DPREX vs. VGWLX
Compare and contrast key facts about Delaware Global Listed Real Assets Fund (DPREX) and Vanguard Global Wellington Fund Investor Shares (VGWLX).
DPREX is managed by Delaware Funds. It was launched on Dec 5, 1995. VGWLX is managed by Vanguard. It was launched on Nov 2, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DPREX or VGWLX.
Performance
DPREX vs. VGWLX - Performance Comparison
Returns By Period
In the year-to-date period, DPREX achieves a 2.14% return, which is significantly lower than VGWLX's 7.99% return.
DPREX
2.14%
-2.92%
0.22%
8.45%
1.64%
-0.30%
VGWLX
7.99%
-2.19%
2.58%
13.44%
7.07%
N/A
Key characteristics
| DPREX | VGWLX | |
|---|---|---|
| Sharpe Ratio | 0.99 | 2.07 |
| Sortino Ratio | 1.46 | 2.88 |
| Omega Ratio | 1.18 | 1.38 |
| Calmar Ratio | 0.26 | 3.80 |
| Martin Ratio | 3.50 | 11.94 |
| Ulcer Index | 2.58% | 1.17% |
| Daily Std Dev | 9.09% | 6.76% |
| Max Drawdown | -82.12% | -25.28% |
| Current Drawdown | -29.64% | -2.19% |
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DPREX vs. VGWLX - Expense Ratio Comparison
DPREX has a 1.31% expense ratio, which is higher than VGWLX's 0.42% expense ratio.
Correlation
The correlation between DPREX and VGWLX is 0.74, 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.
Risk-Adjusted Performance
DPREX vs. VGWLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Delaware Global Listed Real Assets Fund (DPREX) and Vanguard Global Wellington Fund Investor Shares (VGWLX). 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
DPREX vs. VGWLX - Dividend Comparison
DPREX's dividend yield for the trailing twelve months is around 3.07%, more than VGWLX's 3.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DPREX Delaware Global Listed Real Assets Fund | 3.07% | 1.73% | 4.59% | 2.55% | 1.40% | 1.17% | 2.49% | 1.43% | 2.02% | 1.56% | 1.83% | 1.87% |
VGWLX Vanguard Global Wellington Fund Investor Shares | 3.01% | 2.50% | 1.92% | 1.67% | 1.54% | 1.83% | 2.31% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DPREX vs. VGWLX - Drawdown Comparison
The maximum DPREX drawdown since its inception was -82.12%, which is greater than VGWLX's maximum drawdown of -25.28%. Use the drawdown chart below to compare losses from any high point for DPREX and VGWLX. For additional features, visit the drawdowns tool.
Volatility
DPREX vs. VGWLX - Volatility Comparison
Delaware Global Listed Real Assets Fund (DPREX) has a higher volatility of 2.31% compared to Vanguard Global Wellington Fund Investor Shares (VGWLX) at 1.75%. This indicates that DPREX's price experiences larger fluctuations and is considered to be riskier than VGWLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.