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Trailing Composite Returns

Period and Annualized Total Returns as of 12/31/2020
Since Incep. 20-YR15-YR 10-YR 5-YR 3-YR 1-YR YTD 3MO.
Small Cap Composite (Inception Date: 12/31/2000)
Gross of Fees 10.70 10.707.16 8.07 6.64 2.12 0.77 0.77 27.01
Net of Fees 9.83 9.836.32 7.22 5.80 1.30 -0.03 -0.03 26.77
Russell 2000 Index 8.74 8.748.91 11.20 13.26 10.25 19.96 19.96 31.37
Russell 2000 Value Index 8.54 8.546.92 8.66 9.65 3.72 4.63 4.63 33.36
Small-Mid Cap Composite (Inception Date: 12/31/2005) (closed to most new investors)
Gross of Fees 9.38 9.38 10.64 8.76 5.18 2.29 2.29 23.55
Net of Fees 8.59 8.59 9.88 7.99 4.43 1.55 1.55 23.34
Russell 2500 Index 9.55 9.55 11.97 13.64 11.33 19.99 19.99 27.41
Russell 2500 Value Index 7.47 7.47 9.33 9.43 4.34 4.88 4.88 28.51
Mid Cap Composite (Inception Date: 12/31/2013)
Gross of Fees 7.61 8.61 4.31 -0.99 -0.99 22.54
Net of Fees 6.98 8.00 3.77 -1.47 -1.47 22.39
Russell Midcap Index 10.96 13.40 11.61 17.10 17.10 19.91
Russell Midcap Value Index 8.22 9.73 5.37 4.96 4.96 20.43
Large Cap Composite (Inception Date: 6/30/2001) (closed to most new investors)
Gross of Fees 10.02 9.75 12.87 13.23 10.07 10.00 10.00 15.24
Net of Fees 9.43 9.19 12.31 12.70 9.56 9.49 9.49 15.11
Russell 1000 Index 8.36 10.07 14.01 15.60 14.82 20.96 20.96 13.69
Russell 1000 Value Index 7.07 7.34 10.50 9.74 6.07 2.80 2.80 16.25
Large Cap Concentrated Composite (Inception Date: 12/31/2011)
Gross of Fees 13.90 13.95 10.57 10.52 10.52 16.06
Net of Fees 13.49 13.50 10.06 10.03 10.03 15.95
Russell 1000 Index 15.49 15.60 14.82 20.96 20.96 13.69
Russell 1000 Value Index 11.69 9.74 6.07 2.80 2.80 16.25
All Cap Select Composite (Inception Date: 6/30/2000)
Gross of Fees 11.10 11.239.91 12.80 12.73 10.65 15.64 15.64 24.89
Net of Fees 10.36 10.509.23 12.15 12.06 9.95 14.83 14.83 24.68
Russell 3000 Index 7.17 7.829.98 13.79 15.43 14.49 20.89 20.89 14.68
Russell 3000 Value Index 7.36 6.947.30 10.36 9.74 5.89 2.87 2.87 17.21
Global Composite (Inception Date: 12/31/2013)
Gross of Fees 7.66 11.12 5.14 2.60 2.60 18.91
Net of Fees 7.35 10.68 4.44 1.93 1.93 18.73
Morningstar Global Markets Index 8.80 12.11 9.73 16.07 16.07 15.50
International Composite (Inception Date: 12/31/2016)
Gross of Fees 12.59 6.72 7.64 7.64 22.92
Net of Fees 12.32 6.38 6.94 6.94 22.74
Morningstar Global Markets ex-U.S. Index 10.25 5.07 11.17 11.17 17.28
Short Duration Securitized Bond Composite (Inception Date: 7/31/2016)
Gross of Fees 4.19 4.25 3.65 3.65 2.66
Net of Fees 3.83 3.89 3.29 3.29 2.57
Bloomberg Barclays U.S. 1-3 Yr. Gov./Credit Index 2.12 2.98 3.33 3.33 0.21
Core Bond Composite (Inception Date: 7/31/2016)
Gross of Fees 4.71 6.28 8.34 8.34 0.48
Net of Fees 4.43 6.01 8.13 8.13 0.43
Bloomberg Barclays U.S. Aggregate Index 3.66 5.34 7.51 7.51 0.67

Calendar Year Returns

2011201220132014201520162017201820192020
Small Cap Composite (Inception Date: 12/31/2000)
Gross of Fees -5.90 14.32 41.64 5.97 -2.44 15.61 12.05 -14.03 22.92 0.77
Net of Fees -6.63 13.43 40.55 5.17 -3.22 14.70 11.16 -14.73 21.96 -0.03
Russell 2000 Index -4.18 16.35 38.82 4.89 -4.41 21.31 14.65 -11.01 25.52 19.96
Russell 2000 Value Index -5.50 18.05 34.52 4.22 -7.47 31.74 7.84 -12.86 22.39 4.63
Small-Mid Cap Composite (Inception Date: 12/31/2005) (closed to most new investors)
Gross of Fees -2.96 16.93 43.32 8.42 2.44 19.30 9.64 -11.71 28.84 2.29
Net of Fees -3.62 16.19 42.39 7.69 1.76 18.47 8.86 -12.35 27.94 1.55
Russell 2500 Index -2.51 17.88 36.80 7.07 -2.90 17.59 16.81 -10.00 27.77 19.99
Russell 2500 Value Index -3.36 19.21 33.32 7.11 -5.49 25.20 10.36 -12.36 23.56 4.88
Mid Cap Composite (Inception Date: 12/31/2013)
Gross of Fees 8.83 1.62 19.62 11.30 -9.55 26.73 -0.99
Net of Fees 8.13 0.95 18.86 10.65 -10.09 26.12 -1.47
Russell Midcap Index 13.22 -2.44 13.80 18.52 -9.06 30.54 17.10
Russell Midcap Value Index 14.75 -4.78 20.00 13.34 -12.29 27.06 4.96
Large Cap Composite (Inception Date: 6/30/2001) (closed to most new investors)
Gross of Fees 3.60 13.35 37.79 11.59 -0.18 15.27 21.09 -8.81 32.96 10.00
Net of Fees 3.11 12.79 37.06 10.98 -0.71 14.71 20.50 -9.25 32.35 9.49
Russell 1000 Index 1.50 16.42 33.11 13.24 0.92 12.05 21.69 -4.78 31.43 20.96
Russell 1000 Value Index 0.39 17.51 32.53 13.45 -3.83 17.34 13.66 -8.27 26.54 2.80
Large Cap Concentrated Composite (Inception Date: 12/31/2011)
Gross of Fees 10.00 38.75 10.70 -0.59 19.17 19.27 -7.16 31.76 10.52
Net of Fees 9.74 37.22 10.62 -0.46 19.15 18.56 -7.63 31.18 10.03
Russell 1000 Index 16.42 33.11 13.24 0.92 12.05 21.69 -4.78 31.43 20.96
Russell 1000 Value Index 17.51 32.53 13.45 -3.83 17.34 13.66 -8.27 26.54 2.80
All Cap Select Composite (Inception Date: 6/30/2000)
Gross of Fees -0.58 12.70 45.86 12.59 -0.47 10.83 21.26 -11.19 31.92 15.64
Net of Fees -1.21 12.00 45.11 12.05 -1.02 10.22 20.60 -11.74 31.14 14.83
Russell 3000 Index 1.03 16.42 33.55 12.56 0.48 12.74 21.13 -5.24 31.02 20.89
Russell 3000 Value Index -0.10 17.55 32.69 12.70 -4.13 18.40 13.19 -8.58 26.26 2.87
Global Composite (Inception Date: 12/31/2013)
Gross of Fees 3.69 -4.58 11.42 30.84 -13.90 31.57 2.60
Net of Fees 3.69 -4.58 11.42 30.84 -14.51 30.73 1.93
Morningstar Global Markets Index 4.00 -2.04 8.22 23.87 -9.82 26.24 16.07
International Composite (Inception Date: 12/31/2016)
Gross of Fees 32.22 -9.62 24.95 7.64
Net of Fees 32.22 -9.62 24.55 6.94
Morningstar Global Markets ex-U.S. Index 27.37 -14.17 21.57 11.17
Short Duration Securitized Bond Composite (Inception Date: 7/31/2016)
Gross of Fees 0.88 4.90 3.77 5.34 3.65
Net of Fees 0.73 4.53 3.41 4.97 3.29
Bloomberg Barclays U.S. 1-3 Yr. Gov./Credit Index -0.38 0.84 1.60 4.03 3.33
Core Bond Composite (Inception Date: 7/31/2016)
Gross of Fees -2.45 4.64 2.06 8.56 8.34
Net of Fees -2.56 4.33 1.76 8.28 8.13
Bloomberg Barclays U.S. Aggregate Index -3.14 3.54 0.01 8.72 7.51

1 Returns represent the time period 7/31/16-12/31/16.

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Past performance is not a guarantee of future results. To view a compliant presentation for all the composites listed above, click here.

Index data source: London Stock Exchange Group PLC, Morningstar, Inc., Bloomberg Index Services Limited and ICE Data Indices, LLC. See diamond-hill.com/disclosures for a full copy of the disclaimer. The ICE index data referenced herein is the property of ICE Data Indices, LLC, its affiliates (“ICE Data”) and/or its third party suppliers and has been licensed for use by Diamond Hill Capital Management, Inc. ICE Data and its third party suppliers accept no liability in connection with its use.