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Strategy Returns

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Period and Annualized Total Returns (%) As of 31 Mar 2022
Since Incep. 20Y 15Y 10Y 5Y 3Y 1Y YTD 1Q22
Small Cap Composite (Inception date: 31 Dec 2000)
Gross of Fees 11.34 10.20 8.38 10.45 8.69 13.05 10.52 -4.22 -4.22
Net of Fees 10.48 9.34 7.53 9.58 7.83 12.16 9.65 -4.41 -4.41
Russell 2000 Index 8.51 8.72 7.99 11.04 9.74 11.74 -5.79 -7.53 -7.53
Russell 2000 Value Index 9.16 8.55 6.91 10.54 8.57 12.73 3.32 -2.40 -2.40
Small-Mid Cap Composite (Inception date: 31 Dec 2005) (closed to most new investors)
Gross of Fees 10.32 10.36 12.60 9.79 14.13 11.67 -2.86 -2.86
Net of Fees 9.52 9.56 11.82 9.01 13.32 10.86 -3.04 -3.04
Russell 2500 Index 9.50 8.98 12.09 11.57 13.79 0.34 -5.82 -5.82
Russell 2500 Value Index 8.40 7.59 11.04 9.19 12.98 7.73 -1.50 -1.50
Mid Cap Composite (Inception date: 31 Dec 2013)
Gross of Fees 9.79 9.64 12.58 13.61 -2.29 -2.29
Net of Fees 9.18 9.08 12.06 13.10 -2.40 -2.40
Russell Midcap Index 11.16 12.62 14.89 6.92 -5.68 -5.68
Russell Midcap Value Index 9.97 9.99 13.69 11.45 -1.82 -1.82
Large Cap Composite (Inception date: 30 Jun 2001) (closed to most new investors)
Gross of Fees 10.46 10.59 10.02 13.72 13.18 16.52 10.49 -3.18 -3.18
Net of Fees 9.87 10.01 9.47 13.16 12.65 15.98 9.98 -3.29 -3.29
Russell 1000 Index 8.79 9.42 10.26 14.53 15.82 18.71 13.27 -5.13 -5.13
Russell 1000 Value Index 7.75 8.08 7.36 11.70 10.29 13.02 11.67 -0.74 -0.74
Large Cap Concentrated Composite (Inception date: 31 Dec 2011)
Gross of Fees 14.21 13.84 13.10 16.08 9.18 -5.06 -5.06
Net of Fees 13.79 13.41 12.57 15.58 8.72 -5.17 -5.17
Russell 1000 Index 15.51 14.53 15.82 18.71 13.27 -5.13 -5.13
Russell 1000 Value Index 12.55 11.70 10.29 13.02 11.67 -0.74 -0.74
All Cap Select Composite (Inception date: 30 Jun 2000)
Gross of Fees 11.87 11.80 10.88 14.86 15.65 21.65 14.69 -1.54 -1.54
Net of Fees 11.12 11.06 10.19 14.18 14.91 20.84 13.89 -1.72 -1.72
Russell 3000 Index 7.60 9.37 10.10 14.28 15.40 18.24 11.92 -5.28 -5.28
Russell 3000 Value Index 8.00 8.11 7.33 11.61 10.16 12.99 11.10 -0.85 -0.85
International Composite (Inception date: 31 Dec 2016)
Gross of Fees 11.27 9.62 10.03 1.64 -4.18 -4.18
Net of Fees 10.89 9.23 9.38 0.98 -4.33 -4.33
Morningstar Global Markets ex-US Index 8.22 7.02 7.93 -1.08 -5.49 -5.49
Short Duration Securitized Bond Composite (Inception date: 31 Jul 2016)
Gross of Fees 3.47 3.49 2.85 -0.44 -2.00 -2.00
Net of Fees 3.11 3.13 2.49 -0.79 -2.09 -2.09
Bloomberg US 1-3 Yr. Gov./Credit Index 1.11 1.26 1.02 -2.91 -2.49 -2.49
Short Duration Investment Grade Composite (Inception date: 30 Nov 2021)
Gross of Fees -2.53 -2.45 -2.45
Net of Fees -2.56 -2.47 -2.47
Bloomberg US 1-3 Yr. Gov./Credit Index -2.64 -2.49 -2.49
Core Bond Composite (Inception date: 31 Jul 2016)
Gross of Fees 2.64 3.25 2.65 -2.71 -4.90 -4.90
Net of Fees 2.37 2.98 2.41 -2.96 -4.96 -4.96
Bloomberg US Aggregate Bond Index 1.46 2.14 1.69 -4.15 -5.93 -5.93
Calendar Year Returns (%) as of 31 Dec
2012201320142015201620172018201920202021
Small Cap Composite (Inception date: 31 Dec 2000)
Gross of Fees 14.32 41.64 5.97 -2.44 15.61 12.05 -14.03 22.92 0.77 34.17
Net of Fees 13.43 40.55 5.17 -3.22 14.70 11.16 -14.73 21.96 -0.03 33.13
Russell 2000 Index 19.96 14.82
Russell 2000 Value Index 4.63 28.27
Small-Mid Cap Composite (Inception date: 31 Dec 2005) (closed to most new investors)
Gross of Fees 16.93 43.32 8.42 2.44 19.30 9.64 -11.71 28.84 2.29 32.34
Net of Fees 16.19 42.39 7.69 1.76 18.47 8.86 -12.35 27.94 1.55 31.40
Russell 2500 Index 19.99 18.18
Russell 2500 Value Index 4.88 27.78
Mid Cap Composite (Inception date: 31 Dec 2013)
Gross of Fees 8.83 1.62 19.62 11.30 -9.55 26.73 -0.99 32.37
Net of Fees 8.13 0.95 18.86 10.65 -10.09 26.12 -1.47 31.79
Russell Midcap Index 17.10 22.58
Russell Midcap Value Index 4.96 28.34
Large Cap Composite (Inception date: 30 Jun 2001) (closed to most new investors)
Gross of Fees 13.35 37.79 11.59 -0.18 15.27 21.09 -8.81 32.96 10.00 26.50
Net of Fees 12.79 37.06 10.98 -0.71 14.71 20.50 -9.25 32.35 9.49 25.92
Russell 1000 Index 20.96 26.45
Russell 1000 Value Index 2.80 25.16
Large Cap Concentrated Composite (Inception date: 31 Dec 2011)
Gross of Fees 10.00 38.75 10.70 -0.59 19.17 19.27 -7.16 31.76 10.52 27.42
Net of Fees 9.74 37.22 10.62 -0.46 19.15 18.56 -7.63 31.18 10.03 26.90
Russell 1000 Index 20.96 26.45
Russell 1000 Value Index 2.80 25.16
All Cap Select Composite (Inception date: 30 Jun 2000)
Gross of Fees 12.70 45.86 12.59 -0.47 10.83 21.26 -11.19 31.92 15.64 34.48
Net of Fees 12.00 45.11 12.05 -1.02 10.22 20.60 -11.74 31.14 14.83 33.56
Russell 3000 Index 20.89 25.66
Russell 3000 Value Index 2.87 25.37
International Composite (Inception date: 31 Dec 2016)
Gross of Fees 32.22 -9.62 24.95 7.64 13.73
Net of Fees 32.22 -9.62 24.55 6.94 13.00
Morningstar Global Markets ex-US Index 11.17 8.41
Short Duration Securitized Bond Composite1 (Inception date: 31 Jul 2016)
Gross of Fees 0.88 4.90 3.77 5.34 3.65 3.27
Net of Fees 0.73 4.53 3.41 4.97 3.29 2.91
Bloomberg US 1-3 Yr. Gov./Credit Index -0.38 3.33 -0.47
Short Duration Investment Grade Composite2 (Inception date: 30 Nov 2021)
Gross of Fees -0.09
Net of Fees -0.09
Bloomberg US 1-3 Yr. Gov./Credit Index -0.15
Core Bond Composite1 (Inception date: 31 Jul 2016)
Gross of Fees -2.45 4.64 2.06 8.56 8.34 -0.55
Net of Fees -2.56 4.33 1.76 8.28 8.13 -0.79
Bloomberg US Aggregate Bond Index -3.14 7.51 -1.54

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.

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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 30 Jun 2021 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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