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DDFLX vs. FDHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DDFLX vs. FDHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Floating Rate Fund (DDFLX) and First Trust Short Duration High Income Fund (FDHIX). The values are adjusted to include any dividend payments, if applicable.

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DDFLX vs. FDHIX - 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%
FDHIX
First Trust Short Duration High Income Fund
-2.99%7.31%7.09%10.41%-5.22%3.56%3.66%9.62%-0.63%4.34%

Returns By Period

In the year-to-date period, DDFLX achieves a -0.86% return, which is significantly higher than FDHIX's -2.99% return. Over the past 10 years, DDFLX has outperformed FDHIX with an annualized return of 5.24%, while FDHIX has yielded a comparatively lower 4.25% 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%

FDHIX

1D
0.11%
1M
-1.90%
YTD
-2.99%
6M
-1.42%
1Y
3.53%
3Y*
6.19%
5Y*
3.58%
10Y*
4.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DDFLX vs. FDHIX - Expense Ratio Comparison

DDFLX has a 0.67% expense ratio, which is lower than FDHIX's 1.01% expense ratio.


Return for Risk

DDFLX vs. FDHIX — 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

FDHIX
FDHIX Risk / Return Rank: 6565
Overall Rank
FDHIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FDHIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FDHIX Omega Ratio Rank: 8080
Omega Ratio Rank
FDHIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
FDHIX Martin Ratio Rank: 4747
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. FDHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Floating Rate Fund (DDFLX) and First Trust Short Duration High Income Fund (FDHIX). 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.


DDFLXFDHIXDifference

Sharpe ratio

Return per unit of total volatility

1.99

1.39

+0.60

Sortino ratio

Return per unit of downside risk

3.24

2.07

+1.18

Omega ratio

Gain probability vs. loss probability

1.76

1.32

+0.44

Calmar ratio

Return relative to maximum drawdown

2.80

1.12

+1.68

Martin ratio

Return relative to average drawdown

11.27

4.77

+6.50

DDFLX vs. FDHIX - Sharpe Ratio Comparison

The current DDFLX Sharpe Ratio is 1.99, which is higher than the FDHIX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of DDFLX and FDHIX, 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


DDFLXFDHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

1.39

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.06

1.11

+0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.51

0.96

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

1.32

1.00

+0.32

Correlation

The correlation between DDFLX and FDHIX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DDFLX vs. FDHIX - Dividend Comparison

DDFLX's dividend yield for the trailing twelve months is around 6.51%, more than FDHIX's 5.31% 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%
FDHIX
First Trust Short Duration High Income Fund
5.31%6.34%7.99%6.76%4.86%3.51%4.09%4.57%4.94%4.83%4.81%4.59%

Drawdowns

DDFLX vs. FDHIX - Drawdown Comparison

The maximum DDFLX drawdown since its inception was -18.09%, smaller than the maximum FDHIX drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for DDFLX and FDHIX.


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Drawdown Indicators


DDFLXFDHIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.09%

-20.32%

+2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-1.65%

-3.21%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-5.18%

-9.09%

+3.91%

Max Drawdown (10Y)

Largest decline over 10 years

-18.09%

-20.32%

+2.23%

Current Drawdown

Current decline from peak

-0.98%

-3.10%

+2.12%

Average Drawdown

Average peak-to-trough decline

-0.68%

-1.06%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

0.75%

-0.31%

Volatility

DDFLX vs. FDHIX - Volatility Comparison

The current volatility for Delaware Floating Rate Fund (DDFLX) is 0.64%, while First Trust Short Duration High Income Fund (FDHIX) has a volatility of 1.22%. This indicates that DDFLX experiences smaller price fluctuations and is considered to be less risky than FDHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDFLXFDHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

1.22%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

1.57%

1.97%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

2.59%

3.08%

-0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.67%

3.26%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.49%

4.48%

-0.99%