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DEVLX vs. VSMVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DEVLX vs. VSMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Small Cap Value Fund (DEVLX) and Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX). The values are adjusted to include any dividend payments, if applicable.

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DEVLX vs. VSMVX - 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%
VSMVX
Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares
2.15%6.38%7.53%14.85%-11.12%30.85%2.79%24.47%-12.67%11.64%

Returns By Period

In the year-to-date period, DEVLX achieves a 3.11% return, which is significantly higher than VSMVX's 2.15% return. Over the past 10 years, DEVLX has underperformed VSMVX with an annualized return of 8.78%, while VSMVX has yielded a comparatively higher 9.29% 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%

VSMVX

1D
-0.48%
1M
-5.37%
YTD
2.15%
6M
5.65%
1Y
21.03%
3Y*
9.21%
5Y*
4.68%
10Y*
9.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DEVLX vs. VSMVX - Expense Ratio Comparison

DEVLX has a 1.11% expense ratio, which is higher than VSMVX's 0.08% expense ratio.


Return for Risk

DEVLX vs. VSMVX — 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

VSMVX
VSMVX Risk / Return Rank: 4646
Overall Rank
VSMVX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VSMVX Sortino Ratio Rank: 5050
Sortino Ratio Rank
VSMVX Omega Ratio Rank: 4343
Omega Ratio Rank
VSMVX Calmar Ratio Rank: 4848
Calmar Ratio Rank
VSMVX Martin Ratio Rank: 4545
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. VSMVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Small Cap Value Fund (DEVLX) and Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX). 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.


DEVLXVSMVXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.90

-0.06

Sortino ratio

Return per unit of downside risk

1.30

1.39

-0.09

Omega ratio

Gain probability vs. loss probability

1.18

1.18

-0.01

Calmar ratio

Return relative to maximum drawdown

1.06

1.18

-0.12

Martin ratio

Return relative to average drawdown

4.11

4.50

-0.39

DEVLX vs. VSMVX - Sharpe Ratio Comparison

The current DEVLX Sharpe Ratio is 0.84, which is comparable to the VSMVX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of DEVLX and VSMVX, 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


DEVLXVSMVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.90

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.21

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.39

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.46

+0.06

Correlation

The correlation between DEVLX and VSMVX is 0.96, 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

DEVLX vs. VSMVX - Dividend Comparison

DEVLX's dividend yield for the trailing twelve months is around 13.34%, more than VSMVX's 1.86% 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%
VSMVX
Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares
1.86%1.45%1.85%1.92%1.88%1.66%1.46%1.65%1.89%1.55%1.26%1.42%

Drawdowns

DEVLX vs. VSMVX - Drawdown Comparison

The maximum DEVLX drawdown since its inception was -60.08%, which is greater than VSMVX's maximum drawdown of -47.61%. Use the drawdown chart below to compare losses from any high point for DEVLX and VSMVX.


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Drawdown Indicators


DEVLXVSMVXDifference

Max Drawdown

Largest peak-to-trough decline

-60.08%

-47.61%

-12.47%

Max Drawdown (1Y)

Largest decline over 1 year

-13.91%

-15.74%

+1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-24.80%

-28.81%

+4.01%

Max Drawdown (10Y)

Largest decline over 10 years

-46.48%

-47.61%

+1.13%

Current Drawdown

Current decline from peak

-8.37%

-8.13%

-0.24%

Average Drawdown

Average peak-to-trough decline

-8.32%

-7.72%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

4.13%

-0.55%

Volatility

DEVLX vs. VSMVX - Volatility Comparison

Delaware Small Cap Value Fund (DEVLX) and Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX) have volatilities of 5.26% and 5.01%, 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


DEVLXVSMVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

5.01%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

11.61%

13.41%

-1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

21.22%

23.78%

-2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.05%

22.16%

-1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.48%

24.14%

-0.66%