PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
Delaware Strategic Income Fund (DEGGX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Delaware Strategic Income Fund (DEGGX)

Mutual Fund · Currency in USD · Last updated May 30, 2025

Under normal circumstances, the Manager will invest at least 80% of the fund's net assets, plus the amount of any borrowings for investment purposes, in U.S. and foreign debt securities, including those in emerging markets (80% policy). It may invest up to 100% of its net assets in high yield, lower-quality debt securities. The fund may invest up to 100% of its net assets in foreign securities, including emerging markets securities.

Fund Info

ISIN

US2460942053

CUSIP

246094205

Issuer

Delaware Funds by Macquarie

Inception Date

Aug 15, 1985

Category

Multisector Bonds

Min. Investment

$1,000

Asset Class

Bond

Expense Ratio

DEGGX has an expense ratio of 0.90%, placing it in the medium range.

Share Price Chart

Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Delaware Strategic Income Fund

Performance

Performance Chart

Loading data...

S&P 500

Returns By Period

Delaware Strategic Income Fund (DEGGX) returned 1.23% year-to-date (YTD) and 7.64% over the past 12 months. Over the past 10 years, DEGGX returned 3.08% annually, underperforming the S&P 500 benchmark at 10.84%.

DEGGX

YTD

1.23%

1M

1.35%

6M

1.74%

1Y

7.64%

3Y*

4.84%

5Y*

3.68%

10Y*

3.08%

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of DEGGX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.91%0.59%-0.79%-0.41%0.95%1.23%
20240.73%-0.63%1.15%-1.70%1.69%0.89%1.66%0.95%1.30%-0.53%1.04%-0.13%6.55%
20233.20%-1.39%0.84%0.55%-0.54%0.69%1.10%-0.27%-1.67%-1.22%4.18%3.64%9.27%
2022-1.59%-2.12%-0.64%-3.05%-1.08%-4.65%2.75%-0.16%-4.52%0.43%3.43%0.56%-10.47%
20210.09%-0.30%-0.62%1.07%0.79%0.30%0.22%0.29%-0.51%-0.16%-0.89%0.90%1.18%
20201.18%-0.03%-10.64%4.45%3.90%1.94%2.95%1.41%-0.41%0.84%3.55%1.38%10.07%
20192.89%0.65%1.10%0.84%0.61%1.61%0.56%0.96%0.09%0.74%0.25%1.16%12.05%
2018-0.05%-0.75%-0.41%-0.22%-0.48%-0.22%0.70%-0.27%0.14%-1.41%-1.03%-0.52%-4.45%
20170.39%0.90%-0.14%1.23%0.87%0.62%1.09%0.37%0.13%0.20%0.47%0.69%7.03%
20161.16%0.43%0.65%0.43%0.07%1.64%0.79%-0.02%-0.11%-0.71%-2.13%0.12%2.30%
20152.22%-0.69%0.36%-0.12%-0.24%-1.40%0.47%-0.37%0.33%0.08%-0.37%-0.74%-0.51%
20141.37%0.97%0.04%0.87%1.21%0.27%-0.31%1.08%-1.02%1.08%0.46%-0.25%5.89%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 93, DEGGX is among the top 7% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of DEGGX is 9393
Overall Rank
The Sharpe Ratio Rank of DEGGX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of DEGGX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of DEGGX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of DEGGX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of DEGGX is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Delaware Strategic Income Fund (DEGGX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Delaware Strategic Income Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 2.43
  • 5-Year: 0.91
  • 10-Year: 0.74
  • All Time: 0.93

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Delaware Strategic Income Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Delaware Strategic Income Fund provided a 6.18% dividend yield over the last twelve months, with an annual payout of $0.46 per share. The fund has been increasing its distributions for 3 consecutive years.

2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%$0.00$0.10$0.20$0.30$0.4020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.46$0.44$0.37$0.33$0.32$0.35$0.33$0.38$0.44$0.21$0.23$0.29

Dividend yield

6.18%5.91%4.90%4.59%3.78%4.00%4.05%4.94%5.20%2.56%2.78%3.35%

Monthly Dividends

The table displays the monthly dividend distributions for Delaware Strategic Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.04$0.03$0.04$0.04$0.00$0.15
2024$0.03$0.03$0.04$0.03$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.44
2023$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.37
2022$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.33
2021$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.02$0.03$0.32
2020$0.03$0.03$0.02$0.03$0.03$0.02$0.03$0.03$0.03$0.06$0.03$0.03$0.35
2019$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.02$0.33
2018$0.03$0.06$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.38
2017$0.02$0.02$0.03$0.03$0.03$0.06$0.03$0.03$0.03$0.03$0.06$0.06$0.44
2016$0.02$0.02$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.21
2015$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.23
2014$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.04$0.02$0.02$0.29

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Delaware Strategic Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Delaware Strategic Income Fund was 19.96%, occurring on Jan 24, 1995. Recovery took 918 trading sessions.

The current Delaware Strategic Income Fund drawdown is 0.27%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.96%Apr 17, 19862220Jan 24, 1995918Sep 10, 19983138
-16.8%Feb 24, 202022Mar 24, 202083Jul 22, 2020105
-16.05%Sep 16, 2021278Oct 21, 2022441Jul 31, 2024719
-7.19%Sep 10, 200835Oct 28, 200851Jan 12, 200986
-6.41%Oct 6, 1998213Aug 10, 1999250Aug 4, 2000463
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...