DLHIX vs. SHSAX
Compare and contrast key facts about Delaware Healthcare Fund (DLHIX) and BlackRock Health Sciences Opportunities Portfolio (SHSAX).
DLHIX is managed by Delaware Funds by Macquarie. It was launched on Sep 27, 2007. SHSAX is managed by Blackrock. It was launched on Dec 20, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DLHIX or SHSAX.
Key characteristics
| DLHIX | SHSAX | |
|---|---|---|
| YTD Return | 18.01% | 9.04% |
| 1Y Return | 25.04% | 16.38% |
| 3Y Return (Ann) | 0.52% | -2.80% |
| 5Y Return (Ann) | 2.91% | 3.04% |
| 10Y Return (Ann) | 4.04% | 3.53% |
| Sharpe Ratio | 1.60 | 1.17 |
| Sortino Ratio | 2.12 | 1.53 |
| Omega Ratio | 1.29 | 1.23 |
| Calmar Ratio | 1.04 | 0.60 |
| Martin Ratio | 8.11 | 5.24 |
| Ulcer Index | 2.72% | 2.68% |
| Daily Std Dev | 13.80% | 12.02% |
| Max Drawdown | -37.64% | -39.26% |
| Current Drawdown | -3.87% | -10.97% |
Correlation
The correlation between DLHIX and SHSAX is 0.88, 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
DLHIX vs. SHSAX - Performance Comparison
In the year-to-date period, DLHIX achieves a 18.01% return, which is significantly higher than SHSAX's 9.04% return. Over the past 10 years, DLHIX has outperformed SHSAX with an annualized return of 4.04%, while SHSAX has yielded a comparatively lower 3.53% annualized 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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DLHIX vs. SHSAX - Expense Ratio Comparison
DLHIX has a 0.98% expense ratio, which is lower than SHSAX's 1.09% expense ratio.
Risk-Adjusted Performance
DLHIX vs. SHSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Delaware Healthcare Fund (DLHIX) and BlackRock Health Sciences Opportunities Portfolio (SHSAX). 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
DLHIX vs. SHSAX - Dividend Comparison
DLHIX's dividend yield for the trailing twelve months is around 0.74%, more than SHSAX's 0.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLHIX Delaware Healthcare Fund | 0.74% | 0.87% | 0.25% | 0.16% | 0.44% | 0.10% | 0.91% | 3.23% | 1.27% | 1.12% | 0.32% | 0.00% |
SHSAX BlackRock Health Sciences Opportunities Portfolio | 0.24% | 0.26% | 0.34% | 0.00% | 0.00% | 0.30% | 0.11% | 0.00% | 0.00% | 1.38% | 0.04% | 0.08% |
Drawdowns
DLHIX vs. SHSAX - Drawdown Comparison
The maximum DLHIX drawdown since its inception was -37.64%, roughly equal to the maximum SHSAX drawdown of -39.26%. Use the drawdown chart below to compare losses from any high point for DLHIX and SHSAX. For additional features, visit the drawdowns tool.
Volatility
DLHIX vs. SHSAX - Volatility Comparison
Delaware Healthcare Fund (DLHIX) and BlackRock Health Sciences Opportunities Portfolio (SHSAX) have volatilities of 3.43% and 3.33%, 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.