PortfoliosLab logo
DDFLX vs. VMRXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DDFLX and VMRXX is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

DDFLX vs. VMRXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Floating Rate Fund (DDFLX) and Vanguard Cash Reserves Federal Money Market Fund Admiral Shares (VMRXX). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
77.35%
19.36%
DDFLX
VMRXX

Key characteristics

Sharpe Ratio

DDFLX:

2.32

VMRXX:

3.44

Ulcer Index

DDFLX:

0.47%

VMRXX:

0.00%

Daily Std Dev

DDFLX:

2.80%

VMRXX:

1.34%

Max Drawdown

DDFLX:

-18.08%

VMRXX:

0.00%

Current Drawdown

DDFLX:

-0.92%

VMRXX:

0.00%

Returns By Period

In the year-to-date period, DDFLX achieves a -0.15% return, which is significantly lower than VMRXX's 0.69% return. Over the past 10 years, DDFLX has outperformed VMRXX with an annualized return of 4.59%, while VMRXX has yielded a comparatively lower 1.80% annualized return.


DDFLX

YTD

-0.15%

1M

-0.17%

6M

2.25%

1Y

6.33%

5Y*

7.61%

10Y*

4.59%

VMRXX

YTD

0.69%

1M

0.00%

6M

1.88%

1Y

4.61%

5Y*

2.57%

10Y*

1.80%

*Annualized

Compare stocks, funds, or ETFs

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


DDFLX vs. VMRXX - Expense Ratio Comparison

DDFLX has a 0.67% expense ratio, which is higher than VMRXX's 0.10% expense ratio.


Expense ratio chart for DDFLX: current value is 0.67%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DDFLX: 0.67%
Expense ratio chart for VMRXX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VMRXX: 0.10%

Risk-Adjusted Performance

DDFLX vs. VMRXX — Risk-Adjusted Performance Rank

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

DDFLX
The Risk-Adjusted Performance Rank of DDFLX is 9696
Overall Rank
The Sharpe Ratio Rank of DDFLX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of DDFLX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of DDFLX is 9898
Omega Ratio Rank
The Calmar Ratio Rank of DDFLX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of DDFLX is 9696
Martin Ratio Rank

VMRXX
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.

DDFLX vs. VMRXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Floating Rate Fund (DDFLX) and Vanguard Cash Reserves Federal Money Market Fund Admiral Shares (VMRXX). 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.


The chart of Sharpe ratio for DDFLX, currently valued at 2.32, compared to the broader market-1.000.001.002.003.00
DDFLX: 2.32
VMRXX: 3.44
The chart of Sortino ratio for DDFLX, currently valued at 4.71, compared to the broader market-2.000.002.004.006.008.00
DDFLX: 4.71
The chart of Omega ratio for DDFLX, currently valued at 1.96, compared to the broader market0.501.001.502.002.503.00
DDFLX: 1.96
The chart of Calmar ratio for DDFLX, currently valued at 3.15, compared to the broader market0.002.004.006.008.0010.00
DDFLX: 3.15
The chart of Martin ratio for DDFLX, currently valued at 13.88, compared to the broader market0.0010.0020.0030.0040.0050.00
DDFLX: 13.88

The current DDFLX Sharpe Ratio is 2.32, which is lower than the VMRXX Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of DDFLX and VMRXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.504.00NovemberDecember2025FebruaryMarchApril
2.32
3.44
DDFLX
VMRXX

Dividends

DDFLX vs. VMRXX - Dividend Comparison

DDFLX's dividend yield for the trailing twelve months is around 8.38%, more than VMRXX's 4.50% yield.


TTM20242023202220212020201920182017201620152014
DDFLX
Delaware Floating Rate Fund
8.38%8.63%8.66%5.01%3.99%4.89%5.32%5.72%4.64%2.08%2.36%2.57%
VMRXX
Vanguard Cash Reserves Federal Money Market Fund Admiral Shares
4.50%5.12%4.99%1.55%0.02%0.57%2.27%1.82%0.61%0.00%0.00%0.00%

Drawdowns

DDFLX vs. VMRXX - Drawdown Comparison

The maximum DDFLX drawdown since its inception was -18.08%, which is greater than VMRXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DDFLX and VMRXX. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%NovemberDecember2025FebruaryMarchApril
-0.92%
0
DDFLX
VMRXX

Volatility

DDFLX vs. VMRXX - Volatility Comparison

Delaware Floating Rate Fund (DDFLX) has a higher volatility of 1.29% compared to Vanguard Cash Reserves Federal Money Market Fund Admiral Shares (VMRXX) at 0.00%. This indicates that DDFLX's price experiences larger fluctuations and is considered to be riskier than VMRXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%NovemberDecember2025FebruaryMarchApril
1.29%
0
DDFLX
VMRXX