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DDFLX vs. DLHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DDFLX vs. DLHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Floating Rate Fund (DDFLX) and Delaware Healthcare Fund (DLHIX). The values are adjusted to include any dividend payments, if applicable.

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DDFLX vs. DLHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DDFLX
Delaware Floating Rate Fund
-0.86%6.01%8.92%10.75%-0.62%5.46%3.17%10.69%1.26%4.55%
DLHIX
Delaware Healthcare Fund
-5.80%22.27%8.76%5.42%-0.99%5.48%12.02%31.82%-0.59%32.29%

Returns By Period

In the year-to-date period, DDFLX achieves a -0.86% return, which is significantly higher than DLHIX's -5.80% return. Over the past 10 years, DDFLX has underperformed DLHIX with an annualized return of 5.24%, while DLHIX has yielded a comparatively higher 10.50% annualized return.


DDFLX

1D
-0.13%
1M
-0.26%
YTD
-0.86%
6M
0.58%
1Y
4.60%
3Y*
7.19%
5Y*
5.46%
10Y*
5.24%

DLHIX

1D
1.18%
1M
-8.50%
YTD
-5.80%
6M
6.03%
1Y
14.04%
3Y*
10.99%
5Y*
6.84%
10Y*
10.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DDFLX vs. DLHIX - Expense Ratio Comparison

DDFLX has a 0.67% expense ratio, which is lower than DLHIX's 0.98% expense ratio.


Return for Risk

DDFLX vs. DLHIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DDFLX
DDFLX Risk / Return Rank: 9494
Overall Rank
DDFLX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DDFLX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DDFLX Omega Ratio Rank: 9898
Omega Ratio Rank
DDFLX Calmar Ratio Rank: 9292
Calmar Ratio Rank
DDFLX Martin Ratio Rank: 9292
Martin Ratio Rank

DLHIX
DLHIX Risk / Return Rank: 3131
Overall Rank
DLHIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DLHIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
DLHIX Omega Ratio Rank: 2323
Omega Ratio Rank
DLHIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
DLHIX Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DDFLX vs. DLHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Floating Rate Fund (DDFLX) and Delaware Healthcare Fund (DLHIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


DDFLXDLHIXDifference

Sharpe ratio

Return per unit of total volatility

1.99

0.69

+1.29

Sortino ratio

Return per unit of downside risk

3.24

1.05

+2.20

Omega ratio

Gain probability vs. loss probability

1.76

1.13

+0.62

Calmar ratio

Return relative to maximum drawdown

2.80

1.13

+1.67

Martin ratio

Return relative to average drawdown

11.27

3.18

+8.08

DDFLX vs. DLHIX - Sharpe Ratio Comparison

The current DDFLX Sharpe Ratio is 1.99, which is higher than the DLHIX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of DDFLX and DLHIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DDFLXDLHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

0.69

+1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.06

0.44

+1.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.51

0.59

+0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

1.32

0.70

+0.62

Correlation

The correlation between DDFLX and DLHIX is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DDFLX vs. DLHIX - Dividend Comparison

DDFLX's dividend yield for the trailing twelve months is around 6.51%, less than DLHIX's 11.84% yield.


TTM20252024202320222021202020192018201720162015
DDFLX
Delaware Floating Rate Fund
6.51%7.21%8.62%7.17%5.04%3.96%4.89%6.54%5.73%4.33%2.09%2.34%
DLHIX
Delaware Healthcare Fund
11.84%11.16%14.00%6.97%9.16%5.41%6.19%7.63%2.11%3.23%8.20%7.90%

Drawdowns

DDFLX vs. DLHIX - Drawdown Comparison

The maximum DDFLX drawdown since its inception was -18.09%, smaller than the maximum DLHIX drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for DDFLX and DLHIX.


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Drawdown Indicators


DDFLXDLHIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.09%

-34.64%

+16.55%

Max Drawdown (1Y)

Largest decline over 1 year

-1.65%

-10.30%

+8.65%

Max Drawdown (5Y)

Largest decline over 5 years

-5.18%

-19.79%

+14.61%

Max Drawdown (10Y)

Largest decline over 10 years

-18.09%

-25.60%

+7.51%

Current Drawdown

Current decline from peak

-0.98%

-9.24%

+8.26%

Average Drawdown

Average peak-to-trough decline

-0.68%

-5.56%

+4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

4.01%

-3.57%

Volatility

DDFLX vs. DLHIX - Volatility Comparison

The current volatility for Delaware Floating Rate Fund (DDFLX) is 0.64%, while Delaware Healthcare Fund (DLHIX) has a volatility of 5.80%. This indicates that DDFLX experiences smaller price fluctuations and is considered to be less risky than DLHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDFLXDLHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

5.80%

-5.16%

Volatility (6M)

Calculated over the trailing 6-month period

1.57%

12.04%

-10.47%

Volatility (1Y)

Calculated over the trailing 1-year period

2.59%

19.40%

-16.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.67%

15.80%

-13.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.49%

17.92%

-14.43%