EEOFX vs. WMGAX
Compare and contrast key facts about Essex Environmental Opportunities Fund (EEOFX) and Delaware Ivy Mid Cap Growth Fund (WMGAX).
EEOFX is managed by Pear Tree Funds. It was launched on Sep 1, 2017. WMGAX is managed by Delaware Funds. It was launched on Jun 30, 2000.
Performance
EEOFX vs. WMGAX - Performance Comparison
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EEOFX vs. WMGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EEOFX Essex Environmental Opportunities Fund | -3.10% | 23.55% | 1.32% | -1.53% | -27.88% | 10.83% | 62.80% | 25.43% | -15.79% | 3.20% |
WMGAX Delaware Ivy Mid Cap Growth Fund | -9.94% | 0.83% | 10.02% | 19.97% | -30.68% | 16.22% | 48.56% | 38.01% | -0.20% | 9.68% |
Returns By Period
In the year-to-date period, EEOFX achieves a -3.10% return, which is significantly higher than WMGAX's -9.94% return.
EEOFX
- 1D
- -2.00%
- 1M
- -10.37%
- YTD
- -3.10%
- 6M
- -2.37%
- 1Y
- 30.07%
- 3Y*
- 4.13%
- 5Y*
- -1.95%
- 10Y*
- —
WMGAX
- 1D
- -0.82%
- 1M
- -11.41%
- YTD
- -9.94%
- 6M
- -13.30%
- 1Y
- -0.56%
- 3Y*
- 2.52%
- 5Y*
- -1.06%
- 10Y*
- 10.30%
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EEOFX vs. WMGAX - Expense Ratio Comparison
EEOFX has a 2.11% expense ratio, which is higher than WMGAX's 1.12% expense ratio.
Return for Risk
EEOFX vs. WMGAX — Risk / Return Rank
EEOFX
WMGAX
EEOFX vs. WMGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Essex Environmental Opportunities Fund (EEOFX) and Delaware Ivy Mid Cap Growth Fund (WMGAX). 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.
| EEOFX | WMGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | -0.03 | +1.28 |
Sortino ratioReturn per unit of downside risk | 1.80 | 0.12 | +1.67 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.02 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | -0.16 | +1.68 |
Martin ratioReturn relative to average drawdown | 5.20 | -0.51 | +5.71 |
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
| EEOFX | WMGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | -0.03 | +1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | -0.04 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.36 | -0.11 |
Correlation
The correlation between EEOFX and WMGAX is 0.80, 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
EEOFX vs. WMGAX - Dividend Comparison
EEOFX's dividend yield for the trailing twelve months is around 0.07%, less than WMGAX's 12.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEOFX Essex Environmental Opportunities Fund | 0.07% | 0.06% | 0.00% | 0.00% | 0.01% | 6.63% | 1.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WMGAX Delaware Ivy Mid Cap Growth Fund | 12.32% | 11.10% | 15.30% | 6.66% | 11.94% | 13.08% | 9.97% | 5.23% | 10.28% | 7.92% | 3.98% | 10.88% |
Drawdowns
EEOFX vs. WMGAX - Drawdown Comparison
The maximum EEOFX drawdown since its inception was -50.17%, smaller than the maximum WMGAX drawdown of -53.74%. Use the drawdown chart below to compare losses from any high point for EEOFX and WMGAX.
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Drawdown Indicators
| EEOFX | WMGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.17% | -53.74% | +3.57% |
Max Drawdown (1Y)Largest decline over 1 year | -13.49% | -16.16% | +2.67% |
Max Drawdown (5Y)Largest decline over 5 years | -50.17% | -42.95% | -7.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.95% | — |
Current DrawdownCurrent decline from peak | -25.26% | -25.33% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -19.83% | -13.58% | -6.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 4.96% | -0.59% |
Volatility
EEOFX vs. WMGAX - Volatility Comparison
Essex Environmental Opportunities Fund (EEOFX) has a higher volatility of 6.84% compared to Delaware Ivy Mid Cap Growth Fund (WMGAX) at 5.96%. This indicates that EEOFX's price experiences larger fluctuations and is considered to be riskier than WMGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEOFX | WMGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.84% | 5.96% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 16.26% | 12.75% | +3.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.03% | 22.95% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.85% | 25.00% | -0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.70% | 23.09% | +1.61% |