PortfoliosLab logoPortfoliosLab logo
DEEIX vs. DDFLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DEEIX vs. DDFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Extended Duration Bond Fund (DEEIX) and Delaware Floating Rate Fund (DDFLX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DEEIX achieves a 0.93% return, which is significantly lower than DDFLX's 1.63% return. Over the past 10 years, DEEIX has underperformed DDFLX with an annualized return of 1.95%, while DDFLX has yielded a comparatively higher 5.37% annualized return.


DEEIX

1D
-0.57%
1M
1.31%
YTD
0.93%
6M
1.23%
1Y
6.11%
3Y*
3.61%
5Y*
-2.72%
10Y*
1.95%

DDFLX

1D
0.00%
1M
0.28%
YTD
1.63%
6M
2.20%
1Y
5.93%
3Y*
7.89%
5Y*
5.74%
10Y*
5.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEEIX vs. DDFLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DEEIX
Delaware Extended Duration Bond Fund
0.93%6.26%-1.29%9.21%-26.47%-0.70%15.17%22.02%-7.69%12.61%
DDFLX
Delaware Floating Rate Fund
1.63%6.01%8.92%10.75%-0.62%5.46%3.17%10.69%1.26%4.55%

Correlation

The correlation between DEEIX and DDFLX is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2010

0.13

The correlation between DEEIX and DDFLX shifts across timeframes, from 0.08 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

DEEIX vs. DDFLX — Risk / Return Rank

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

DEEIX
DEEIX Risk / Return Rank: 1212
Overall Rank
DEEIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DEEIX Sortino Ratio Rank: 1111
Sortino Ratio Rank
DEEIX Omega Ratio Rank: 1010
Omega Ratio Rank
DEEIX Calmar Ratio Rank: 1414
Calmar Ratio Rank
DEEIX Martin Ratio Rank: 1212
Martin Ratio Rank

DDFLX
DDFLX Risk / Return Rank: 9595
Overall Rank
DDFLX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DDFLX Sortino Ratio Rank: 9898
Sortino Ratio Rank
DDFLX Omega Ratio Rank: 9898
Omega Ratio Rank
DDFLX Calmar Ratio Rank: 9595
Calmar Ratio Rank
DDFLX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DEEIX vs. DDFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Extended Duration Bond Fund (DEEIX) and Delaware Floating Rate Fund (DDFLX). 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.


DEEIXDDFLXDifference
Sharpe ratioReturn per unit of total volatility

-1.79

Sortino ratioReturn per unit of downside risk

-5.13

Omega ratioGain probability vs. loss probability

1.15

2.11

-0.96

Calmar ratioReturn relative to maximum drawdown

1.23

5.38

-4.15

Martin ratioReturn relative to average drawdown

3.12

19.55

-16.43

DEEIX vs. DDFLX - Sharpe Ratio Comparison

The current DEEIX Sharpe Ratio is 0.85, which is lower than the DDFLX Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of DEEIX and DDFLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

DEEIX vs. DDFLX - Drawdown Comparison

The maximum DEEIX drawdown since its inception was -34.48%, which is greater than DDFLX's maximum drawdown of -18.09%. Use the drawdown chart below to compare losses from any high point for DEEIX and DDFLX.


Loading charts...

Drawdown Indicators


DEEIXDDFLXDifference

Max Drawdown

Largest peak-to-trough decline

-34.48%

-18.09%

-16.39%

Max Drawdown (1Y)

Largest decline over 1 year

-5.14%

-1.11%

-4.03%

Max Drawdown (3Y)

Largest decline over 3 years

-12.53%

-2.05%

-10.48%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

-5.18%

-29.30%

Max Drawdown (10Y)

Largest decline over 10 years

-34.48%

-18.09%

-16.39%

Current Drawdown

Current decline from peak

-16.71%

-0.25%

-16.46%

Average Drawdown

Average peak-to-trough decline

-6.46%

-0.67%

-5.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

0.30%

+1.72%

Volatility

DEEIX vs. DDFLX - Volatility Comparison

Delaware Extended Duration Bond Fund (DEEIX) has a higher volatility of 1.83% compared to Delaware Floating Rate Fund (DDFLX) at 0.66%. This indicates that DEEIX's price experiences larger fluctuations and is considered to be riskier than DDFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DEEIXDDFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

0.66%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

5.43%

1.63%

+3.80%

Volatility (1Y)

Calculated over the trailing 1-year period

7.47%

2.27%

+5.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.60%

2.70%

+8.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.61%

3.50%

+7.11%

DEEIX vs. DDFLX - Expense Ratio Comparison

DEEIX has a 0.57% expense ratio, which is lower than DDFLX's 0.67% expense ratio.


Dividends

DEEIX vs. DDFLX - Dividend Comparison

DEEIX's dividend yield for the trailing twelve months is around 5.19%, less than DDFLX's 6.80% yield.


PositionTTM20252024202320222021202020192018201720162015
DDFLX
Delaware Floating Rate Fund
6.80%7.21%8.62%7.17%5.04%3.96%4.89%6.54%5.73%4.33%2.09%2.34%
DEEIX
Delaware Extended Duration Bond Fund
5.19%5.05%4.90%3.95%4.35%7.87%10.28%4.79%4.56%3.74%3.75%4.62%

Frequently Asked Questions


DEEIX and DDFLX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DEEIX has higher volatility (1.83%) compared to DDFLX (0.66%). In terms of maximum drawdown, DEEIX dropped -34.48% vs DDFLX's -18.09%.

DDFLX currently has the higher Sharpe Ratio (2.64 vs 0.85), 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.

Portfolio Optimizer

Find the right allocation for DEEIX and DDFLX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer