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DEGGX vs. DDFLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DEGGX vs. DDFLX - Performance Comparison

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

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DEGGX vs. DDFLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DEGGX
Delaware Strategic Income Fund
-1.80%7.92%6.56%8.76%-10.49%1.16%10.12%13.63%-4.11%6.72%
DDFLX
Delaware Floating Rate Fund
-0.73%6.01%8.92%10.75%-0.62%5.46%3.17%10.69%1.26%4.55%

Returns By Period

In the year-to-date period, DEGGX achieves a -1.80% return, which is significantly lower than DDFLX's -0.73% return. Over the past 10 years, DEGGX has underperformed DDFLX with an annualized return of 3.60%, while DDFLX has yielded a comparatively higher 5.26% annualized return.


DEGGX

1D
0.27%
1M
-1.46%
YTD
-1.80%
6M
-0.30%
1Y
5.26%
3Y*
6.18%
5Y*
2.27%
10Y*
3.60%

DDFLX

1D
0.13%
1M
0.13%
YTD
-0.73%
6M
0.71%
1Y
4.86%
3Y*
7.24%
5Y*
5.46%
10Y*
5.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DEGGX vs. DDFLX - Expense Ratio Comparison

DEGGX has a 0.90% expense ratio, which is higher than DDFLX's 0.67% expense ratio.


Return for Risk

DEGGX vs. DDFLX — Risk / Return Rank

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

DEGGX
DEGGX Risk / Return Rank: 8080
Overall Rank
DEGGX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
DEGGX Sortino Ratio Rank: 7575
Sortino Ratio Rank
DEGGX Omega Ratio Rank: 9292
Omega Ratio Rank
DEGGX Calmar Ratio Rank: 8181
Calmar Ratio Rank
DEGGX Martin Ratio Rank: 7373
Martin Ratio Rank

DDFLX
DDFLX Risk / Return Rank: 9393
Overall Rank
DDFLX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DDFLX Sortino Ratio Rank: 9494
Sortino Ratio Rank
DDFLX Omega Ratio Rank: 9797
Omega Ratio Rank
DDFLX Calmar Ratio Rank: 9292
Calmar Ratio Rank
DDFLX Martin Ratio Rank: 9292
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.

DEGGX vs. DDFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Strategic Income Fund (DEGGX) 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.


DEGGXDDFLXDifference

Sharpe ratio

Return per unit of total volatility

1.58

1.87

-0.29

Sortino ratio

Return per unit of downside risk

2.07

3.02

-0.95

Omega ratio

Gain probability vs. loss probability

1.45

1.70

-0.26

Calmar ratio

Return relative to maximum drawdown

2.23

2.88

-0.65

Martin ratio

Return relative to average drawdown

8.24

11.49

-3.25

DEGGX vs. DDFLX - Sharpe Ratio Comparison

The current DEGGX Sharpe Ratio is 1.58, which is comparable to the DDFLX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of DEGGX and DDFLX, 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


DEGGXDDFLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.87

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

2.06

-1.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

1.51

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.32

-0.72

Correlation

The correlation between DEGGX and DDFLX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DEGGX vs. DDFLX - Dividend Comparison

DEGGX's dividend yield for the trailing twelve months is around 5.76%, less than DDFLX's 6.50% yield.


TTM20252024202320222021202020192018201720162015
DEGGX
Delaware Strategic Income Fund
5.76%6.09%5.91%4.46%4.60%3.78%4.14%5.41%5.32%4.91%2.54%2.77%
DDFLX
Delaware Floating Rate Fund
6.50%7.21%8.62%7.17%5.04%3.96%4.89%6.54%5.73%4.33%2.09%2.34%

Drawdowns

DEGGX vs. DDFLX - Drawdown Comparison

The maximum DEGGX drawdown since its inception was -16.81%, smaller than the maximum DDFLX drawdown of -18.09%. Use the drawdown chart below to compare losses from any high point for DEGGX and DDFLX.


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Drawdown Indicators


DEGGXDDFLXDifference

Max Drawdown

Largest peak-to-trough decline

-16.81%

-18.09%

+1.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.55%

-1.65%

-0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-16.07%

-5.18%

-10.89%

Max Drawdown (10Y)

Largest decline over 10 years

-16.81%

-18.09%

+1.28%

Current Drawdown

Current decline from peak

-2.03%

-0.86%

-1.17%

Average Drawdown

Average peak-to-trough decline

-1.74%

-0.68%

-1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.44%

+0.25%

Volatility

DEGGX vs. DDFLX - Volatility Comparison

Delaware Strategic Income Fund (DEGGX) has a higher volatility of 1.11% compared to Delaware Floating Rate Fund (DDFLX) at 0.60%. This indicates that DEGGX'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.


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Volatility by Period


DEGGXDDFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

0.60%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

1.93%

1.58%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

2.59%

+0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.06%

2.67%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.14%

3.49%

+0.65%