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DPDFX vs. DEVLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DPDFX vs. DEVLX - Performance Comparison

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

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DPDFX vs. DEVLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DPDFX
Delaware Diversified Income Fund
-0.78%7.39%1.91%6.05%-13.93%1.64%10.96%11.98%-1.98%5.34%
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, DPDFX achieves a -0.78% return, which is significantly lower than DEVLX's 3.11% return. Over the past 10 years, DPDFX has underperformed DEVLX with an annualized return of 2.72%, while DEVLX has yielded a comparatively higher 8.78% annualized return.


DPDFX

1D
0.39%
1M
-2.42%
YTD
-0.78%
6M
0.10%
1Y
3.95%
3Y*
3.80%
5Y*
0.73%
10Y*
2.72%

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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DPDFX vs. DEVLX - Expense Ratio Comparison

DPDFX has a 0.70% expense ratio, which is lower than DEVLX's 1.11% expense ratio.


Return for Risk

DPDFX vs. DEVLX — Risk / Return Rank

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

DPDFX
DPDFX Risk / Return Rank: 5353
Overall Rank
DPDFX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DPDFX Sortino Ratio Rank: 5151
Sortino Ratio Rank
DPDFX Omega Ratio Rank: 3939
Omega Ratio Rank
DPDFX Calmar Ratio Rank: 7171
Calmar Ratio Rank
DPDFX Martin Ratio Rank: 5050
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.

DPDFX vs. DEVLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Diversified Income Fund (DPDFX) 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.


DPDFXDEVLXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.84

+0.16

Sortino ratio

Return per unit of downside risk

1.42

1.30

+0.12

Omega ratio

Gain probability vs. loss probability

1.18

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

1.63

1.06

+0.57

Martin ratio

Return relative to average drawdown

4.94

4.11

+0.83

DPDFX vs. DEVLX - Sharpe Ratio Comparison

The current DPDFX Sharpe Ratio is 1.00, which is comparable to the DEVLX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of DPDFX 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


DPDFXDEVLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.84

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.27

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.38

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

0.52

+0.69

Correlation

The correlation between DPDFX and DEVLX is -0.06. 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

DPDFX vs. DEVLX - Dividend Comparison

DPDFX's dividend yield for the trailing twelve months is around 4.04%, less than DEVLX's 13.34% yield.


TTM20252024202320222021202020192018201720162015
DPDFX
Delaware Diversified Income Fund
4.04%4.34%4.01%3.57%3.52%5.95%3.15%4.28%4.10%3.70%3.19%3.55%
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

DPDFX vs. DEVLX - Drawdown Comparison

The maximum DPDFX drawdown since its inception was -18.64%, smaller than the maximum DEVLX drawdown of -60.08%. Use the drawdown chart below to compare losses from any high point for DPDFX and DEVLX.


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Drawdown Indicators


DPDFXDEVLXDifference

Max Drawdown

Largest peak-to-trough decline

-18.64%

-60.08%

+41.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-13.91%

+10.92%

Max Drawdown (5Y)

Largest decline over 5 years

-18.64%

-24.80%

+6.16%

Max Drawdown (10Y)

Largest decline over 10 years

-18.64%

-46.48%

+27.84%

Current Drawdown

Current decline from peak

-2.42%

-8.37%

+5.95%

Average Drawdown

Average peak-to-trough decline

-2.21%

-8.32%

+6.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

3.58%

-2.60%

Volatility

DPDFX vs. DEVLX - Volatility Comparison

The current volatility for Delaware Diversified Income Fund (DPDFX) is 1.54%, while Delaware Small Cap Value Fund (DEVLX) has a volatility of 5.26%. This indicates that DPDFX 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


DPDFXDEVLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

5.26%

-3.72%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

11.61%

-9.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.50%

21.22%

-16.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.10%

21.05%

-14.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.02%

23.48%

-18.46%