DLHIX vs. GGHCX
DLHIX (Delaware Healthcare Fund) and GGHCX (Invesco Health Care Fund) are both Health & Biotech Equities funds. Over the past 10 years, DLHIX returned 10.83%/yr vs 7.06%/yr for GGHCX. Their correlation of 0.89 means they have usually moved in the same direction. DLHIX charges 0.98%/yr vs 1.04%/yr for GGHCX.
Performance
DLHIX vs. GGHCX - Performance Comparison
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Returns By Period
In the year-to-date period, DLHIX achieves a 6.25% return, which is significantly higher than GGHCX's 3.51% return. Over the past 10 years, DLHIX has outperformed GGHCX with an annualized return of 10.83%, while GGHCX has yielded a comparatively lower 7.06% annualized return.
DLHIX
- 1D
- -0.14%
- 1M
- -1.06%
- 6M
- 5.77%
- YTD
- 6.25%
- 1Y
- 33.18%
- 3Y*
- 14.76%
- 5Y*
- 8.82%
- 10Y*
- 10.83%
- ALL TIME*
- 14.02%
GGHCX
- 1D
- -0.64%
- 1M
- -2.65%
- 6M
- 4.48%
- YTD
- 3.51%
- 1Y
- 18.53%
- 3Y*
- 8.09%
- 5Y*
- 2.71%
- 10Y*
- 7.06%
- ALL TIME*
- 9.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DLHIX vs. GGHCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DLHIX Delaware Healthcare Fund | 6.25% | 22.27% | 8.76% | 5.42% | -0.99% | 5.48% | 12.02% | 31.82% | -0.59% | 32.29% |
GGHCX Invesco Health Care Fund | 3.51% | 15.48% | 3.96% | 3.05% | -13.53% | 12.05% | 14.52% | 32.01% | 0.27% | 15.51% |
Correlation
The correlation between DLHIX and GGHCX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2007 | 0.89 |
The correlation between DLHIX and GGHCX has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.
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Return for Risk
DLHIX vs. GGHCX — Risk / Return Rank
DLHIX
GGHCX
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DLHIX | GGHCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 1.31 | +1.77 |
| Martin ratioReturn relative to average drawdown | 8.84 | 2.86 | +5.98 |
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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
| DLHIX | GGHCX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | -19.79% | -16.86% | -2.93% |
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 DrawdownCurrent decline from peak | -1.96% | -2.93% | +0.97% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -8.80% | +3.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 6.15% | -2.58% |
Volatility
DLHIX vs. GGHCX - Volatility Comparison
Delaware Healthcare Fund (DLHIX) and Invesco Health Care Fund (GGHCX) have volatilities of 4.95% and 5.14%, 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
| DLHIX | GGHCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 5.14% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 11.43% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.93% | 14.28% | +2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 15.71% | +0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 17.44% | +0.47% |
DLHIX vs. GGHCX - Expense Ratio Comparison
DLHIX has a 0.98% expense ratio, which is lower than GGHCX's 1.04% expense ratio.
Dividends
DLHIX vs. GGHCX - Dividend Comparison
DLHIX's dividend yield for the trailing twelve months is around 10.50%, more than GGHCX's 5.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLHIX Delaware Healthcare Fund | 10.50% | 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 | 5.49% | 5.69% | 5.17% | 0.00% | 0.00% | 24.69% | 6.44% | 3.51% | 8.81% | 6.88% | 2.24% | 15.07% |
Frequently Asked Questions
DLHIX and GGHCX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GGHCX has higher volatility (5.14%) compared to DLHIX (4.95%). In terms of maximum drawdown, DLHIX dropped -34.64% vs GGHCX's -40.23%.
DLHIX currently has the higher Sharpe Ratio (1.87 vs 1.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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