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DPDFX vs. MCFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DPDFX vs. MCFIX - Performance Comparison

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

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DPDFX vs. MCFIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DPDFX
Delaware Diversified Income Fund
-0.78%7.39%1.91%6.05%-13.93%1.64%10.96%7.08%
MCFIX
Mercer Core Fixed Income Fund
-1.10%6.64%2.02%6.47%-13.69%-1.05%4.75%3.31%

Returns By Period

In the year-to-date period, DPDFX achieves a -0.78% return, which is significantly higher than MCFIX's -1.10% 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%

MCFIX

1D
0.45%
1M
-2.54%
YTD
-1.10%
6M
-0.59%
1Y
2.65%
3Y*
3.54%
5Y*
0.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DPDFX vs. MCFIX - Expense Ratio Comparison

DPDFX has a 0.70% expense ratio, which is higher than MCFIX's 0.16% expense ratio.


Return for Risk

DPDFX vs. MCFIX — 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

MCFIX
MCFIX Risk / Return Rank: 4141
Overall Rank
MCFIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MCFIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
MCFIX Omega Ratio Rank: 2828
Omega Ratio Rank
MCFIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
MCFIX Martin Ratio Rank: 4141
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. MCFIX - Risk-Adjusted Trends Comparison

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


DPDFXMCFIXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.82

+0.17

Sortino ratio

Return per unit of downside risk

1.42

1.20

+0.22

Omega ratio

Gain probability vs. loss probability

1.18

1.15

+0.03

Calmar ratio

Return relative to maximum drawdown

1.63

1.46

+0.16

Martin ratio

Return relative to average drawdown

4.94

4.26

+0.68

DPDFX vs. MCFIX - Sharpe Ratio Comparison

The current DPDFX Sharpe Ratio is 1.00, which is comparable to the MCFIX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of DPDFX and MCFIX, 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


DPDFXMCFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.82

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.03

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

0.14

+1.06

Correlation

The correlation between DPDFX and MCFIX is 0.87, 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

DPDFX vs. MCFIX - Dividend Comparison

DPDFX's dividend yield for the trailing twelve months is around 4.04%, less than MCFIX's 4.31% 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%
MCFIX
Mercer Core Fixed Income Fund
4.31%3.89%4.54%3.68%3.31%2.45%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DPDFX vs. MCFIX - Drawdown Comparison

The maximum DPDFX drawdown since its inception was -18.64%, smaller than the maximum MCFIX drawdown of -21.68%. Use the drawdown chart below to compare losses from any high point for DPDFX and MCFIX.


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Drawdown Indicators


DPDFXMCFIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.64%

-21.68%

+3.04%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-3.09%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-18.64%

-18.72%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-18.64%

Current Drawdown

Current decline from peak

-2.42%

-6.08%

+3.66%

Average Drawdown

Average peak-to-trough decline

-2.21%

-8.61%

+6.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

1.06%

-0.08%

Volatility

DPDFX vs. MCFIX - Volatility Comparison

Delaware Diversified Income Fund (DPDFX) and Mercer Core Fixed Income Fund (MCFIX) have volatilities of 1.54% and 1.54%, 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


DPDFXMCFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

1.54%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

2.77%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

4.50%

4.82%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.10%

6.01%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.02%

6.16%

-1.14%