DPREX vs. VGWLX
DPREX (Delaware Global Listed Real Assets Fund) and VGWLX (Vanguard Global Wellington Fund Investor Shares) are both Global Allocation funds. Over the past 5 years, DPREX returned 6.18%/yr vs 8.42%/yr for VGWLX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. DPREX charges 1.31%/yr vs 0.43%/yr for VGWLX.
Performance
DPREX vs. VGWLX - Performance Comparison
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Returns By Period
In the year-to-date period, DPREX achieves a 9.92% return, which is significantly lower than VGWLX's 11.55% return.
DPREX
- 1D
- 0.41%
- 1M
- 1.79%
- 6M
- 5.25%
- YTD
- 9.92%
- 1Y
- 19.78%
- 3Y*
- 9.55%
- 5Y*
- 6.18%
- 10Y*
- 5.27%
- ALL TIME*
- 9.48%
VGWLX
- 1D
- 1.00%
- 1M
- 0.63%
- 6M
- 6.98%
- YTD
- 11.55%
- 1Y
- 21.82%
- 3Y*
- 13.15%
- 5Y*
- 8.42%
- 10Y*
- —
- ALL TIME*
- 8.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DPREX vs. VGWLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DPREX Delaware Global Listed Real Assets Fund | 9.92% | 18.95% | -1.23% | 7.01% | -7.07% | 19.08% | 1.22% | 30.71% | 0.71% |
VGWLX Vanguard Global Wellington Fund Investor Shares | 11.55% | 17.34% | 6.13% | 12.40% | -7.22% | 13.36% | 7.40% | 22.05% | -5.13% |
Correlation
The correlation between DPREX and VGWLX is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.70 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2018 | 0.75 |
The correlation between DPREX and VGWLX shifts across timeframes, from 0.70 (1 year) to 0.81 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DPREX vs. VGWLX — Risk / Return Rank
DPREX
VGWLX
DPREX vs. VGWLX - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DPREX | VGWLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.48 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.86 | 3.13 | +0.73 |
| Martin ratioReturn relative to average drawdown | 13.80 | 12.60 | +1.19 |
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Drawdowns
DPREX vs. VGWLX - Drawdown Comparison
The maximum DPREX drawdown since its inception was -71.95%, 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.
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Drawdown Indicators
| DPREX | VGWLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.95% | -25.28% | -46.67% |
Max Drawdown (1Y)Largest decline over 1 year | -5.00% | -6.68% | +1.68% |
Max Drawdown (3Y)Largest decline over 3 years | -10.99% | -7.67% | -3.32% |
Max Drawdown (5Y)Largest decline over 5 years | -19.04% | -17.52% | -1.52% |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | — | — |
Current DrawdownCurrent decline from peak | -0.64% | -0.03% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -10.72% | -2.90% | -7.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 1.66% | -0.26% |
Volatility
DPREX vs. VGWLX - Volatility Comparison
The current volatility for Delaware Global Listed Real Assets Fund (DPREX) is 1.87%, while Vanguard Global Wellington Fund Investor Shares (VGWLX) has a volatility of 2.26%. This indicates that DPREX experiences smaller price fluctuations and is considered to be less risky than VGWLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DPREX | VGWLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.87% | 2.26% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 6.20% | 6.82% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.86% | 8.27% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.45% | 9.23% | +1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.08% | 10.93% | +2.15% |
DPREX vs. VGWLX - Expense Ratio Comparison
DPREX has a 1.31% expense ratio, which is higher than VGWLX's 0.43% expense ratio.
Dividends
DPREX vs. VGWLX - Dividend Comparison
DPREX's dividend yield for the trailing twelve months is around 2.50%, less than VGWLX's 5.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DPREX Delaware Global Listed Real Assets Fund | 2.50% | 2.60% | 2.46% | 1.73% | 14.25% | 5.80% | 1.71% | 3.87% | 2.49% | 3.69% | 22.78% | 12.98% |
VGWLX Vanguard Global Wellington Fund Investor Shares | 5.96% | 6.66% | 7.34% | 2.54% | 4.36% | 3.23% | 1.54% | 1.99% | 2.51% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DPREX and VGWLX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGWLX has higher volatility (2.26%) compared to DPREX (1.87%). In terms of maximum drawdown, DPREX dropped -71.95% vs VGWLX's -25.28%.
VGWLX currently has the higher Sharpe Ratio (2.53 vs 2.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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