PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DDVIX vs. DFLVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DDVIX and DFLVX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

DDVIX vs. DFLVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Value Fund (DDVIX) and DFA U.S. Large Cap Value Portfolio (DFLVX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-20.23%
3.99%
DDVIX
DFLVX

Key characteristics

Sharpe Ratio

DDVIX:

-0.73

DFLVX:

0.95

Sortino Ratio

DDVIX:

-0.69

DFLVX:

1.42

Omega Ratio

DDVIX:

0.80

DFLVX:

1.17

Calmar Ratio

DDVIX:

-0.64

DFLVX:

1.25

Martin Ratio

DDVIX:

-2.79

DFLVX:

4.17

Ulcer Index

DDVIX:

6.76%

DFLVX:

2.74%

Daily Std Dev

DDVIX:

25.89%

DFLVX:

12.11%

Max Drawdown

DDVIX:

-53.49%

DFLVX:

-65.65%

Current Drawdown

DDVIX:

-29.20%

DFLVX:

-8.09%

Returns By Period

In the year-to-date period, DDVIX achieves a -0.37% return, which is significantly lower than DFLVX's -0.20% return. Over the past 10 years, DDVIX has underperformed DFLVX with an annualized return of 4.29%, while DFLVX has yielded a comparatively higher 8.84% annualized return.


DDVIX

YTD

-0.37%

1M

-28.49%

6M

-20.23%

1Y

-18.30%

5Y*

-0.35%

10Y*

4.29%

DFLVX

YTD

-0.20%

1M

-7.17%

6M

3.99%

1Y

12.22%

5Y*

8.51%

10Y*

8.84%

*Annualized

Compare stocks, funds, or ETFs

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


DDVIX vs. DFLVX - Expense Ratio Comparison

DDVIX has a 0.68% expense ratio, which is higher than DFLVX's 0.22% expense ratio.


DDVIX
Delaware Value Fund
Expense ratio chart for DDVIX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for DFLVX: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

DDVIX vs. DFLVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Value Fund (DDVIX) and DFA U.S. Large Cap Value Portfolio (DFLVX). 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.


Sharpe ratio
The chart of Sharpe ratio for DDVIX, currently valued at -0.73, compared to the broader market-1.000.001.002.003.00-0.730.95
The chart of Sortino ratio for DDVIX, currently valued at -0.69, compared to the broader market-2.000.002.004.006.008.00-0.691.42
The chart of Omega ratio for DDVIX, currently valued at 0.80, compared to the broader market0.501.001.502.002.503.000.801.17
The chart of Calmar ratio for DDVIX, currently valued at -0.64, compared to the broader market0.002.004.006.008.0010.00-0.641.25
The chart of Martin ratio for DDVIX, currently valued at -2.79, compared to the broader market0.0010.0020.0030.0040.0050.00-2.794.17
DDVIX
DFLVX

The current DDVIX Sharpe Ratio is -0.73, which is lower than the DFLVX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of DDVIX and DFLVX, 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.73
0.95
DDVIX
DFLVX

Dividends

DDVIX vs. DFLVX - Dividend Comparison

DDVIX's dividend yield for the trailing twelve months is around 1.40%, less than DFLVX's 1.45% yield.


TTM20242023202220212020201920182017201620152014
DDVIX
Delaware Value Fund
1.40%1.39%2.02%1.89%1.84%1.97%1.88%1.98%1.61%1.70%1.89%1.59%
DFLVX
DFA U.S. Large Cap Value Portfolio
1.45%1.45%1.99%2.05%1.54%1.97%1.93%2.22%1.80%1.90%2.14%1.72%

Drawdowns

DDVIX vs. DFLVX - Drawdown Comparison

The maximum DDVIX drawdown since its inception was -53.49%, smaller than the maximum DFLVX drawdown of -65.65%. Use the drawdown chart below to compare losses from any high point for DDVIX and DFLVX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-29.20%
-8.09%
DDVIX
DFLVX

Volatility

DDVIX vs. DFLVX - Volatility Comparison

Delaware Value Fund (DDVIX) has a higher volatility of 27.01% compared to DFA U.S. Large Cap Value Portfolio (DFLVX) at 3.48%. This indicates that DDVIX's price experiences larger fluctuations and is considered to be riskier than DFLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
27.01%
3.48%
DDVIX
DFLVX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab