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DEVLX vs. DPREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DEVLX vs. DPREX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Small Cap Value Fund (DEVLX) and Delaware Global Listed Real Assets Fund (DPREX). The values are adjusted to include any dividend payments, if applicable.

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DEVLX vs. DPREX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DEVLX
Delaware Small Cap Value Fund
3.11%7.66%10.87%9.22%-12.46%33.85%-0.79%27.85%-17.70%11.69%
DPREX
Delaware Global Listed Real Assets Fund
6.35%18.95%-1.23%7.01%-7.07%19.08%1.22%30.71%-7.79%1.00%

Returns By Period

In the year-to-date period, DEVLX achieves a 3.11% return, which is significantly lower than DPREX's 6.35% return. Over the past 10 years, DEVLX has outperformed DPREX with an annualized return of 8.78%, while DPREX has yielded a comparatively lower 5.92% annualized return.


DEVLX

1D
-0.54%
1M
-6.44%
YTD
3.11%
6M
6.10%
1Y
17.21%
3Y*
11.02%
5Y*
5.61%
10Y*
8.78%

DPREX

1D
0.28%
1M
-3.87%
YTD
6.35%
6M
9.05%
1Y
23.21%
3Y*
9.19%
5Y*
7.03%
10Y*
5.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DEVLX vs. DPREX - Expense Ratio Comparison

DEVLX has a 1.11% expense ratio, which is lower than DPREX's 1.31% expense ratio.


Return for Risk

DEVLX vs. DPREX — Risk / Return Rank

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

DEVLX
DEVLX Risk / Return Rank: 4141
Overall Rank
DEVLX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
DEVLX Sortino Ratio Rank: 4444
Sortino Ratio Rank
DEVLX Omega Ratio Rank: 4040
Omega Ratio Rank
DEVLX Calmar Ratio Rank: 4141
Calmar Ratio Rank
DEVLX Martin Ratio Rank: 4040
Martin Ratio Rank

DPREX
DPREX Risk / Return Rank: 9595
Overall Rank
DPREX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DPREX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DPREX Omega Ratio Rank: 9494
Omega Ratio Rank
DPREX Calmar Ratio Rank: 9494
Calmar Ratio Rank
DPREX Martin Ratio Rank: 9797
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.

DEVLX vs. DPREX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Small Cap Value Fund (DEVLX) and Delaware Global Listed Real Assets Fund (DPREX). 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.


DEVLXDPREXDifference

Sharpe ratio

Return per unit of total volatility

0.84

2.40

-1.56

Sortino ratio

Return per unit of downside risk

1.30

3.15

-1.85

Omega ratio

Gain probability vs. loss probability

1.18

1.49

-0.31

Calmar ratio

Return relative to maximum drawdown

1.06

3.05

-1.99

Martin ratio

Return relative to average drawdown

4.11

16.38

-12.26

DEVLX vs. DPREX - Sharpe Ratio Comparison

The current DEVLX Sharpe Ratio is 0.84, which is lower than the DPREX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of DEVLX and DPREX, 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


DEVLXDPREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

2.40

-1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.68

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.45

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.42

+0.10

Correlation

The correlation between DEVLX and DPREX is 0.66, 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

DEVLX vs. DPREX - Dividend Comparison

DEVLX's dividend yield for the trailing twelve months is around 13.34%, more than DPREX's 2.70% yield.


TTM20252024202320222021202020192018201720162015
DEVLX
Delaware Small Cap Value Fund
13.34%13.76%12.67%7.54%4.37%4.43%1.37%4.29%8.80%1.34%0.52%7.01%
DPREX
Delaware Global Listed Real Assets Fund
2.70%2.60%2.46%1.73%14.25%5.80%1.71%3.87%2.49%3.69%22.78%12.98%

Drawdowns

DEVLX vs. DPREX - Drawdown Comparison

The maximum DEVLX drawdown since its inception was -60.08%, smaller than the maximum DPREX drawdown of -71.95%. Use the drawdown chart below to compare losses from any high point for DEVLX and DPREX.


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Drawdown Indicators


DEVLXDPREXDifference

Max Drawdown

Largest peak-to-trough decline

-60.08%

-71.95%

+11.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.91%

-7.52%

-6.39%

Max Drawdown (5Y)

Largest decline over 5 years

-24.80%

-19.04%

-5.76%

Max Drawdown (10Y)

Largest decline over 10 years

-46.48%

-31.40%

-15.08%

Current Drawdown

Current decline from peak

-8.37%

-3.87%

-4.50%

Average Drawdown

Average peak-to-trough decline

-8.32%

-10.82%

+2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

1.40%

+2.18%

Volatility

DEVLX vs. DPREX - Volatility Comparison

Delaware Small Cap Value Fund (DEVLX) has a higher volatility of 5.26% compared to Delaware Global Listed Real Assets Fund (DPREX) at 2.93%. This indicates that DEVLX's price experiences larger fluctuations and is considered to be riskier than DPREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEVLXDPREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

2.93%

+2.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.61%

6.02%

+5.59%

Volatility (1Y)

Calculated over the trailing 1-year period

21.22%

9.68%

+11.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.05%

10.46%

+10.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.48%

13.21%

+10.27%