DEVLX vs. PMJIX
Compare and contrast key facts about Delaware Small Cap Value Fund (DEVLX) and PIMCO RAE US Small Fund (PMJIX).
DEVLX is managed by Delaware Funds. It was launched on Jun 24, 1987. PMJIX is managed by PIMCO. It was launched on Jun 5, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEVLX or PMJIX.
Key characteristics
| DEVLX | PMJIX | |
|---|---|---|
| YTD Return | 19.05% | 26.48% |
| 1Y Return | 30.83% | 46.30% |
| 3Y Return (Ann) | -0.03% | -8.60% |
| 5Y Return (Ann) | 5.94% | 3.47% |
| Sharpe Ratio | 1.54 | 2.45 |
| Sortino Ratio | 2.19 | 3.42 |
| Omega Ratio | 1.29 | 1.42 |
| Calmar Ratio | 1.28 | 0.94 |
| Martin Ratio | 7.46 | 16.19 |
| Ulcer Index | 4.12% | 2.84% |
| Daily Std Dev | 20.02% | 18.77% |
| Max Drawdown | -63.90% | -53.73% |
| Current Drawdown | -1.22% | -24.96% |
Correlation
The correlation between DEVLX and PMJIX is 0.93, 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.
Performance
DEVLX vs. PMJIX - Performance Comparison
In the year-to-date period, DEVLX achieves a 19.05% return, which is significantly lower than PMJIX's 26.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DEVLX vs. PMJIX - Expense Ratio Comparison
DEVLX has a 1.11% expense ratio, which is higher than PMJIX's 0.50% expense ratio.
Risk-Adjusted Performance
DEVLX vs. PMJIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Delaware Small Cap Value Fund (DEVLX) and PIMCO RAE US Small Fund (PMJIX). 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.
Dividends
DEVLX vs. PMJIX - Dividend Comparison
DEVLX's dividend yield for the trailing twelve months is around 2.36%, more than PMJIX's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEVLX Delaware Small Cap Value Fund | 2.36% | 2.81% | 0.77% | 0.37% | 0.68% | 0.95% | 0.84% | 0.40% | 0.52% | 0.71% | 0.34% | 0.10% |
PMJIX PIMCO RAE US Small Fund | 1.19% | 1.51% | 1.41% | 2.08% | 1.56% | 1.55% | 0.92% | 1.43% | 1.24% | 0.41% | 0.00% | 0.00% |
Drawdowns
DEVLX vs. PMJIX - Drawdown Comparison
The maximum DEVLX drawdown since its inception was -63.90%, which is greater than PMJIX's maximum drawdown of -53.73%. Use the drawdown chart below to compare losses from any high point for DEVLX and PMJIX. For additional features, visit the drawdowns tool.
Volatility
DEVLX vs. PMJIX - Volatility Comparison
Delaware Small Cap Value Fund (DEVLX) has a higher volatility of 7.72% compared to PIMCO RAE US Small Fund (PMJIX) at 6.58%. This indicates that DEVLX's price experiences larger fluctuations and is considered to be riskier than PMJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.