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DHY vs. DHF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DHY vs. DHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional High Yield Equity Fund (DHY) and Dimensional High Yield Fund (DHF). The values are adjusted to include any dividend payments, if applicable.

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DHY vs. DHF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DHY
Dimensional High Yield Equity Fund
-2.71%2.19%18.18%24.13%-21.75%16.99%0.10%26.18%-16.10%17.06%
DHF
Dimensional High Yield Fund
-0.19%5.67%21.12%15.00%-22.70%10.35%6.46%24.68%-11.11%8.43%

Returns By Period

In the year-to-date period, DHY achieves a -2.71% return, which is significantly lower than DHF's -0.19% return. Over the past 10 years, DHY has outperformed DHF with an annualized return of 7.91%, while DHF has yielded a comparatively lower 6.48% annualized return.


DHY

1D
3.83%
1M
-1.24%
YTD
-2.71%
6M
-3.37%
1Y
-1.80%
3Y*
9.83%
5Y*
4.43%
10Y*
7.91%

DHF

1D
4.27%
1M
-1.28%
YTD
-0.19%
6M
-1.76%
1Y
4.04%
3Y*
13.00%
5Y*
3.57%
10Y*
6.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DHY vs. DHF - Expense Ratio Comparison

DHY has a 0.04% expense ratio, which is higher than DHF's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

DHY vs. DHF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DHY
DHY Risk / Return Rank: 33
Overall Rank
DHY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DHY Sortino Ratio Rank: 33
Sortino Ratio Rank
DHY Omega Ratio Rank: 33
Omega Ratio Rank
DHY Calmar Ratio Rank: 33
Calmar Ratio Rank
DHY Martin Ratio Rank: 33
Martin Ratio Rank

DHF
DHF Risk / Return Rank: 1212
Overall Rank
DHF Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DHF Sortino Ratio Rank: 1010
Sortino Ratio Rank
DHF Omega Ratio Rank: 1010
Omega Ratio Rank
DHF Calmar Ratio Rank: 1616
Calmar Ratio Rank
DHF Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DHY vs. DHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional High Yield Equity Fund (DHY) and Dimensional High Yield Fund (DHF). 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.


DHYDHFDifference

Sharpe ratio

Return per unit of total volatility

-0.13

0.28

-0.40

Sortino ratio

Return per unit of downside risk

-0.08

0.47

-0.55

Omega ratio

Gain probability vs. loss probability

0.99

1.07

-0.08

Calmar ratio

Return relative to maximum drawdown

-0.26

0.48

-0.74

Martin ratio

Return relative to average drawdown

-0.78

1.60

-2.38

DHY vs. DHF - Sharpe Ratio Comparison

The current DHY Sharpe Ratio is -0.13, which is lower than the DHF Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of DHY and DHF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DHYDHFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

0.28

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.23

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.37

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.14

+0.04

Correlation

The correlation between DHY and DHF is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DHY vs. DHF - Dividend Comparison

DHY's dividend yield for the trailing twelve months is around 9.79%, more than DHF's 8.61% yield.


TTM20252024202320222021202020192018201720162015
DHY
Dimensional High Yield Equity Fund
9.79%9.30%8.69%9.39%10.57%7.61%8.68%9.02%11.20%9.40%10.52%12.63%
DHF
Dimensional High Yield Fund
8.61%8.47%8.14%7.86%10.12%8.24%8.60%8.52%10.41%8.98%9.76%11.30%

Drawdowns

DHY vs. DHF - Drawdown Comparison

The maximum DHY drawdown since its inception was -71.47%, roughly equal to the maximum DHF drawdown of -71.32%. Use the drawdown chart below to compare losses from any high point for DHY and DHF.


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Drawdown Indicators


DHYDHFDifference

Max Drawdown

Largest peak-to-trough decline

-71.47%

-71.32%

-0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-9.84%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-27.23%

-37.82%

+10.59%

Max Drawdown (10Y)

Largest decline over 10 years

-41.36%

-42.94%

+1.58%

Current Drawdown

Current decline from peak

-6.10%

-4.35%

-1.75%

Average Drawdown

Average peak-to-trough decline

-12.37%

-23.15%

+10.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

3.04%

+0.46%

Volatility

DHY vs. DHF - Volatility Comparison

Dimensional High Yield Equity Fund (DHY) and Dimensional High Yield Fund (DHF) have volatilities of 6.45% and 6.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHYDHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

6.29%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

9.45%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

14.36%

14.65%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.25%

15.72%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

17.75%

+0.22%