 2.27% | 2.27% | 1.78% | 2.36% | 2.05% | 2.75% | 1.86% | 1.92% | 2.05% |
Drawdowns
DHTAX vs. VOE - Drawdown Comparison
The maximum DHTAX drawdown since its inception was -51.42%, smaller than the maximum VOE drawdown of -61.50%. Use the drawdown chart below to compare losses from any high point for DHTAX and VOE.
Loading graphics...
Drawdown Indicators
| DHTAX | VOE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.42% | -61.50% | +10.08% |
Max Drawdown (1Y)Largest decline over 1 year | -13.93% | -12.42% | -1.51% |
Max Drawdown (5Y)Largest decline over 5 years | -24.31% | -19.70% | -4.61% |
Max Drawdown (10Y)Largest decline over 10 years | -44.28% | -43.18% | -1.10% |
Current DrawdownCurrent decline from peak | -6.23% | -4.54% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -8.41% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 2.68% | +0.91% |
Volatility
DHTAX vs. VOE - Volatility Comparison
Diamond Hill All Cap Select Fund (DHTAX) has a higher volatility of 4.51% compared to Vanguard Mid-Cap Value ETF (VOE) at 4.01%. This indicates that DHTAX's price experiences larger fluctuations and is considered to be riskier than VOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DHTAX | VOE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 4.01% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 10.83% | 8.77% | +2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.16% | 16.46% | +4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.00% | 16.11% | +4.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.16% | 18.84% | +3.32% |