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Strategy Returns

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Period and Annualized Total Returns (%) As of 31 Aug 2023
Since
Incep.		 20Y 15Y 10Y 5Y 3Y 1Y YTD 3MO Aug
Small Cap Composite (Inception date: 31 Dec 2000)
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Gross of Fees 10.65 9.77 8.43 7.69 5.69 17.10 11.54 12.46 9.35 -4.95
Net of Fees 9.57 8.70 7.39 6.67 4.74 16.05 10.54 11.79 9.11 -5.02
Russell 2000 Index 7.65 8.36 7.97 7.96 3.14 8.12 4.65 8.96 9.00 -5.00
Russell 2000 Value Index 8.17 7.95 7.20 7.36 3.18 13.54 2.17 4.94 10.50 -4.81
Small-Mid Cap Composite (Inception date: 31 Dec 2005) (closed to most new investors)
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Gross of Fees 9.11 — 9.93 8.89 6.04 13.33 3.76 5.34 7.86 -4.27
Net of Fees 8.10 — 8.92 7.91 5.14 12.37 2.88 4.74 7.63 -4.33
Russell 2500 Index 8.40 — 9.13 9.13 5.43 9.52 6.64 9.72 9.44 -3.93
Russell 2500 Value Index 7.39 — 8.20 8.07 4.81 13.91 5.74 7.72 10.83 -3.85
Mid Cap Composite (Inception date: 31 Dec 2013)
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Gross of Fees 7.31 — — — 4.90 12.13 2.81 2.22 8.33 -3.31
Net of Fees 6.52 — — — 4.16 11.35 2.09 1.74 8.14 -3.36
Russell Midcap Index 8.98 — — — 7.35 9.25 8.38 9.40 8.74 -3.47
Russell Midcap Value Index 7.87 — — — 6.12 12.07 5.65 5.93 9.39 -3.54
Large Cap Composite (Inception date: 30 Jun 2001)
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Gross of Fees 9.57 10.95 9.89 10.72 8.56 9.79 8.07 6.73 8.87 -2.17
Net of Fees 8.82 10.21 9.19 10.04 7.91 9.13 7.42 6.31 8.71 -2.22
Russell 1000 Index 8.25 10.00 10.88 12.55 10.77 9.93 15.40 18.58 8.49 -1.75
Russell 1000 Value Index 7.17 8.38 8.32 9.15 7.11 11.59 8.59 5.88 7.41 -2.70
Large Cap Concentrated Composite (Inception date: 31 Dec 2011)
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Gross of Fees 12.39 — — 11.12 8.98 10.93 12.80 8.67 10.09 -2.07
Net of Fees 11.64 — — 10.39 8.30 10.25 12.12 8.23 9.92 -2.12
Russell 1000 Index 13.61 — — 12.55 10.77 9.93 15.40 18.58 8.49 -1.75
Russell 1000 Value Index 10.81 — — 9.15 7.11 11.59 8.59 5.88 7.41 -2.70
Select Composite (Inception date: 30 Jun 2000)
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Gross of Fees 11.07 11.86 10.90 11.85 10.76 17.38 12.20 16.96 9.51 -5.33
Net of Fees 10.12 10.92 9.98 10.93 9.87 16.44 11.31 16.34 9.29 -5.40
Russell 3000 Index 7.15 9.89 10.68 12.23 10.25 9.81 14.76 18.01 8.52 -1.93
Russell 3000 Value Index 7.41 8.35 8.24 9.02 6.83 11.71 8.21 5.83 7.59 -2.83
International Composite (Inception date: 31 Dec 2016)
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Gross of Fees 9.12 — — — 5.93 9.72 20.36 12.22 3.17 -4.25
Net of Fees 8.30 — — — 5.13 8.90 19.46 11.66 2.97 -4.31
MSCI ACWI ex USA Index 5.68 — — — 3.33 3.99 11.89 8.78 3.82 -4.52
Short Duration Securitized Bond Composite (Inception date: 31 Jul 2016)
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Gross of Fees 3.42 — — — 3.20 3.23 5.10 5.56 2.50 1.04
Net of Fees 2.96 — — — 2.73 2.77 4.63 5.24 2.38 1.01
Bloomberg US 1-3 Yr. Gov./Credit Index 0.98 — — — 1.21 -0.70 1.57 1.92 0.37 0.35
Short Duration Investment Grade Composite (Inception date: 30 Nov 2021)
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Gross of Fees 0.36 — — — — — 4.14 4.52 1.67 0.68
Net of Fees 0.01 — — — — — 3.77 4.27 1.58 0.65
Bloomberg US 1-3 Yr. Gov./Credit Index -1.14 — — — — — 1.57 1.92 0.37 0.35
Core Bond Composite (Inception date: 31 Jul 2016)
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Gross of Fees 1.46 — — — 1.60 -3.04 -0.31 2.73 -0.52 -0.31
Net of Fees 1.17 — — — 1.30 -3.32 -0.60 2.53 -0.60 -0.33
Bloomberg US Aggregate Bond Index 0.25 — — — 0.49 -4.41 -1.19 1.37 -1.06 -0.64
Intermediate Bond Composite (Inception date: 31 Jul 2021)
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Gross of Fees -3.13 — — — — — 0.97 2.59 -0.07 0.12
Net of Fees -3.41 — — — — — 0.68 2.39 -0.14 0.09
Bloomberg US Intermediate Aggregate Bond Index -4.54 — — — — — -0.35 1.49 -0.72 -0.28
Period and Annualized Total Returns (%) As of 30 Jun 2023
Since Incep. 20Y 15Y 10Y 5Y 3Y 1Y YTD 2Q23
Small Cap Composite (Inception date: 31 Dec 2000)
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Gross of Fees 10.79 10.41 8.75 8.13 6.69 20.98 20.26 13.61 6.60
Net of Fees 9.70 9.33 7.70 7.10 5.73 19.89 19.18 13.10 6.36
Russell 2000 Index 7.67 8.89 8.43 8.26 4.21 10.82 12.31 8.09 5.21
Russell 2000 Value Index 8.12 8.29 7.72 7.29 3.54 15.43 6.01 2.50 3.18
Small-Mid Cap Composite (Inception date: 31 Dec 2005) (closed to most new investors)
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Gross of Fees 9.28 — 10.08 9.36 7.01 17.49 11.42 6.73 3.58
Net of Fees 8.27 — 9.07 8.37 6.10 16.49 10.48 6.28 3.35
Russell 2500 Index 8.43 — 9.32 9.38 6.55 12.29 13.58 8.79 5.22
Russell 2500 Value Index 7.36 — 8.48 8.02 5.32 16.07 10.37 5.83 4.37
Mid Cap Composite (Inception date: 31 Dec 2013)
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Gross of Fees 7.55 — — — 5.88 15.99 9.03 3.21 5.14
Net of Fees 6.76 — — — 5.14 15.18 8.27 2.85 4.95
Russell Midcap Index 9.10 — — — 8.46 12.50 14.92 9.01 4.76
Russell Midcap Value Index 7.93 — — — 6.84 15.04 10.50 5.23 3.86
Large Cap Composite (Inception date: 30 Jun 2001)
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Gross of Fees 9.59 11.08 9.84 10.83 9.74 13.81 11.35 5.57 6.20
Net of Fees 8.84 10.33 9.14 10.15 9.08 13.13 10.68 5.25 6.04
Russell 1000 Index 8.24 10.13 10.77 12.64 11.92 14.09 19.36 16.68 8.58
Russell 1000 Value Index 7.19 8.50 8.36 9.22 8.11 14.30 11.54 5.12 4.07
Large Cap Concentrated Composite (Inception date: 31 Dec 2011)
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Gross of Fees 12.33 — — 11.10 10.02 14.26 15.53 5.99 6.54
Net of Fees 11.59 — — 10.37 9.34 13.57 14.84 5.67 6.38
Russell 1000 Index 13.66 — — 12.64 11.92 14.09 19.36 16.68 8.58
Russell 1000 Value Index 10.91 — — 9.22 8.11 14.30 11.54 5.12 4.07
Select Composite (Inception date: 30 Jun 2000)
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Gross of Fees 11.20 12.25 11.06 12.32 12.17 22.99 21.72 18.14 10.62
Net of Fees 10.25 11.30 10.14 11.39 11.27 22.01 20.74 17.67 10.40
Russell 3000 Index 7.13 10.05 10.61 12.34 11.39 13.89 18.95 16.17 8.39
Russell 3000 Value Index 7.43 8.49 8.33 9.09 7.79 14.38 11.22 4.98 4.03
International Composite (Inception date: 31 Dec 2016)
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Gross of Fees 9.64 — — — 6.66 13.05 18.55 14.06 4.04
Net of Fees 8.82 — — — 5.86 12.20 17.66 13.63 3.84
MSCI ACWI ex USA Index 5.94 — — — 3.52 7.22 12.72 9.47 2.44
Short Duration Securitized Bond Composite (Inception date: 31 Jul 2016)
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Gross of Fees 3.17 — — — 2.89 3.23 3.36 3.17 1.06
Net of Fees 2.70 — — — 2.42 2.76 2.90 2.94 0.95
Bloomberg US 1-3 Yr. Gov./Credit Index 0.90 — — — 1.13 -0.88 0.52 1.13 -0.37
Short Duration Investment Grade Composite (Inception date: 30 Nov 2021)
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Gross of Fees -0.60 — — — — — 2.76 2.89 0.77
Net of Fees -0.94 — — — — — 2.40 2.71 0.68
Bloomberg US 1-3 Yr. Gov./Credit Index -1.74 — — — — — 0.52 1.13 -0.37
Core Bond Composite (Inception date: 31 Jul 2016)
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Gross of Fees 1.53 — — — 1.79 -2.62 -0.26 2.97 -0.39
Net of Fees 1.24 — — — 1.50 -2.90 -0.55 2.82 -0.46
Bloomberg US Aggregate Bond Index 0.36 — — — 0.77 -3.96 -0.94 2.09 -0.84
Intermediate Bond Composite (Inception date: 31 Jul 2021)
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Gross of Fees -3.66 — — — — — 0.24 2.06 -0.46
Net of Fees -3.94 — — — — — -0.05 1.91 -0.53
Bloomberg US Intermediate Aggregate Bond Index -4.87 — — — — — -0.60 1.62 -0.75
Calendar Year Returns (%) as of 31 Dec
2013201420152016201720182019202020212022
Small Cap Composite (Inception date: 31 Dec 2000)
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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)
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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)
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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)
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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)
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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
Select Composite (Inception date: 30 Jun 2000)
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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)
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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)
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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)
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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)
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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
Intermediate Bond Composite3 (Inception date: 31 Jul 2021)
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Gross of Fees -1.02 -7.83
Net of Fees -1.14 -8.09
Bloomberg US Intermediate Aggregate Bond Index -1.17 -9.51

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

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

3 2021 returns represent the time period 31 Jul 2021 - 31 Dec 2021.

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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.

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