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DVMHX vs. DEFFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVMHX vs. DEFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Minnesota High-Yield Municipal Bond Fund (DVMHX) and Delaware Tax-Free Minnesota Fund (DEFFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DVMHX achieves a 2.71% return, which is significantly higher than DEFFX's 2.18% return. Over the past 10 years, DVMHX has outperformed DEFFX with an annualized return of 2.41%, while DEFFX has yielded a comparatively lower 1.97% annualized return.


DVMHX

1D
0.00%
1M
2.25%
YTD
2.71%
6M
3.15%
1Y
9.03%
3Y*
4.88%
5Y*
1.31%
10Y*
2.41%

DEFFX

1D
-0.09%
1M
2.14%
YTD
2.18%
6M
2.59%
1Y
8.38%
3Y*
4.03%
5Y*
0.91%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVMHX vs. DEFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DVMHX
Delaware Minnesota High-Yield Municipal Bond Fund
2.71%4.22%5.10%5.24%-10.69%3.07%3.95%8.74%0.79%5.97%
DEFFX
Delaware Tax-Free Minnesota Fund
2.18%4.51%3.36%4.20%-9.79%2.13%4.02%7.35%0.89%5.36%

Correlation

The correlation between DVMHX and DEFFX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Jun 20, 1996

0.89

The correlation between DVMHX and DEFFX has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

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Return for Risk

DVMHX vs. DEFFX — Risk / Return Rank

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

DVMHX
DVMHX Risk / Return Rank: 7171
Overall Rank
DVMHX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DVMHX Sortino Ratio Rank: 8686
Sortino Ratio Rank
DVMHX Omega Ratio Rank: 8989
Omega Ratio Rank
DVMHX Calmar Ratio Rank: 5050
Calmar Ratio Rank
DVMHX Martin Ratio Rank: 4848
Martin Ratio Rank

DEFFX
DEFFX Risk / Return Rank: 6868
Overall Rank
DEFFX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DEFFX Sortino Ratio Rank: 8686
Sortino Ratio Rank
DEFFX Omega Ratio Rank: 8989
Omega Ratio Rank
DEFFX Calmar Ratio Rank: 4343
Calmar Ratio Rank
DEFFX Martin Ratio Rank: 4242
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.

DVMHX vs. DEFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Minnesota High-Yield Municipal Bond Fund (DVMHX) and Delaware Tax-Free Minnesota Fund (DEFFX). 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.


DVMHXDEFFXDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.59

1.60

-0.01

Calmar ratioReturn relative to maximum drawdown

2.59

2.39

+0.20

Martin ratioReturn relative to average drawdown

9.48

8.47

+1.01

DVMHX vs. DEFFX - Sharpe Ratio Comparison

The current DVMHX Sharpe Ratio is 2.48, which is comparable to the DEFFX Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of DVMHX and DEFFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DVMHX vs. DEFFX - Drawdown Comparison

The maximum DVMHX drawdown since its inception was -15.73%, which is greater than DEFFX's maximum drawdown of -14.70%. Use the drawdown chart below to compare losses from any high point for DVMHX and DEFFX.


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Drawdown Indicators


DVMHXDEFFXDifference

Max Drawdown

Largest peak-to-trough decline

-15.73%

-14.70%

-1.03%

Max Drawdown (1Y)

Largest decline over 1 year

-3.55%

-3.62%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-7.86%

-7.31%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

-14.70%

-0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-15.56%

-14.70%

-0.86%

Current Drawdown

Current decline from peak

0.00%

-0.12%

+0.12%

Average Drawdown

Average peak-to-trough decline

-1.96%

-1.81%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

1.02%

-0.05%

Volatility

DVMHX vs. DEFFX - Volatility Comparison

Delaware Minnesota High-Yield Municipal Bond Fund (DVMHX) and Delaware Tax-Free Minnesota Fund (DEFFX) have volatilities of 0.94% and 0.95%, 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


DVMHXDEFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

0.95%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

2.62%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.73%

3.50%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.02%

4.71%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

4.34%

+0.34%

DVMHX vs. DEFFX - Expense Ratio Comparison

DVMHX has a 0.88% expense ratio, which is higher than DEFFX's 0.85% expense ratio.


Dividends

DVMHX vs. DEFFX - Dividend Comparison

DVMHX's dividend yield for the trailing twelve months is around 3.77%, more than DEFFX's 3.60% yield.


PositionTTM20252024202320222021202020192018201720162015
DEFFX
Delaware Tax-Free Minnesota Fund
3.60%4.69%3.94%2.81%2.59%2.18%2.77%3.63%3.51%4.33%3.26%3.52%
DVMHX
Delaware Minnesota High-Yield Municipal Bond Fund
3.77%4.95%4.17%3.12%2.98%2.40%2.99%3.70%3.21%3.34%3.29%3.47%

Frequently Asked Questions


With a correlation of 0.94, DVMHX and DEFFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DEFFX has higher volatility (0.95%) compared to DVMHX (0.94%). In terms of maximum drawdown, DVMHX dropped -15.73% vs DEFFX's -14.70%.

DVMHX currently has the higher Sharpe Ratio (2.48 vs 2.48), 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.

Portfolio Optimizer

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