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DEGGX vs. DEEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DEGGX vs. DEEIX - Performance Comparison

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

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DEGGX vs. DEEIX - 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%
DEEIX
Delaware Extended Duration Bond Fund
-1.39%6.26%-1.29%9.21%-26.47%-0.70%15.17%22.02%-7.69%12.61%

Returns By Period

In the year-to-date period, DEGGX achieves a -1.80% return, which is significantly lower than DEEIX's -1.39% return. Over the past 10 years, DEGGX has outperformed DEEIX with an annualized return of 3.60%, while DEEIX has yielded a comparatively lower 2.06% 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%

DEEIX

1D
0.44%
1M
-2.83%
YTD
-1.39%
6M
-2.13%
1Y
2.38%
3Y*
2.38%
5Y*
-2.41%
10Y*
2.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DEGGX vs. DEEIX - Expense Ratio Comparison

DEGGX has a 0.90% expense ratio, which is higher than DEEIX's 0.57% expense ratio.


Return for Risk

DEGGX vs. DEEIX — 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

DEEIX
DEEIX Risk / Return Rank: 1212
Overall Rank
DEEIX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DEEIX Sortino Ratio Rank: 88
Sortino Ratio Rank
DEEIX Omega Ratio Rank: 77
Omega Ratio Rank
DEEIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
DEEIX Martin Ratio Rank: 1414
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. DEEIX - Risk-Adjusted Trends Comparison

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


DEGGXDEEIXDifference

Sharpe ratio

Return per unit of total volatility

1.58

0.34

+1.24

Sortino ratio

Return per unit of downside risk

2.07

0.51

+1.56

Omega ratio

Gain probability vs. loss probability

1.45

1.06

+0.38

Calmar ratio

Return relative to maximum drawdown

2.23

0.85

+1.38

Martin ratio

Return relative to average drawdown

8.24

2.00

+6.24

DEGGX vs. DEEIX - Sharpe Ratio Comparison

The current DEGGX Sharpe Ratio is 1.58, which is higher than the DEEIX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of DEGGX and DEEIX, 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


DEGGXDEEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

0.34

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

-0.21

+0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.20

+0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.63

-0.03

Correlation

The correlation between DEGGX and DEEIX is 0.79, 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

DEGGX vs. DEEIX - Dividend Comparison

DEGGX's dividend yield for the trailing twelve months is around 5.76%, more than DEEIX's 4.76% 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%
DEEIX
Delaware Extended Duration Bond Fund
4.76%5.05%4.90%3.95%4.35%7.87%10.28%4.79%4.56%3.74%3.75%4.62%

Drawdowns

DEGGX vs. DEEIX - Drawdown Comparison

The maximum DEGGX drawdown since its inception was -16.81%, smaller than the maximum DEEIX drawdown of -34.48%. Use the drawdown chart below to compare losses from any high point for DEGGX and DEEIX.


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Drawdown Indicators


DEGGXDEEIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.81%

-34.48%

+17.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.55%

-5.33%

+2.78%

Max Drawdown (5Y)

Largest decline over 5 years

-16.07%

-34.48%

+18.41%

Max Drawdown (10Y)

Largest decline over 10 years

-16.81%

-34.48%

+17.67%

Current Drawdown

Current decline from peak

-2.03%

-18.62%

+16.59%

Average Drawdown

Average peak-to-trough decline

-1.74%

-6.38%

+4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

2.26%

-1.57%

Volatility

DEGGX vs. DEEIX - Volatility Comparison

The current volatility for Delaware Strategic Income Fund (DEGGX) is 1.11%, while Delaware Extended Duration Bond Fund (DEEIX) has a volatility of 3.27%. This indicates that DEGGX experiences smaller price fluctuations and is considered to be less risky than DEEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEGGXDEEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

3.27%

-2.16%

Volatility (6M)

Calculated over the trailing 6-month period

1.93%

5.04%

-3.11%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

8.75%

-5.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.06%

11.61%

-7.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.14%

10.60%

-6.46%