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DLHIX vs. GGHCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DLHIX vs. GGHCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Healthcare Fund (DLHIX) and Invesco Health Care Fund (GGHCX). The values are adjusted to include any dividend payments, if applicable.

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DLHIX vs. GGHCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DLHIX
Delaware Healthcare Fund
-5.80%22.27%8.76%5.42%-0.99%5.48%12.02%31.82%-0.59%32.29%
GGHCX
Invesco Health Care Fund
-8.65%15.48%3.96%3.05%-13.53%12.05%14.52%32.01%0.27%15.51%

Returns By Period

In the year-to-date period, DLHIX achieves a -5.80% return, which is significantly higher than GGHCX's -8.65% return. Over the past 10 years, DLHIX has outperformed GGHCX with an annualized return of 10.50%, while GGHCX has yielded a comparatively lower 6.75% annualized return.


DLHIX

1D
1.18%
1M
-8.50%
YTD
-5.80%
6M
6.03%
1Y
14.04%
3Y*
10.99%
5Y*
6.84%
10Y*
10.50%

GGHCX

1D
0.65%
1M
-8.58%
YTD
-8.65%
6M
-1.69%
1Y
1.85%
3Y*
5.07%
5Y*
2.41%
10Y*
6.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DLHIX vs. GGHCX - Expense Ratio Comparison

DLHIX has a 0.98% expense ratio, which is lower than GGHCX's 1.04% expense ratio.


Return for Risk

DLHIX vs. GGHCX — Risk / Return Rank

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

DLHIX
DLHIX Risk / Return Rank: 3131
Overall Rank
DLHIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DLHIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
DLHIX Omega Ratio Rank: 2323
Omega Ratio Rank
DLHIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
DLHIX Martin Ratio Rank: 2929
Martin Ratio Rank

GGHCX
GGHCX Risk / Return Rank: 77
Overall Rank
GGHCX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
GGHCX Sortino Ratio Rank: 77
Sortino Ratio Rank
GGHCX Omega Ratio Rank: 66
Omega Ratio Rank
GGHCX Calmar Ratio Rank: 88
Calmar Ratio Rank
GGHCX Martin Ratio Rank: 88
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.

DLHIX vs. GGHCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Healthcare Fund (DLHIX) and Invesco Health Care Fund (GGHCX). 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.


DLHIXGGHCXDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.12

+0.57

Sortino ratio

Return per unit of downside risk

1.05

0.28

+0.77

Omega ratio

Gain probability vs. loss probability

1.13

1.04

+0.10

Calmar ratio

Return relative to maximum drawdown

1.13

0.10

+1.03

Martin ratio

Return relative to average drawdown

3.18

0.32

+2.87

DLHIX vs. GGHCX - Sharpe Ratio Comparison

The current DLHIX Sharpe Ratio is 0.69, which is higher than the GGHCX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of DLHIX and GGHCX, 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


DLHIXGGHCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.12

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.16

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.39

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.57

+0.13

Correlation

The correlation between DLHIX and GGHCX is 0.89, 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

DLHIX vs. GGHCX - Dividend Comparison

DLHIX's dividend yield for the trailing twelve months is around 11.84%, more than GGHCX's 6.22% yield.


TTM20252024202320222021202020192018201720162015
DLHIX
Delaware Healthcare Fund
11.84%11.16%14.00%6.97%9.16%5.41%6.19%7.63%2.11%3.23%8.20%7.90%
GGHCX
Invesco Health Care Fund
6.22%5.69%5.17%0.00%0.00%24.69%6.44%3.51%8.81%6.88%2.24%15.07%

Drawdowns

DLHIX vs. GGHCX - Drawdown Comparison

The maximum DLHIX drawdown since its inception was -34.64%, smaller than the maximum GGHCX drawdown of -40.23%. Use the drawdown chart below to compare losses from any high point for DLHIX and GGHCX.


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Drawdown Indicators


DLHIXGGHCXDifference

Max Drawdown

Largest peak-to-trough decline

-34.64%

-40.23%

+5.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.30%

-13.53%

+3.23%

Max Drawdown (5Y)

Largest decline over 5 years

-19.79%

-25.37%

+5.58%

Max Drawdown (10Y)

Largest decline over 10 years

-25.60%

-29.34%

+3.74%

Current Drawdown

Current decline from peak

-9.24%

-12.96%

+3.72%

Average Drawdown

Average peak-to-trough decline

-5.56%

-8.82%

+3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

4.41%

-0.40%

Volatility

DLHIX vs. GGHCX - Volatility Comparison

Delaware Healthcare Fund (DLHIX) has a higher volatility of 5.80% compared to Invesco Health Care Fund (GGHCX) at 4.60%. This indicates that DLHIX's price experiences larger fluctuations and is considered to be riskier than GGHCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DLHIXGGHCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

4.60%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

12.04%

9.05%

+2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

19.40%

15.67%

+3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.80%

15.50%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

17.49%

+0.43%