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DVTAX vs. CXHYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVTAX vs. CXHYX - Performance Comparison

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

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Returns By Period

In the year-to-date period, DVTAX achieves a 2.43% return, which is significantly higher than CXHYX's 2.29% return. Over the past 10 years, DVTAX has underperformed CXHYX with an annualized return of 2.36%, while CXHYX has yielded a comparatively higher 3.35% annualized return.


DVTAX

1D
0.09%
1M
2.31%
YTD
2.43%
6M
2.97%
1Y
7.75%
3Y*
4.37%
5Y*
0.90%
10Y*
2.36%

CXHYX

1D
0.00%
1M
1.51%
YTD
2.29%
6M
2.85%
1Y
5.67%
3Y*
4.62%
5Y*
0.76%
10Y*
3.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVTAX vs. CXHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DVTAX
Delaware Tax-Free California Fund
2.43%2.10%3.39%8.80%-12.31%4.08%5.66%8.04%0.07%6.89%
CXHYX
Delaware National High-Yield Municipal Bond Fund
2.29%1.71%5.76%8.26%-14.85%7.86%6.49%11.52%1.58%10.15%

Correlation

The correlation between DVTAX and CXHYX is 0.87, 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

0.87

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

0.93

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

0.93

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

0.90

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

0.84

The correlation between DVTAX and CXHYX has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.

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Return for Risk

DVTAX vs. CXHYX — Risk / Return Rank

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

DVTAX
DVTAX Risk / Return Rank: 5353
Overall Rank
DVTAX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DVTAX Sortino Ratio Rank: 6868
Sortino Ratio Rank
DVTAX Omega Ratio Rank: 7575
Omega Ratio Rank
DVTAX Calmar Ratio Rank: 3737
Calmar Ratio Rank
DVTAX Martin Ratio Rank: 3333
Martin Ratio Rank

CXHYX
CXHYX Risk / Return Rank: 2828
Overall Rank
CXHYX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CXHYX Sortino Ratio Rank: 3232
Sortino Ratio Rank
CXHYX Omega Ratio Rank: 3636
Omega Ratio Rank
CXHYX Calmar Ratio Rank: 2525
Calmar Ratio Rank
CXHYX Martin Ratio Rank: 2121
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.

DVTAX vs. CXHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Tax-Free California Fund (DVTAX) and Delaware National High-Yield Municipal Bond Fund (CXHYX). 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.


DVTAXCXHYXDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.44

1.30

+0.15

Calmar ratioReturn relative to maximum drawdown

2.18

1.73

+0.45

Martin ratioReturn relative to average drawdown

6.97

4.96

+2.02

DVTAX vs. CXHYX - Sharpe Ratio Comparison

The current DVTAX Sharpe Ratio is 2.00, which is higher than the CXHYX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of DVTAX and CXHYX, 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

DVTAX vs. CXHYX - Drawdown Comparison

The maximum DVTAX drawdown since its inception was -18.38%, smaller than the maximum CXHYX drawdown of -21.82%. Use the drawdown chart below to compare losses from any high point for DVTAX and CXHYX.


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Drawdown Indicators


DVTAXCXHYXDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-21.82%

+3.44%

Max Drawdown (1Y)

Largest decline over 1 year

-3.54%

-3.31%

-0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-8.76%

-9.55%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-18.38%

-20.11%

+1.73%

Max Drawdown (10Y)

Largest decline over 10 years

-18.38%

-20.11%

+1.73%

Current Drawdown

Current decline from peak

0.00%

-0.41%

+0.41%

Average Drawdown

Average peak-to-trough decline

-2.34%

-2.58%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

1.15%

-0.05%

Volatility

DVTAX vs. CXHYX - Volatility Comparison

Delaware Tax-Free California Fund (DVTAX) and Delaware National High-Yield Municipal Bond Fund (CXHYX) have volatilities of 1.09% and 1.09%, 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


DVTAXCXHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

1.09%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

2.83%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

4.03%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.79%

6.08%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.17%

5.80%

-0.63%

DVTAX vs. CXHYX - Expense Ratio Comparison

DVTAX has a 0.82% expense ratio, which is lower than CXHYX's 0.85% expense ratio.


Dividends

DVTAX vs. CXHYX - Dividend Comparison

DVTAX's dividend yield for the trailing twelve months is around 3.95%, less than CXHYX's 4.97% yield.


PositionTTM20252024202320222021202020192018201720162015
CXHYX
Delaware National High-Yield Municipal Bond Fund
4.97%6.41%5.43%3.99%4.94%3.61%4.42%5.27%4.92%4.98%3.87%3.77%
DVTAX
Delaware Tax-Free California Fund
3.95%5.06%4.06%3.19%3.33%2.95%3.54%4.29%3.51%3.72%3.53%3.44%

Frequently Asked Questions


DVTAX and CXHYX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CXHYX has higher volatility (1.09%) compared to DVTAX (1.09%). In terms of maximum drawdown, DVTAX dropped -18.38% vs CXHYX's -21.82%.

DVTAX currently has the higher Sharpe Ratio (2.00 vs 1.42), 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

Find the right allocation for DVTAX and CXHYX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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