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VVPLX vs. DHAMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VVPLX vs. DHAMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vulcan Value Partners Fund (VVPLX) and Centre American Select Equity Fund (DHAMX). The values are adjusted to include any dividend payments, if applicable.

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VVPLX vs. DHAMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VVPLX
Vulcan Value Partners Fund
-15.88%7.48%17.50%41.77%-38.08%21.61%11.60%44.43%-7.83%16.74%
DHAMX
Centre American Select Equity Fund
4.86%19.37%1.33%14.91%-3.34%27.41%30.79%16.38%-3.82%25.26%

Returns By Period

In the year-to-date period, VVPLX achieves a -15.88% return, which is significantly lower than DHAMX's 4.86% return. Over the past 10 years, VVPLX has underperformed DHAMX with an annualized return of 7.72%, while DHAMX has yielded a comparatively higher 12.78% annualized return.


VVPLX

1D
1.29%
1M
-8.43%
YTD
-15.88%
6M
-17.34%
1Y
-7.48%
3Y*
9.74%
5Y*
1.19%
10Y*
7.72%

DHAMX

1D
-1.20%
1M
-8.07%
YTD
4.86%
6M
13.32%
1Y
32.49%
3Y*
11.47%
5Y*
10.62%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VVPLX vs. DHAMX - Expense Ratio Comparison

VVPLX has a 1.06% expense ratio, which is lower than DHAMX's 1.46% expense ratio.


Return for Risk

VVPLX vs. DHAMX — Risk / Return Rank

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

VVPLX
VVPLX Risk / Return Rank: 22
Overall Rank
VVPLX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
VVPLX Sortino Ratio Rank: 22
Sortino Ratio Rank
VVPLX Omega Ratio Rank: 22
Omega Ratio Rank
VVPLX Calmar Ratio Rank: 22
Calmar Ratio Rank
VVPLX Martin Ratio Rank: 11
Martin Ratio Rank

DHAMX
DHAMX Risk / Return Rank: 8787
Overall Rank
DHAMX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DHAMX Sortino Ratio Rank: 8787
Sortino Ratio Rank
DHAMX Omega Ratio Rank: 8282
Omega Ratio Rank
DHAMX Calmar Ratio Rank: 9191
Calmar Ratio Rank
DHAMX Martin Ratio Rank: 8989
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.

VVPLX vs. DHAMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vulcan Value Partners Fund (VVPLX) and Centre American Select Equity Fund (DHAMX). 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.


VVPLXDHAMXDifference

Sharpe ratio

Return per unit of total volatility

-0.38

1.69

-2.07

Sortino ratio

Return per unit of downside risk

-0.41

2.37

-2.79

Omega ratio

Gain probability vs. loss probability

0.95

1.33

-0.38

Calmar ratio

Return relative to maximum drawdown

-0.44

2.65

-3.09

Martin ratio

Return relative to average drawdown

-1.41

9.91

-11.32

VVPLX vs. DHAMX - Sharpe Ratio Comparison

The current VVPLX Sharpe Ratio is -0.38, which is lower than the DHAMX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of VVPLX and DHAMX, 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


VVPLXDHAMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.38

1.69

-2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.61

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.74

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.80

-0.37

Correlation

The correlation between VVPLX and DHAMX is 0.79, 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

VVPLX vs. DHAMX - Dividend Comparison

VVPLX's dividend yield for the trailing twelve months is around 6.96%, less than DHAMX's 34.38% yield.


TTM20252024202320222021202020192018201720162015
VVPLX
Vulcan Value Partners Fund
6.96%5.85%0.19%0.05%5.95%11.33%3.54%4.37%8.90%1.69%1.31%0.00%
DHAMX
Centre American Select Equity Fund
34.38%36.05%0.00%2.58%1.37%16.31%4.52%9.94%22.37%13.14%3.57%11.03%

Drawdowns

VVPLX vs. DHAMX - Drawdown Comparison

The maximum VVPLX drawdown since its inception was -47.95%, which is greater than DHAMX's maximum drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for VVPLX and DHAMX.


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Drawdown Indicators


VVPLXDHAMXDifference

Max Drawdown

Largest peak-to-trough decline

-47.95%

-28.47%

-19.48%

Max Drawdown (1Y)

Largest decline over 1 year

-20.19%

-11.65%

-8.54%

Max Drawdown (5Y)

Largest decline over 5 years

-47.95%

-28.47%

-19.48%

Max Drawdown (10Y)

Largest decline over 10 years

-47.95%

-28.47%

-19.48%

Current Drawdown

Current decline from peak

-19.16%

-9.84%

-9.32%

Average Drawdown

Average peak-to-trough decline

-9.25%

-4.19%

-5.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.36%

3.11%

+3.25%

Volatility

VVPLX vs. DHAMX - Volatility Comparison

Vulcan Value Partners Fund (VVPLX) and Centre American Select Equity Fund (DHAMX) have volatilities of 4.94% and 5.11%, 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


VVPLXDHAMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

5.11%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.13%

12.36%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

19.49%

19.74%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.63%

17.61%

+5.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.13%

17.25%

+4.88%