YCGEX vs. DHAMX
YCGEX (YCG Enhanced Fund) and DHAMX (Centre American Select Equity Fund) are both Large Cap Blend Equities funds. Over the past 10 years, YCGEX returned 10.81%/yr vs 13.91%/yr for DHAMX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. YCGEX charges 1.19%/yr vs 1.46%/yr for DHAMX.
Performance
YCGEX vs. DHAMX - Performance Comparison
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Returns By Period
In the year-to-date period, YCGEX achieves a -6.08% return, which is significantly lower than DHAMX's 19.82% return. Over the past 10 years, YCGEX has underperformed DHAMX with an annualized return of 10.81%, while DHAMX has yielded a comparatively higher 13.91% annualized return.
YCGEX
- 1D
- -1.60%
- 1M
- -0.65%
- 6M
- -4.85%
- YTD
- -6.08%
- 1Y
- -4.30%
- 3Y*
- 4.87%
- 5Y*
- 3.12%
- 10Y*
- 10.81%
- ALL TIME*
- 11.07%
DHAMX
- 1D
- 1.78%
- 1M
- -1.29%
- 6M
- 9.05%
- YTD
- 19.82%
- 1Y
- 37.51%
- 3Y*
- 13.19%
- 5Y*
- 12.13%
- 10Y*
- 13.91%
- ALL TIME*
- 13.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
YCGEX YCG Enhanced Fund | $0.00 | $0.00 | $0.00 |
YCGEX vs. DHAMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YCGEX YCG Enhanced Fund | -6.08% | 4.14% | 11.99% | 30.15% | -22.38% | 27.32% | 17.27% | 41.20% | -3.25% | 22.81% |
DHAMX Centre American Select Equity Fund | 19.82% | 19.37% | 1.33% | 14.91% | -3.34% | 27.41% | 30.79% | 16.38% | -3.82% | 25.26% |
Correlation
The correlation between YCGEX and DHAMX is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.74 |
Over the past year, the correlation between YCGEX and DHAMX has dropped to 0.21 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
YCGEX vs. DHAMX — Risk / Return Rank
YCGEX
DHAMX
YCGEX vs. DHAMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YCG Enhanced Fund (YCGEX) 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.
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.
| YCGEX | DHAMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.59 | ||
| Sortino ratioReturn per unit of downside risk | -3.51 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.36 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 3.59 | -4.03 |
| Martin ratioReturn relative to average drawdown | -0.96 | 12.51 | -13.47 |
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Drawdowns
YCGEX vs. DHAMX - Drawdown Comparison
The maximum YCGEX drawdown since its inception was -35.90%, which is greater than DHAMX's maximum drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for YCGEX and DHAMX.
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Drawdown Indicators
| YCGEX | DHAMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.90% | -28.47% | -7.43% |
Max Drawdown (1Y)Largest decline over 1 year | -14.91% | -9.84% | -5.07% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | -28.47% | +12.51% |
Max Drawdown (5Y)Largest decline over 5 years | -30.75% | -28.47% | -2.28% |
Max Drawdown (10Y)Largest decline over 10 years | -35.90% | -28.47% | -7.43% |
Current DrawdownCurrent decline from peak | -8.51% | -3.73% | -4.78% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -4.14% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.68% | 2.83% | +3.85% |
Volatility
YCGEX vs. DHAMX - Volatility Comparison
YCG Enhanced Fund (YCGEX) has a higher volatility of 6.19% compared to Centre American Select Equity Fund (DHAMX) at 4.43%. This indicates that YCGEX's price experiences larger fluctuations and is considered to be riskier than DHAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YCGEX | DHAMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 4.43% | +1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 12.72% | -1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.78% | 16.63% | -2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 17.78% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 17.49% | +0.52% |
YCGEX vs. DHAMX - Expense Ratio Comparison
YCGEX has a 1.19% expense ratio, which is lower than DHAMX's 1.46% expense ratio.
Dividends
YCGEX vs. DHAMX - Dividend Comparison
YCGEX's dividend yield for the trailing twelve months is around 5.24%, less than DHAMX's 30.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHAMX Centre American Select Equity Fund | 30.09% | 36.05% | 0.00% | 2.58% | 1.37% | 16.31% | 4.52% | 9.94% | 22.37% | 13.14% | 3.57% | 11.03% |
YCGEX YCG Enhanced Fund | 5.24% | 4.92% | 4.31% | 1.96% | 0.00% | 9.49% | 0.00% | 0.56% | 3.53% | 3.66% | 3.38% | 2.13% |
Frequently Asked Questions
YCGEX and DHAMX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YCGEX has higher volatility (6.19%) compared to DHAMX (4.43%). In terms of maximum drawdown, YCGEX dropped -35.90% vs DHAMX's -28.47%.
DHAMX currently has the higher Sharpe Ratio (2.13 vs -0.47), 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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