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FIUSX vs. ARTQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIUSX vs. ARTQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Opportunity Fund (FIUSX) and Artisan Mid Cap Value Fund (ARTQX). The values are adjusted to include any dividend payments, if applicable.

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FIUSX vs. ARTQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIUSX
Delaware Opportunity Fund
5.51%12.60%14.07%11.68%-9.62%30.95%0.88%29.58%-15.71%18.67%
ARTQX
Artisan Mid Cap Value Fund
-6.82%1.88%4.47%18.32%-12.93%26.44%5.49%23.46%-13.87%12.42%

Returns By Period

In the year-to-date period, FIUSX achieves a 5.51% return, which is significantly higher than ARTQX's -6.82% return. Over the past 10 years, FIUSX has outperformed ARTQX with an annualized return of 9.80%, while ARTQX has yielded a comparatively lower 6.51% annualized return.


FIUSX

1D
-0.89%
1M
-6.21%
YTD
5.51%
6M
8.16%
1Y
24.63%
3Y*
15.29%
5Y*
9.33%
10Y*
9.80%

ARTQX

1D
-0.29%
1M
-7.88%
YTD
-6.82%
6M
-5.25%
1Y
-4.09%
3Y*
3.81%
5Y*
2.33%
10Y*
6.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIUSX vs. ARTQX - Expense Ratio Comparison

FIUSX has a 1.15% expense ratio, which is lower than ARTQX's 1.21% expense ratio.


Return for Risk

FIUSX vs. ARTQX — Risk / Return Rank

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

FIUSX
FIUSX Risk / Return Rank: 7878
Overall Rank
FIUSX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FIUSX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FIUSX Omega Ratio Rank: 7676
Omega Ratio Rank
FIUSX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FIUSX Martin Ratio Rank: 8383
Martin Ratio Rank

ARTQX
ARTQX Risk / Return Rank: 33
Overall Rank
ARTQX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ARTQX Sortino Ratio Rank: 33
Sortino Ratio Rank
ARTQX Omega Ratio Rank: 33
Omega Ratio Rank
ARTQX Calmar Ratio Rank: 22
Calmar Ratio Rank
ARTQX Martin Ratio Rank: 22
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.

FIUSX vs. ARTQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Opportunity Fund (FIUSX) and Artisan Mid Cap Value Fund (ARTQX). 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.


FIUSXARTQXDifference

Sharpe ratio

Return per unit of total volatility

1.38

-0.18

+1.56

Sortino ratio

Return per unit of downside risk

1.98

-0.12

+2.11

Omega ratio

Gain probability vs. loss probability

1.29

0.98

+0.30

Calmar ratio

Return relative to maximum drawdown

1.74

-0.38

+2.12

Martin ratio

Return relative to average drawdown

8.42

-1.15

+9.57

FIUSX vs. ARTQX - Sharpe Ratio Comparison

The current FIUSX Sharpe Ratio is 1.38, which is higher than the ARTQX Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of FIUSX and ARTQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FIUSXARTQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

-0.18

+1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.11

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.30

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.43

0.00

Correlation

The correlation between FIUSX and ARTQX is 0.91, 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

FIUSX vs. ARTQX - Dividend Comparison

FIUSX's dividend yield for the trailing twelve months is around 10.93%, more than ARTQX's 7.79% yield.


TTM20252024202320222021202020192018201720162015
FIUSX
Delaware Opportunity Fund
10.93%11.53%12.68%2.85%8.96%5.62%1.60%40.65%12.11%6.00%4.23%1.14%
ARTQX
Artisan Mid Cap Value Fund
7.79%7.26%4.20%17.42%21.33%14.18%1.86%10.51%17.37%10.12%2.68%19.38%

Drawdowns

FIUSX vs. ARTQX - Drawdown Comparison

The maximum FIUSX drawdown since its inception was -56.30%, which is greater than ARTQX's maximum drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for FIUSX and ARTQX.


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Drawdown Indicators


FIUSXARTQXDifference

Max Drawdown

Largest peak-to-trough decline

-56.30%

-52.64%

-3.66%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-12.68%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-21.69%

-21.88%

+0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-46.38%

-44.46%

-1.92%

Current Drawdown

Current decline from peak

-6.66%

-11.44%

+4.78%

Average Drawdown

Average peak-to-trough decline

-9.50%

-7.17%

-2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

4.20%

-1.53%

Volatility

FIUSX vs. ARTQX - Volatility Comparison

Delaware Opportunity Fund (FIUSX) has a higher volatility of 5.06% compared to Artisan Mid Cap Value Fund (ARTQX) at 4.25%. This indicates that FIUSX's price experiences larger fluctuations and is considered to be riskier than ARTQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIUSXARTQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

4.25%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

10.09%

11.06%

-0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

18.52%

19.32%

-0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.11%

20.44%

-2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.52%

21.49%

-0.97%