FILDX vs. DHEAX
Compare and contrast key facts about Frost Low Duration Bond Fund (FILDX) and Diamond Hill Short Duration Securitized Bond Fund (DHEAX).
FILDX is managed by Frost Funds. It was launched on Apr 25, 2008. DHEAX is managed by Diamond Hill. It was launched on Jul 5, 2016.
Performance
FILDX vs. DHEAX - Performance Comparison
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FILDX vs. DHEAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FILDX Frost Low Duration Bond Fund | -0.09% | 5.26% | 4.87% | 5.71% | -4.80% | -0.35% | 4.25% | 3.22% | 1.83% | 1.77% |
DHEAX Diamond Hill Short Duration Securitized Bond Fund | 0.85% | 5.70% | 9.15% | 8.38% | -3.57% | 2.42% | 2.87% | 4.44% | 2.88% | 3.97% |
Returns By Period
In the year-to-date period, FILDX achieves a -0.09% return, which is significantly lower than DHEAX's 0.85% return.
FILDX
- 1D
- 0.10%
- 1M
- -0.90%
- YTD
- -0.09%
- 6M
- 1.00%
- 1Y
- 3.74%
- 3Y*
- 4.72%
- 5Y*
- 2.05%
- 10Y*
- 2.20%
DHEAX
- 1D
- 0.10%
- 1M
- -0.09%
- YTD
- 0.85%
- 6M
- 1.62%
- 1Y
- 4.98%
- 3Y*
- 7.40%
- 5Y*
- 4.19%
- 10Y*
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FILDX vs. DHEAX - Expense Ratio Comparison
FILDX has a 0.43% expense ratio, which is lower than DHEAX's 0.83% expense ratio.
Return for Risk
FILDX vs. DHEAX — Risk / Return Rank
FILDX
DHEAX
FILDX vs. DHEAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Frost Low Duration Bond Fund (FILDX) and Diamond Hill Short Duration Securitized Bond Fund (DHEAX). 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.
| FILDX | DHEAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 4.21 | -2.27 |
Sortino ratioReturn per unit of downside risk | 2.89 | 6.76 | -3.88 |
Omega ratioGain probability vs. loss probability | 1.40 | 2.25 | -0.85 |
Calmar ratioReturn relative to maximum drawdown | 3.59 | 9.96 | -6.37 |
Martin ratioReturn relative to average drawdown | 12.65 | 38.15 | -25.50 |
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
| FILDX | DHEAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 4.21 | -2.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 2.78 | -1.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 1.74 | -0.78 |
Correlation
The correlation between FILDX and DHEAX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FILDX vs. DHEAX - Dividend Comparison
FILDX's dividend yield for the trailing twelve months is around 3.91%, less than DHEAX's 5.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FILDX Frost Low Duration Bond Fund | 3.91% | 3.61% | 4.45% | 3.65% | 1.86% | 1.98% | 2.02% | 2.18% | 1.90% | 1.76% | 1.63% | 1.35% |
DHEAX Diamond Hill Short Duration Securitized Bond Fund | 5.71% | 5.27% | 5.94% | 5.25% | 3.41% | 2.31% | 2.92% | 3.76% | 3.45% | 3.20% | 0.00% | 0.00% |
Drawdowns
FILDX vs. DHEAX - Drawdown Comparison
The maximum FILDX drawdown since its inception was -7.20%, smaller than the maximum DHEAX drawdown of -12.34%. Use the drawdown chart below to compare losses from any high point for FILDX and DHEAX.
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Drawdown Indicators
| FILDX | DHEAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.20% | -12.34% | +5.14% |
Max Drawdown (1Y)Largest decline over 1 year | -1.10% | -0.50% | -0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -7.20% | -5.06% | -2.14% |
Max Drawdown (10Y)Largest decline over 10 years | -7.20% | — | — |
Current DrawdownCurrent decline from peak | -1.00% | -0.19% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -1.61% | -0.82% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.31% | 0.13% | +0.18% |
Volatility
FILDX vs. DHEAX - Volatility Comparison
Frost Low Duration Bond Fund (FILDX) has a higher volatility of 0.71% compared to Diamond Hill Short Duration Securitized Bond Fund (DHEAX) at 0.43%. This indicates that FILDX's price experiences larger fluctuations and is considered to be riskier than DHEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FILDX | DHEAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.71% | 0.43% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 1.16% | 0.80% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.00% | 1.19% | +0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.15% | 1.51% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.82% | 2.29% | -0.47% |