DEEIX vs. RPLCX
Compare and contrast key facts about Delaware Extended Duration Bond Fund (DEEIX) and T. Rowe Price Institutional Long Duration Credit Fund (RPLCX).
DEEIX is managed by Delaware Funds by Macquarie. It was launched on Sep 14, 1998. RPLCX is managed by T. Rowe Price. It was launched on Jun 2, 2013.
Performance
DEEIX vs. RPLCX - Performance Comparison
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DEEIX vs. RPLCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
RPLCX T. Rowe Price Institutional Long Duration Credit Fund | -2.19% | 7.65% | -1.84% | 9.05% | -27.00% | -0.19% | 16.73% | 23.72% | -6.27% | 11.03% |
Returns By Period
In the year-to-date period, DEEIX achieves a -1.82% return, which is significantly higher than RPLCX's -2.19% return. Over the past 10 years, DEEIX has underperformed RPLCX with an annualized return of 2.02%, while RPLCX has yielded a comparatively higher 2.24% 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%
RPLCX
- 1D
- 0.82%
- 1M
- -4.42%
- YTD
- -2.19%
- 6M
- -2.05%
- 1Y
- 2.64%
- 3Y*
- 2.11%
- 5Y*
- -2.19%
- 10Y*
- 2.24%
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DEEIX vs. RPLCX - Expense Ratio Comparison
DEEIX has a 0.57% expense ratio, which is higher than RPLCX's 0.45% expense ratio.
Return for Risk
DEEIX vs. RPLCX — Risk / Return Rank
DEEIX
RPLCX
DEEIX vs. RPLCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delaware Extended Duration Bond Fund (DEEIX) and T. Rowe Price Institutional Long Duration Credit Fund (RPLCX). 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.
| DEEIX | RPLCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 0.40 | -0.02 |
Sortino ratioReturn per unit of downside risk | 0.58 | 0.61 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.08 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 0.77 | -0.08 |
Martin ratioReturn relative to average drawdown | 1.65 | 1.99 | -0.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DEEIX | RPLCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 0.40 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | -0.19 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.21 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.33 | +0.29 |
Correlation
The correlation between DEEIX and RPLCX is 0.95, 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.
Dividends
DEEIX vs. RPLCX - Dividend Comparison
DEEIX's dividend yield for the trailing twelve months is around 4.78%, less than RPLCX's 5.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RPLCX T. Rowe Price Institutional Long Duration Credit Fund | 5.00% | 5.32% | 5.17% | 4.15% | 3.54% | 6.09% | 7.16% | 13.58% | 4.33% | 4.07% | 3.79% | 4.70% |
Drawdowns
DEEIX vs. RPLCX - Drawdown Comparison
The maximum DEEIX drawdown since its inception was -34.48%, roughly equal to the maximum RPLCX drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for DEEIX and RPLCX.
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Drawdown Indicators
| DEEIX | RPLCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.48% | -35.21% | +0.73% |
Max Drawdown (1Y)Largest decline over 1 year | -5.33% | -5.80% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -35.21% | +0.73% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -35.21% | +0.73% |
Current DrawdownCurrent decline from peak | -18.98% | -19.31% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -6.37% | -10.01% | +3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 2.25% | 0.00% |
Volatility
DEEIX vs. RPLCX - Volatility Comparison
Delaware Extended Duration Bond Fund (DEEIX) and T. Rowe Price Institutional Long Duration Credit Fund (RPLCX) have volatilities of 3.26% and 3.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEEIX | RPLCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.26% | 3.32% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 5.02% | 5.32% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.76% | 8.79% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.61% | 11.64% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.59% | 10.59% | 0.00% |