DDFLX vs. OILGX
DDFLX (Delaware Floating Rate Fund) and OILGX (Optimum Large Cap Growth Fund) are both mutual funds - DDFLX is a Bank Loan fund managed by Delaware Funds, while OILGX is a Large Cap Growth Equities fund managed by Delaware Funds. Over the past 10 years, DDFLX returned 5.35%/yr vs 16.06%/yr for OILGX. Their 0.21 correlation means their historical movements had little consistent relationship. DDFLX charges 0.67%/yr vs 0.89%/yr for OILGX.
Performance
DDFLX vs. OILGX - Performance Comparison
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Returns By Period
In the year-to-date period, DDFLX achieves a 2.18% return, which is significantly higher than OILGX's 1.65% return. Over the past 10 years, DDFLX has underperformed OILGX with an annualized return of 5.35%, while OILGX has yielded a comparatively higher 16.06% annualized return.
DDFLX
- 1D
- 0.00%
- 1M
- 0.13%
- 6M
- 2.26%
- YTD
- 2.18%
- 1Y
- 4.76%
- 3Y*
- 7.29%
- 5Y*
- 5.77%
- 10Y*
- 5.35%
- ALL TIME*
- 3.89%
OILGX
- 1D
- 2.80%
- 1M
- -2.88%
- 6M
- 2.14%
- YTD
- 1.65%
- 1Y
- 12.37%
- 3Y*
- 23.21%
- 5Y*
- 11.18%
- 10Y*
- 16.06%
- ALL TIME*
- 11.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DDFLX vs. OILGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DDFLX Delaware Floating Rate Fund | 2.18% | 6.01% | 8.92% | 10.75% | -0.62% | 5.46% | 3.17% | 10.69% | 1.26% | 4.55% |
OILGX Optimum Large Cap Growth Fund | 1.65% | 15.97% | 49.90% | 41.16% | -34.69% | 17.88% | 33.81% | 31.34% | -0.80% | 32.46% |
Correlation
The correlation between DDFLX and OILGX is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.24 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2010 | 0.21 |
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Return for Risk
DDFLX vs. OILGX — Risk / Return Rank
DDFLX
OILGX
DDFLX vs. OILGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delaware Floating Rate Fund (DDFLX) and Optimum Large Cap Growth Fund (OILGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DDFLX | OILGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.79 | ||
| Sortino ratioReturn per unit of downside risk | +4.64 | ||
| Omega ratioGain probability vs. loss probability | 1.92 | 1.11 | +0.81 |
| Calmar ratioReturn relative to maximum drawdown | 4.78 | 0.66 | +4.12 |
| Martin ratioReturn relative to average drawdown | 17.07 | 2.08 | +14.99 |
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Drawdowns
DDFLX vs. OILGX - Drawdown Comparison
The maximum DDFLX drawdown since its inception was -18.09%, smaller than the maximum OILGX drawdown of -54.28%. Use the drawdown chart below to compare losses from any high point for DDFLX and OILGX.
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Drawdown Indicators
| DDFLX | OILGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.09% | -54.28% | +36.19% |
Max Drawdown (1Y)Largest decline over 1 year | -1.11% | -15.31% | +14.20% |
Max Drawdown (3Y)Largest decline over 3 years | -2.05% | -23.75% | +21.70% |
Max Drawdown (5Y)Largest decline over 5 years | -5.18% | -39.97% | +34.79% |
Max Drawdown (10Y)Largest decline over 10 years | -18.09% | -39.97% | +21.88% |
Current DrawdownCurrent decline from peak | -0.13% | -7.90% | +7.77% |
Average DrawdownAverage peak-to-trough decline | -0.67% | -8.45% | +7.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.31% | 4.86% | -4.55% |
Volatility
DDFLX vs. OILGX - Volatility Comparison
The current volatility for Delaware Floating Rate Fund (DDFLX) is 0.32%, while Optimum Large Cap Growth Fund (OILGX) has a volatility of 5.71%. This indicates that DDFLX experiences smaller price fluctuations and is considered to be less risky than OILGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DDFLX | OILGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.32% | 5.71% | -5.39% |
Volatility (6M)Calculated over the trailing 6-month period | 1.63% | 13.92% | -12.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.25% | 17.79% | -15.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.71% | 23.65% | -20.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.51% | 22.11% | -18.60% |
DDFLX vs. OILGX - Expense Ratio Comparison
DDFLX has a 0.67% expense ratio, which is lower than OILGX's 0.89% expense ratio.
Dividends
DDFLX vs. OILGX - Dividend Comparison
DDFLX's dividend yield for the trailing twelve months is around 6.06%, less than OILGX's 13.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDFLX Delaware Floating Rate Fund | 6.06% | 7.21% | 8.62% | 7.17% | 5.04% | 3.96% | 4.89% | 6.54% | 5.73% | 4.33% | 2.09% | 2.34% |
OILGX Optimum Large Cap Growth Fund | 13.82% | 14.05% | 20.62% | 11.50% | 4.95% | 14.42% | 7.72% | 2.98% | 14.76% | 18.13% | 3.68% | 10.49% |
Frequently Asked Questions
DDFLX and OILGX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OILGX has higher volatility (5.71%) compared to DDFLX (0.32%). In terms of maximum drawdown, DDFLX dropped -18.09% vs OILGX's -54.28%.
DDFLX currently has the higher Sharpe Ratio (2.36 vs 0.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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