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DEEIX vs. DEFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DEEIX vs. DEFFX - Performance Comparison

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

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DEEIX vs. DEFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DEEIX
Delaware Extended Duration Bond Fund
-1.82%6.26%-1.29%9.21%-26.47%-0.70%15.17%22.02%-7.69%12.61%
DEFFX
Delaware Tax-Free Minnesota Fund
-1.13%4.51%3.36%4.20%-9.79%2.13%4.02%7.35%0.89%5.36%

Returns By Period

In the year-to-date period, DEEIX achieves a -1.82% return, which is significantly lower than DEFFX's -1.13% return. Over the past 10 years, DEEIX has outperformed DEFFX with an annualized return of 2.02%, while DEFFX has yielded a comparatively lower 1.86% annualized return.


DEEIX

1D
0.96%
1M
-3.93%
YTD
-1.82%
6M
-2.36%
1Y
2.45%
3Y*
2.23%
5Y*
-2.26%
10Y*
2.02%

DEFFX

1D
0.27%
1M
-3.35%
YTD
-1.13%
6M
0.77%
1Y
3.43%
3Y*
2.95%
5Y*
0.55%
10Y*
1.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DEEIX vs. DEFFX - Expense Ratio Comparison

DEEIX has a 0.57% expense ratio, which is lower than DEFFX's 0.85% expense ratio.


Return for Risk

DEEIX vs. DEFFX — Risk / Return Rank

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

DEEIX
DEEIX Risk / Return Rank: 1515
Overall Rank
DEEIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
DEEIX Sortino Ratio Rank: 1212
Sortino Ratio Rank
DEEIX Omega Ratio Rank: 1111
Omega Ratio Rank
DEEIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
DEEIX Martin Ratio Rank: 1616
Martin Ratio Rank

DEFFX
DEFFX Risk / Return Rank: 2525
Overall Rank
DEFFX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
DEFFX Sortino Ratio Rank: 2222
Sortino Ratio Rank
DEFFX Omega Ratio Rank: 4040
Omega Ratio Rank
DEFFX Calmar Ratio Rank: 2121
Calmar Ratio Rank
DEFFX Martin Ratio Rank: 1717
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. DEFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Extended Duration Bond Fund (DEEIX) and Delaware Tax-Free Minnesota Fund (DEFFX). 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.


DEEIXDEFFXDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.66

-0.28

Sortino ratio

Return per unit of downside risk

0.58

0.93

-0.35

Omega ratio

Gain probability vs. loss probability

1.07

1.19

-0.12

Calmar ratio

Return relative to maximum drawdown

0.69

0.64

+0.06

Martin ratio

Return relative to average drawdown

1.65

1.84

-0.20

DEEIX vs. DEFFX - Sharpe Ratio Comparison

The current DEEIX Sharpe Ratio is 0.38, which is lower than the DEFFX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of DEEIX and DEFFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DEEIXDEFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.66

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.12

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.43

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

1.14

-0.51

Correlation

The correlation between DEEIX and DEFFX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DEEIX vs. DEFFX - Dividend Comparison

DEEIX's dividend yield for the trailing twelve months is around 4.78%, more than DEFFX's 3.63% yield.


TTM20252024202320222021202020192018201720162015
DEEIX
Delaware Extended Duration Bond Fund
4.78%5.05%4.90%3.95%4.35%7.87%10.28%4.79%4.56%3.74%3.75%4.62%
DEFFX
Delaware Tax-Free Minnesota Fund
3.63%4.69%3.94%2.81%2.59%2.18%2.77%3.63%3.51%4.33%3.26%3.52%

Drawdowns

DEEIX vs. DEFFX - Drawdown Comparison

The maximum DEEIX drawdown since its inception was -34.48%, which is greater than DEFFX's maximum drawdown of -14.70%. Use the drawdown chart below to compare losses from any high point for DEEIX and DEFFX.


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Drawdown Indicators


DEEIXDEFFXDifference

Max Drawdown

Largest peak-to-trough decline

-34.48%

-14.70%

-19.78%

Max Drawdown (1Y)

Largest decline over 1 year

-5.33%

-6.37%

+1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

-14.70%

-19.78%

Max Drawdown (10Y)

Largest decline over 10 years

-34.48%

-14.70%

-19.78%

Current Drawdown

Current decline from peak

-18.98%

-3.35%

-15.63%

Average Drawdown

Average peak-to-trough decline

-6.37%

-1.81%

-4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

2.20%

+0.05%

Volatility

DEEIX vs. DEFFX - Volatility Comparison

Delaware Extended Duration Bond Fund (DEEIX) has a higher volatility of 3.26% compared to Delaware Tax-Free Minnesota Fund (DEFFX) at 1.40%. This indicates that DEEIX's price experiences larger fluctuations and is considered to be riskier than DEFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEEIXDEFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

1.40%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

5.02%

2.10%

+2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

8.76%

6.63%

+2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.61%

4.64%

+6.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.59%

4.30%

+6.29%