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Trailing Composite Returns

Period and Annualized Total Returns as of 9/30/2021
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 11.45 11.948.74 12.24 9.89 8.64 57.67 24.14 2.20
Net of Fees 10.58 11.077.89 11.35 9.02 7.78 56.47 23.42 2.00
Russell 2000 Index 9.02 10.299.16 14.63 13.45 10.54 47.68 12.41 -4.36
Russell 2000 Value Index 9.30 9.797.50 13.22 11.03 8.58 63.92 22.92 -2.98
Small-Mid Cap Composite (Inception Date: 12/31/2005) (closed to most new investors)
Gross of Fees 10.37 10.73 14.63 10.92 11.53 52.22 23.21 1.32
Net of Fees 9.57 9.93 13.84 10.13 10.74 51.15 22.55 1.13
Russell 2500 Index 9.97 10.01 15.27 14.25 12.47 45.03 13.83 -2.68
Russell 2500 Value Index 8.36 8.10 13.35 10.49 8.87 54.38 20.14 -2.07
Mid Cap Composite (Inception Date: 12/31/2013)
Gross of Fees 9.69 10.78 10.07 50.19 22.56 1.40
Net of Fees 9.07 10.19 9.53 49.51 22.15 1.28
Russell Midcap Index 11.87 14.39 14.22 38.11 15.17 -0.93
Russell Midcap Value Index 9.74 10.59 10.28 42.40 18.24 -1.01
Large Cap Composite (Inception Date: 6/30/2001) (closed to most new investors)
Gross of Fees 10.42 11.1410.28 15.61 14.64 13.59 33.19 15.58 -0.06
Net of Fees 9.83 10.559.72 15.04 14.10 13.06 32.59 15.18 -0.18
Russell 1000 Index 8.79 9.8110.55 16.76 17.11 16.43 30.96 15.19 0.21
Russell 1000 Value Index 7.59 8.327.52 13.51 10.94 10.07 35.01 16.14 -0.78
Large Cap Concentrated Composite (Inception Date: 12/31/2011)
Gross of Fees 14.28 14.70 12.67 32.10 13.82 -1.25
Net of Fees 13.86 14.14 12.18 31.57 13.48 -1.35
Russell 1000 Index 15.89 17.11 16.43 30.96 15.19 0.21
Russell 1000 Value Index 12.45 10.94 10.07 35.01 16.14 -0.78
All Cap Select Composite (Inception Date: 6/30/2000)
Gross of Fees 11.84 13.0711.18 16.61 17.18 17.01 55.58 24.58 1.29
Net of Fees 11.10 12.3310.49 15.93 16.45 16.25 54.53 23.94 1.11
Russell 3000 Index 7.61 9.8510.44 16.60 16.85 16.00 31.88 14.99 -0.10
Russell 3000 Value Index 7.87 8.427.52 13.48 10.94 9.94 36.64 16.58 -0.93
Global Composite (Inception Date: 12/31/2013)
Gross of Fees 7.68 11.03 6.38 25.84 5.83 -5.29
Net of Fees 7.33 10.48 5.68 25.04 5.31 -5.45
Morningstar Global Markets Index 9.39 12.98 12.29 28.27 11.06 -1.07
International Composite (Inception Date: 12/31/2016)
Gross of Fees 12.35 8.84 32.93 8.15 -6.26
Net of Fees 12.01 8.31 32.09 7.62 -6.42
Morningstar Global Markets ex-U.S. Index 10.05 8.43 25.11 6.67 -2.38
Short Duration Securitized Bond Composite (Inception Date: 7/31/2016)
Gross of Fees 4.21 4.21 4.39 5.95 3.20 0.62
Net of Fees 3.84 3.85 4.03 5.58 2.93 0.54
Bloomberg U.S. 1-3 Yr. Gov./Credit Index 1.83 1.89 2.87 0.30 0.09 0.09
Core Bond Composite (Inception Date: 7/31/2016)
Gross of Fees 3.88 3.93 6.13 -0.15 -0.63 0.15
Net of Fees 3.61 3.66 5.88 -0.39 -0.81 0.09
Bloomberg U.S. Aggregate Index 2.81 2.94 5.36 -0.90 -1.55 0.05

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 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 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 GIPS Report for all the composites listed above, click here.

In August 2021, an error was discovered in the trailing period returns as of 6/30/21 for the Large Cap Composite, which incorrectly stated the 20-year return. The correction changed the net return from 13.50% to 9.97% and the gross return from 14.32% to 10.56%.

Index data source: London Stock Exchange Group PLC, Morningstar, Inc. and Bloomberg Index Services Limited. See diamond-hill.com/disclosures for a full copy of the disclaimer.

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