DDVIX vs. DLN
DDVIX (Delaware Value Fund) and DLN (WisdomTree U.S. LargeCap Dividend Fund) are both Large Cap Value Equities funds. Over the past 10 years, DDVIX returned 7.92%/yr vs 12.87%/yr for DLN. Their correlation of 0.93 suggests significant overlap in exposure. DDVIX charges 0.68%/yr vs 0.28%/yr for DLN.
Performance
DDVIX vs. DLN - Performance Comparison
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Returns By Period
In the year-to-date period, DDVIX achieves a 6.68% return, which is significantly lower than DLN's 10.10% return. Over the past 10 years, DDVIX has underperformed DLN with an annualized return of 7.92%, while DLN has yielded a comparatively higher 12.87% annualized return.
DDVIX
- 1D
- 0.56%
- 1M
- 0.72%
- YTD
- 6.68%
- 6M
- 6.23%
- 1Y
- 19.15%
- 3Y*
- 9.64%
- 5Y*
- 6.71%
- 10Y*
- 7.92%
DLN
- 1D
- 0.12%
- 1M
- 0.19%
- YTD
- 10.10%
- 6M
- 9.85%
- 1Y
- 22.40%
- 3Y*
- 18.17%
- 5Y*
- 12.65%
- 10Y*
- 12.87%
DDVIX vs. DLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DDVIX Delaware Value Fund | 6.68% | 11.38% | 6.76% | 2.09% | -3.60% | 22.05% | 0.65% | 20.26% | -2.99% | 13.64% |
DLN WisdomTree U.S. LargeCap Dividend Fund | 10.10% | 15.53% | 19.66% | 9.95% | -3.78% | 25.60% | 4.59% | 28.91% | -5.82% | 18.22% |
Correlation
The correlation between DDVIX and DLN is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.93 |
The correlation between DDVIX and DLN has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
DDVIX vs. DLN — Risk / Return Rank
DDVIX
DLN
DDVIX vs. DLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delaware Value Fund (DDVIX) and WisdomTree U.S. LargeCap Dividend Fund (DLN). 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.
| DDVIX | DLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.45 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.29 | 3.69 | -1.40 |
| Martin ratioReturn relative to average drawdown | 6.61 | 15.49 | -8.89 |
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Drawdowns
DDVIX vs. DLN - Drawdown Comparison
The maximum DDVIX drawdown since its inception was -53.49%, smaller than the maximum DLN drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for DDVIX and DLN.
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Drawdown Indicators
| DDVIX | DLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.49% | -57.84% | +4.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.45% | -6.10% | -2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -18.35% | -13.71% | -4.64% |
Max Drawdown (5Y)Largest decline over 5 years | -18.35% | -16.26% | -2.09% |
Max Drawdown (10Y)Largest decline over 10 years | -37.52% | -35.82% | -1.70% |
Current DrawdownCurrent decline from peak | -3.30% | -0.99% | -2.31% |
Average DrawdownAverage peak-to-trough decline | -8.16% | -7.51% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 1.45% | +1.47% |
Volatility
DDVIX vs. DLN - Volatility Comparison
Delaware Value Fund (DDVIX) has a higher volatility of 3.69% compared to WisdomTree U.S. LargeCap Dividend Fund (DLN) at 2.78%. This indicates that DDVIX's price experiences larger fluctuations and is considered to be riskier than DLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DDVIX | DLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 2.78% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.28% | 7.00% | +2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 9.04% | +3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.59% | 13.27% | +1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.14% | 16.17% | +0.97% |
DDVIX vs. DLN - Expense Ratio Comparison
DDVIX has a 0.68% expense ratio, which is higher than DLN's 0.28% expense ratio.
Dividends
DDVIX vs. DLN - Dividend Comparison
DDVIX's dividend yield for the trailing twelve months is around 26.05%, more than DLN's 1.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDVIX Delaware Value Fund | 26.05% | 28.24% | 32.45% | 11.92% | 10.60% | 25.18% | 3.11% | 4.87% | 6.45% | 4.02% | 2.51% | 2.75% |
DLN WisdomTree U.S. LargeCap Dividend Fund | 1.79% | 1.90% | 2.00% | 2.43% | 2.53% | 2.01% | 2.66% | 2.51% | 2.90% | 2.33% | 2.64% | 2.80% |
Frequently Asked Questions
DDVIX and DLN have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DDVIX has higher volatility (3.69%) compared to DLN (2.78%). In terms of maximum drawdown, DDVIX dropped -53.49% vs DLN's -57.84%.
DLN currently has the higher Sharpe Ratio (2.49 vs 1.59), 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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