DPDFX vs. VGSBX
Compare and contrast key facts about Delaware Diversified Income Fund (DPDFX) and VY BrandywineGLOBAL - Bond Portfolio (VGSBX).
DPDFX is managed by Delaware Funds. It was launched on Dec 29, 1997. VGSBX is managed by Voya. It was launched on Feb 20, 2015.
Performance
DPDFX vs. VGSBX - Performance Comparison
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DPDFX vs. VGSBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGSBX VY BrandywineGLOBAL - Bond Portfolio | 0.21% | 6.12% | 0.68% | 5.65% | -11.86% | 1.15% | 17.48% | 10.01% | -1.55% | 2.93% |
Returns By Period
In the year-to-date period, DPDFX achieves a -0.78% return, which is significantly lower than VGSBX's 0.21% return. Over the past 10 years, DPDFX has underperformed VGSBX with an annualized return of 2.72%, while VGSBX has yielded a comparatively higher 2.87% 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%
VGSBX
- 1D
- 0.21%
- 1M
- -0.53%
- YTD
- 0.21%
- 6M
- 1.07%
- 1Y
- 4.09%
- 3Y*
- 2.46%
- 5Y*
- 0.14%
- 10Y*
- 2.87%
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DPDFX vs. VGSBX - Expense Ratio Comparison
DPDFX has a 0.70% expense ratio, which is higher than VGSBX's 0.55% expense ratio.
Return for Risk
DPDFX vs. VGSBX — Risk / Return Rank
DPDFX
VGSBX
DPDFX vs. VGSBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delaware Diversified Income Fund (DPDFX) and VY BrandywineGLOBAL - Bond Portfolio (VGSBX). 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.
| DPDFX | VGSBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.12 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.73 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 2.12 | -0.49 |
Martin ratioReturn relative to average drawdown | 4.94 | 6.58 | -1.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DPDFX | VGSBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.12 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.02 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.47 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.49 | +0.71 |
Correlation
The correlation between DPDFX and VGSBX is 0.82, 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. VGSBX - Dividend Comparison
DPDFX's dividend yield for the trailing twelve months is around 4.04%, more than VGSBX's 3.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGSBX VY BrandywineGLOBAL - Bond Portfolio | 3.92% | 3.93% | 4.56% | 2.18% | 6.85% | 8.48% | 2.48% | 1.89% | 2.29% | 2.31% | 2.34% | 0.00% |
Drawdowns
DPDFX vs. VGSBX - Drawdown Comparison
The maximum DPDFX drawdown since its inception was -18.64%, roughly equal to the maximum VGSBX drawdown of -18.20%. Use the drawdown chart below to compare losses from any high point for DPDFX and VGSBX.
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Drawdown Indicators
| DPDFX | VGSBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.64% | -18.20% | -0.44% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -2.73% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -18.64% | -18.20% | -0.44% |
Max Drawdown (10Y)Largest decline over 10 years | -18.64% | -18.20% | -0.44% |
Current DrawdownCurrent decline from peak | -2.42% | -0.74% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -2.21% | -3.50% | +1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 0.88% | +0.10% |
Volatility
DPDFX vs. VGSBX - Volatility Comparison
Delaware Diversified Income Fund (DPDFX) has a higher volatility of 1.54% compared to VY BrandywineGLOBAL - Bond Portfolio (VGSBX) at 0.72%. This indicates that DPDFX's price experiences larger fluctuations and is considered to be riskier than VGSBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DPDFX | VGSBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 0.72% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 2.54% | 2.02% | +0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.50% | 4.91% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.10% | 7.86% | -1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.02% | 6.20% | -1.18% |