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MDLV vs. DHLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDLV vs. DHLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Dempsey Large Cap Value ETF (MDLV) and Diamond Hill Large Cap Concentrated ETF (DHLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MDLV achieves a 10.95% return, which is significantly higher than DHLX's -0.78% return.


MDLV

1D
0.67%
1M
2.12%
YTD
10.95%
6M
11.88%
1Y
21.29%
3Y*
13.07%
5Y*
10Y*

DHLX

1D
0.95%
1M
-2.00%
YTD
-0.78%
6M
1.18%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDLV vs. DHLX - Yearly Performance Comparison


Correlation

The correlation between MDLV and DHLX is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 30, 2025

0.70

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Return for Risk

MDLV vs. DHLX — Risk / Return Rank

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

MDLV
MDLV Risk / Return Rank: 8080
Overall Rank
MDLV Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
MDLV Sortino Ratio Rank: 8181
Sortino Ratio Rank
MDLV Omega Ratio Rank: 7272
Omega Ratio Rank
MDLV Calmar Ratio Rank: 8888
Calmar Ratio Rank
MDLV Martin Ratio Rank: 8181
Martin Ratio Rank

DHLX
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.

MDLV vs. DHLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Dempsey Large Cap Value ETF (MDLV) and Diamond Hill Large Cap Concentrated ETF (DHLX). 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.


MDLVDHLXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

5.01

Martin ratioReturn relative to average drawdown

15.75

MDLV vs. DHLX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MDLVDHLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.06

+1.02

Drawdowns

MDLV vs. DHLX - Drawdown Comparison

The maximum MDLV drawdown since its inception was -10.71%, which is greater than DHLX's maximum drawdown of -8.40%. Use the drawdown chart below to compare losses from any high point for MDLV and DHLX.


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Drawdown Indicators


MDLVDHLXDifference

Max Drawdown

Largest peak-to-trough decline

-10.71%

-8.40%

-2.31%

Max Drawdown (1Y)

Largest decline over 1 year

-4.27%

Max Drawdown (3Y)

Largest decline over 3 years

-10.71%

Current Drawdown

Current decline from peak

-0.42%

-4.66%

+4.24%

Average Drawdown

Average peak-to-trough decline

-2.29%

-2.40%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

Volatility

MDLV vs. DHLX - Volatility Comparison


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Volatility by Period


MDLVDHLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

Volatility (6M)

Calculated over the trailing 6-month period

6.58%

Volatility (1Y)

Calculated over the trailing 1-year period

8.77%

11.45%

-2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.51%

11.45%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.51%

11.45%

-0.94%

MDLV vs. DHLX - Expense Ratio Comparison

MDLV has a 0.58% expense ratio, which is higher than DHLX's 0.55% expense ratio.


Dividends

MDLV vs. DHLX - Dividend Comparison

MDLV's dividend yield for the trailing twelve months is around 2.78%, more than DHLX's 0.41% yield.


PositionTTM202520242023
DHLX
Diamond Hill Large Cap Concentrated ETF
0.41%0.15%0.00%0.00%
MDLV
Morgan Dempsey Large Cap Value ETF
2.78%3.00%2.78%2.35%

Frequently Asked Questions


MDLV and DHLX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DHLX is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DHLX is cheaper with a 0.55% expense ratio, compared with 0.58% for MDLV.

MDLV has the higher dividend yield at 2.78%, compared with 0.41% for DHLX.

They also come from different issuers: Morgan Dempsey and Diamond Hill. Their fees differ too: 0.58% for MDLV and 0.55% for DHLX.

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