See what your fund actually adds

Diamond Hill Short Duration Securitized Bond Fund Investor Share DHEAX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

DHEAX compared with its replication portfolio
MeasureDHEAXReplication
Annualized growth4.4%2.6%
Annualized volatility1.5%1.7%
Sharpe ratio2.911.54
Maximum drawdown5.1%5.1%
Replication fit (R²)0.61 · Tracking error 0.9%

Replication portfolio

The published portfolio below is the investable basket used to model DHEAX’s historical return behavior.

DHEAX replication basket weights
TickerBuilding blockWeight
VGSHFI · Short Gov68.7%
BKLNFI · Senior Bank Loans17.2%
VCSHFI · Short Corp8.4%
STIPFI · Short TIPS5.8%