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DMTFX vs. DEVLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DMTFX vs. DEVLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Tax Free USA Fund (DMTFX) and Delaware Small Cap Value Fund (DEVLX). The values are adjusted to include any dividend payments, if applicable.

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DMTFX vs. DEVLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DMTFX
Delaware Tax Free USA Fund
-1.20%2.13%3.17%10.72%-16.20%5.19%8.85%8.97%0.29%7.19%
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%

Returns By Period

In the year-to-date period, DMTFX achieves a -1.20% return, which is significantly lower than DEVLX's 3.11% return. Over the past 10 years, DMTFX has underperformed DEVLX with an annualized return of 2.45%, while DEVLX has yielded a comparatively higher 8.78% annualized return.


DMTFX

1D
0.30%
1M
-3.30%
YTD
-1.20%
6M
-0.58%
1Y
1.13%
3Y*
3.69%
5Y*
0.26%
10Y*
2.45%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DMTFX vs. DEVLX - Expense Ratio Comparison

DMTFX has a 0.80% expense ratio, which is lower than DEVLX's 1.11% expense ratio.


Return for Risk

DMTFX vs. DEVLX — Risk / Return Rank

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

DMTFX
DMTFX Risk / Return Rank: 1111
Overall Rank
DMTFX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DMTFX Sortino Ratio Rank: 99
Sortino Ratio Rank
DMTFX Omega Ratio Rank: 1212
Omega Ratio Rank
DMTFX Calmar Ratio Rank: 1111
Calmar Ratio Rank
DMTFX Martin Ratio Rank: 1010
Martin Ratio Rank

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
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.

DMTFX vs. DEVLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Tax Free USA Fund (DMTFX) and Delaware Small Cap Value Fund (DEVLX). 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.


DMTFXDEVLXDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.84

-0.56

Sortino ratio

Return per unit of downside risk

0.41

1.30

-0.89

Omega ratio

Gain probability vs. loss probability

1.08

1.18

-0.10

Calmar ratio

Return relative to maximum drawdown

0.26

1.06

-0.80

Martin ratio

Return relative to average drawdown

0.62

4.11

-3.50

DMTFX vs. DEVLX - Sharpe Ratio Comparison

The current DMTFX Sharpe Ratio is 0.28, which is lower than the DEVLX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of DMTFX and DEVLX, 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


DMTFXDEVLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.84

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.27

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.38

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.52

+0.44

Correlation

The correlation between DMTFX and DEVLX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DMTFX vs. DEVLX - Dividend Comparison

DMTFX's dividend yield for the trailing twelve months is around 4.42%, less than DEVLX's 13.34% yield.


TTM20252024202320222021202020192018201720162015
DMTFX
Delaware Tax Free USA Fund
4.42%5.69%4.77%3.53%3.67%4.00%4.24%4.44%3.64%4.74%4.70%3.63%
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%

Drawdowns

DMTFX vs. DEVLX - Drawdown Comparison

The maximum DMTFX drawdown since its inception was -21.92%, smaller than the maximum DEVLX drawdown of -60.08%. Use the drawdown chart below to compare losses from any high point for DMTFX and DEVLX.


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Drawdown Indicators


DMTFXDEVLXDifference

Max Drawdown

Largest peak-to-trough decline

-21.92%

-60.08%

+38.16%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

-13.91%

+6.83%

Max Drawdown (5Y)

Largest decline over 5 years

-21.92%

-24.80%

+2.88%

Max Drawdown (10Y)

Largest decline over 10 years

-21.92%

-46.48%

+24.56%

Current Drawdown

Current decline from peak

-3.57%

-8.37%

+4.80%

Average Drawdown

Average peak-to-trough decline

-2.56%

-8.32%

+5.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

3.58%

-0.59%

Volatility

DMTFX vs. DEVLX - Volatility Comparison

The current volatility for Delaware Tax Free USA Fund (DMTFX) is 1.52%, while Delaware Small Cap Value Fund (DEVLX) has a volatility of 5.26%. This indicates that DMTFX experiences smaller price fluctuations and is considered to be less risky than DEVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DMTFXDEVLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

5.26%

-3.74%

Volatility (6M)

Calculated over the trailing 6-month period

2.43%

11.61%

-9.18%

Volatility (1Y)

Calculated over the trailing 1-year period

7.46%

21.22%

-13.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.56%

21.05%

-14.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.97%

23.48%

-17.51%