See what your fund actually adds
Diamond Hill Large Cap Concentrated ETF DHLX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DHLX | Replication |
|---|---|---|
| Annualized growth | 7.0% | 8.4% |
| Annualized volatility | 15.3% | 15.5% |
| Sharpe ratio | 0.52 | 0.60 |
| Maximum drawdown | 23.1% | 23.0% |
| Replication fit (R²) | 0.89 · Tracking error 5.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model DHLX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLF | Sector · Financials | 35.3% |
| SCHD | Factor · Dividend | 29.8% |
| XLB | Sector · Materials | 13.1% |
| RSP | Factor · Equal Weight | 12.4% |
| VOX | Sector · Communication | 9.4% |