DDFLX vs. WLGAX

In the year-to-date period, DDFLX achieves a -0.15% return, which is significantly higher than WLGAX's -7.79% return. Over the past 10 years, DDFLX has underperformed WLGAX with an annualized return of 4.59%, while WLGAX has yielded a comparatively higher 5.81% annualized return.

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DDFLX has a 0.67% expense ratio, which is lower than WLGAX's 0.89% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Delaware Floating Rate Fund (DDFLX) and Delaware Ivy Large Cap Growth Fund (WLGAX). 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 current DDFLX Sharpe Ratio is 2.32, which is higher than the WLGAX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of DDFLX and WLGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DDFLX's dividend yield for the trailing twelve months is around 8.38%, while WLGAX has not paid dividends to shareholders.

The maximum DDFLX drawdown since its inception was -18.08%, smaller than the maximum WLGAX drawdown of -50.18%. Use the drawdown chart below to compare losses from any high point for DDFLX and WLGAX. For additional features, visit the drawdowns tool.

The current volatility for Delaware Floating Rate Fund (DDFLX) is 1.29%, while Delaware Ivy Large Cap Growth Fund (WLGAX) has a volatility of 14.12%. This indicates that DDFLX experiences smaller price fluctuations and is considered to be less risky than WLGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.