Strategy Returns

	Period and Annualized Total Returns (%) As of 31 Dec 2022
	Since Incep.	20Y	15Y	10Y	5Y	3Y	1Y	YTD	4Q22
Small Cap Composite (Inception date: 31 Dec 2000) Hide
Gross of Fees	10.40	10.63	7.78	8.84	4.23	5.20	-13.90	-13.90	7.23
Net of Fees	9.32	9.54	6.73	7.81	3.28	4.25	-14.67	-14.67	6.98
Russell 2000 Index	7.47	9.36	7.16	9.01	4.13	3.10	-20.44	-20.44	6.23
Russell 2000 Value Index	8.19	8.99	6.81	8.48	4.13	4.70	-14.48	-14.48	8.42
Small-Mid Cap Composite (Inception date: 31 Dec 2005) (closed to most new investors) Hide
Gross of Fees	9.15	—	9.61	10.83	6.07	5.69	-12.80	-12.80	7.82
Net of Fees	8.14	—	8.60	9.83	5.16	4.79	-13.54	-13.54	7.59
Russell 2500 Index	8.15	—	8.10	10.03	5.89	5.00	-18.37	-18.37	7.43
Russell 2500 Value Index	7.22	—	7.45	8.93	4.75	5.22	-13.08	-13.08	9.21
Mid Cap Composite (Inception date: 31 Dec 2013) Hide
Gross of Fees	7.61	—	—	—	5.62	4.67	-12.50	-12.50	10.62
Net of Fees	6.81	—	—	—	4.87	3.94	-13.12	-13.12	10.42
Russell Midcap Index	8.59	—	—	—	7.10	5.88	-17.32	-17.32	9.18
Russell Midcap Value Index	7.78	—	—	—	5.72	5.82	-12.03	-12.03	10.45
Large Cap Composite (Inception date: 30 Jun 2001) (closed to most new investors) Hide
Gross of Fees	9.55	11.43	8.82	12.16	8.02	6.65	-12.83	-12.83	11.13
Net of Fees	8.79	10.67	8.13	11.47	7.37	6.01	-13.35	-13.35	10.96
Russell 1000 Index	7.66	9.92	8.77	12.37	9.13	7.35	-19.13	-19.13	7.24
Russell 1000 Value Index	7.12	8.83	6.96	10.29	6.67	5.96	-7.54	-7.54	12.42
Large Cap Concentrated Composite (Inception date: 31 Dec 2011) Hide
Gross of Fees	12.33	—	—	12.57	8.53	7.17	-12.59	-12.59	12.30
Net of Fees	11.58	—	—	11.82	7.84	6.51	-13.12	-13.12	12.13
Russell 1000 Index	12.74	—	—	12.37	9.13	7.35	-19.13	-19.13	7.24
Russell 1000 Value Index	10.93	—	—	10.29	6.67	5.96	-7.54	-7.54	12.42
All Cap Select Composite (Inception date: 30 Jun 2000) Hide
Gross of Fees	10.64	12.00	9.27	12.83	8.76	9.11	-16.47	-16.47	6.57
Net of Fees	9.69	11.05	8.35	11.89	7.89	8.24	-17.14	-17.14	6.35
Russell 3000 Index	6.58	9.88	8.66	12.13	8.79	7.07	-19.21	-19.21	7.18
Russell 3000 Value Index	7.36	8.84	6.96	10.16	6.50	5.88	-7.98	-7.98	12.18
International Composite (Inception date: 31 Dec 2016) Hide
Gross of Fees	8.09	—	—	—	3.82	2.22	-12.76	-12.76	17.44
Net of Fees	7.28	—	—	—	3.04	1.45	-13.41	-13.41	17.22
MSCI ACWI ex USA Index	4.85	—	—	—	0.88	0.07	-16.00	-16.00	14.28
Short Duration Securitized Bond Composite (Inception date: 31 Jul 2016) Hide
Gross of Fees	2.91	—	—	—	2.59	1.30	-2.88	-2.88	0.51
Net of Fees	2.45	—	—	—	2.13	0.85	-3.31	-3.31	0.40
Bloomberg US 1-3 Yr. Gov./Credit Index	0.79	—	—	—	0.92	-0.32	-3.69	-3.69	0.89
Short Duration Investment Grade Composite (Inception date: 30 Nov 2021) Hide
Gross of Fees	-3.44	—	—	—	—	—	-3.64	-3.64	0.87
Net of Fees	-3.78	—	—	—	—	—	-3.98	-3.98	0.78
Bloomberg US 1-3 Yr. Gov./Credit Index	-3.54	—	—	—	—	—	-3.69	-3.69	0.89
Core Bond Composite (Inception date: 31 Jul 2016) Hide
Gross of Fees	1.19	—	—	—	1.11	-1.56	-11.47	-11.47	0.75
Net of Fees	0.90	—	—	—	0.82	-1.85	-11.73	-11.73	0.68
Bloomberg US Aggregate Bond Index	0.06	—	—	—	0.02	-2.71	-13.01	-13.01	1.87

	Calendar Year Returns (%) as of 31 Dec
	2013	2014	2015	2016	2017	2018	2019	2020	2021	2022
Small Cap Composite (Inception date: 31 Dec 2000) Hide
Gross of Fees	41.64	5.99	-2.44	15.61	12.05	-14.03	22.92	0.77	34.17	-13.90
Net of Fees	40.22	4.93	-3.42	14.45	10.93	-14.85	21.82	-0.14	32.97	-14.67
Russell 2000 Index	38.82	4.89	-4.41	21.31	14.65	-11.01	25.52	19.96	14.82	-20.44
Russell 2000 Value Index	34.52	4.22	-7.47	31.74	7.84	-12.86	22.39	4.63	28.27	-14.48
Small-Mid Cap Composite (Inception date: 31 Dec 2005) (closed to most new investors) Hide
Gross of Fees	43.32	8.42	2.45	19.30	9.63	-11.71	28.84	2.29	32.34	-12.80
Net of Fees	41.96	7.39	1.47	18.17	8.59	-12.51	27.75	1.42	31.22	-13.54
Russell 2500 Index	36.80	7.07	-2.90	17.59	16.81	-10.00	27.77	19.99	18.18	-18.37
Russell 2500 Value Index	33.32	7.11	-5.49	25.20	10.36	-12.36	23.56	4.88	27.78	-13.08
Mid Cap Composite (Inception date: 31 Dec 2013) Hide
Gross of Fees	8.83	1.61	19.62	11.31	-9.55	26.73	-1.00	32.38	-12.50
Net of Fees	7.96	0.80	18.66	10.46	-10.21	25.84	-1.69	31.45	-13.12
Russell Midcap Index	13.22	-2.44	13.80	18.52	-9.06	30.54	17.10	22.58	-17.32
Russell Midcap Value Index	14.75	-4.78	20.00	13.34	-12.29	27.06	4.96	28.34	-12.03
Large Cap Composite (Inception date: 30 Jun 2001) (closed to most new investors) Hide
Gross of Fees	37.79	11.58	-0.17	15.27	21.10	-8.81	32.96	9.99	26.50	-12.83
Net of Fees	36.89	10.86	-0.82	14.57	20.37	-9.36	32.16	9.33	25.74	-13.35
Russell 1000 Index	33.11	13.24	0.92	12.05	21.69	-4.78	31.43	20.96	26.45	-19.13
Russell 1000 Value Index	32.53	13.45	-3.83	17.34	13.66	-8.27	26.54	2.80	25.16	-7.54
Large Cap Concentrated Composite (Inception date: 31 Dec 2011) Hide
Gross of Fees	38.75	10.70	-0.58	19.17	19.26	-7.17	31.76	10.51	27.43	-12.59
Net of Fees	37.78	9.92	-1.28	18.33	18.48	-7.77	30.90	9.79	26.65	-13.12
Russell 1000 Index	33.11	13.24	0.92	12.05	21.69	-4.78	31.43	20.96	26.45	-19.13
Russell 1000 Value Index	32.53	13.45	-3.83	17.34	13.66	-8.27	26.54	2.80	25.16	-7.54
All Cap Select Composite (Inception date: 30 Jun 2000) Hide
Gross of Fees	45.86	12.59	-0.47	10.84	21.26	-11.19	31.91	15.64	34.48	-16.47
Net of Fees	44.62	11.63	-1.32	9.90	20.23	-11.93	30.86	14.72	33.41	-17.14
Russell 3000 Index	33.55	12.56	0.48	12.74	21.13	-5.24	31.02	20.89	25.66	-19.21
Russell 3000 Value Index	32.69	12.70	-4.13	18.40	13.19	-8.58	26.26	2.87	25.37	-7.98
International Composite (Inception date: 31 Dec 2016) Hide
Gross of Fees	32.22	-9.62	24.95	7.64	13.73	-12.76
Net of Fees	31.23	-10.30	24.01	6.83	12.87	-13.41
MSCI ACWI ex USA Index	27.19	-14.20	21.51	10.65	7.82	-16.00
Short Duration Securitized Bond Composite1 (Inception date: 31 Jul 2016) Hide
Gross of Fees	0.87	4.89	3.77	5.34	3.65	3.27	-2.88
Net of Fees	0.68	4.42	3.31	4.87	3.18	2.80	-3.31
Bloomberg US 1-3 Yr. Gov./Credit Index	-0.38	0.84	1.60	4.03	3.33	-0.47	-3.69
Short Duration Investment Grade Composite2 (Inception date: 30 Nov 2021) Hide
Gross of Fees	-0.09	-3.64
Net of Fees	-0.12	-3.98
Bloomberg US 1-3 Yr. Gov./Credit Index	-0.15	-3.69
Core Bond Composite1 (Inception date: 31 Jul 2016) Hide
Gross of Fees	-2.44	4.64	2.06	8.56	8.34	-0.55	-11.47
Net of Fees	-2.56	4.33	1.77	8.24	8.03	-0.84	-11.73
Bloomberg US Aggregate Bond Index	-3.14	3.54	0.01	8.72	7.51	-1.54	-13.01

¹ 2016 returns represent the time period 31 July 2016 - 31 Dec 2016

² 2021 returns represent the time period 30 Nov 2021 - 31 Dec 2021.

Swipe or scroll right for more data

Past performance is not a guarantee of future results. Composite results reflect the reinvestment of dividends, capital gains and other earnings when appropriate. Net returns are calculated by reducing the gross returns by the highest stated fee in the composite fee schedule. Only transaction costs are deducted from gross of fees returns. Prior to 30 September 2022, actual fees were used in calculating net returns. All net returns were changed retroactively to reflect the highest fee in the composite fee schedule. To view a GIPS Report for all composites, click here.

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

Filter table by: