DHY vs. EOD
DHY (Dimensional High Yield Equity Fund) and EOD (Allspring Global Dividend Opportunity Fund) are both Dividend funds. Over the past 10 years, DHY returned 5.52%/yr vs 11.84%/yr for EOD. Their 0.33 correlation means their historical movements had little consistent relationship. DHY charges 0.04%/yr vs 0.02%/yr for EOD.
Performance
DHY vs. EOD - Performance Comparison
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Returns By Period
In the year-to-date period, DHY achieves a -7.21% return, which is significantly lower than EOD's 18.18% return. Over the past 10 years, DHY has underperformed EOD with an annualized return of 5.52%, while EOD has yielded a comparatively higher 11.84% annualized return.
DHY
- 1D
- 1.16%
- 1M
- -1.36%
- 6M
- -7.92%
- YTD
- -7.21%
- 1Y
- -9.55%
- 3Y*
- 6.94%
- 5Y*
- 1.93%
- 10Y*
- 5.52%
- ALL TIME*
- 3.99%
EOD
- 1D
- 0.92%
- 1M
- 2.01%
- 6M
- 13.51%
- YTD
- 18.18%
- 1Y
- 29.76%
- 3Y*
- 26.16%
- 5Y*
- 12.73%
- 10Y*
- 11.84%
- ALL TIME*
- 5.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $920.46K | $1.49M | $1.32M | |
| $618.36K | $588.02K | $617.44K |
DHY vs. EOD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DHY Dimensional High Yield Equity Fund | -7.21% | 2.19% | 18.18% | 24.13% | -21.75% | 16.99% | 0.10% | 26.18% | -16.10% | 17.06% |
EOD Allspring Global Dividend Opportunity Fund | 18.18% | 28.76% | 25.83% | 9.78% | -17.65% | 32.87% | -3.16% | 35.96% | -12.05% | 20.46% |
Correlation
The correlation between DHY and EOD is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.32 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2007 | 0.33 |
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Return for Risk
DHY vs. EOD — Risk / Return Rank
DHY
EOD
DHY vs. EOD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional High Yield Equity Fund (DHY) and Allspring Global Dividend Opportunity Fund (EOD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DHY | EOD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.69 | ||
| Sortino ratioReturn per unit of downside risk | -3.82 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.37 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | 3.11 | -3.84 |
| Martin ratioReturn relative to average drawdown | -1.38 | 15.36 | -16.74 |
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Drawdowns
DHY vs. EOD - Drawdown Comparison
The maximum DHY drawdown since its inception was -71.47%, which is greater than EOD's maximum drawdown of -57.02%. Use the drawdown chart below to compare losses from any high point for DHY and EOD.
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Drawdown Indicators
| DHY | EOD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.47% | -57.02% | -14.45% |
Max Drawdown (1Y)Largest decline over 1 year | -13.03% | -9.63% | -3.40% |
Max Drawdown (3Y)Largest decline over 3 years | -13.03% | -14.24% | +1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -27.23% | -25.61% | -1.62% |
Max Drawdown (10Y)Largest decline over 10 years | -41.36% | -47.08% | +5.72% |
Current DrawdownCurrent decline from peak | -10.45% | -0.15% | -10.30% |
Average DrawdownAverage peak-to-trough decline | -12.35% | -13.11% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.91% | 1.94% | +4.97% |
Volatility
DHY vs. EOD - Volatility Comparison
Dimensional High Yield Equity Fund (DHY) has a higher volatility of 5.34% compared to Allspring Global Dividend Opportunity Fund (EOD) at 3.53%. This indicates that DHY's price experiences larger fluctuations and is considered to be riskier than EOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DHY | EOD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 3.53% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 10.94% | 12.97% | -2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.14% | 15.28% | -2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.37% | 17.59% | -2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 18.96% | -0.97% |
DHY vs. EOD - Expense Ratio Comparison
DHY has a 0.04% expense ratio, which is higher than EOD's 0.02% 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%.
Dividends
DHY vs. EOD - Dividend Comparison
DHY's dividend yield for the trailing twelve months is around 10.63%, more than EOD's 8.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHY Dimensional High Yield Equity Fund | 10.63% | 9.30% | 8.69% | 9.39% | 10.57% | 7.61% | 8.68% | 9.02% | 11.20% | 9.40% | 10.52% | 12.63% |
EOD Allspring Global Dividend Opportunity Fund | 8.15% | 8.73% | 9.16% | 9.98% | 11.80% | 8.76% | 11.41% | 10.36% | 13.84% | 10.56% | 9.91% | 12.16% |
Frequently Asked Questions
DHY and EOD have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DHY has higher volatility (5.34%) compared to EOD (3.53%). In terms of maximum drawdown, DHY dropped -71.47% vs EOD's -57.02%.
EOD currently has the higher Sharpe Ratio (1.96 vs -0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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