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FIUSX vs. MXMVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIUSX vs. MXMVX - Performance Comparison

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

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FIUSX vs. MXMVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIUSX
Delaware Opportunity Fund
8.09%12.60%14.07%11.68%-9.62%30.95%0.88%29.58%-15.71%18.67%
MXMVX
Great-West Mid Cap Value Fund
2.99%8.32%15.59%15.15%-27.98%34.87%-0.99%20.49%-13.76%16.62%

Returns By Period

In the year-to-date period, FIUSX achieves a 8.09% return, which is significantly higher than MXMVX's 2.99% return. Over the past 10 years, FIUSX has outperformed MXMVX with an annualized return of 10.06%, while MXMVX has yielded a comparatively lower 7.02% annualized return.


FIUSX

1D
2.44%
1M
-4.39%
YTD
8.09%
6M
10.83%
1Y
27.38%
3Y*
16.22%
5Y*
9.58%
10Y*
10.06%

MXMVX

1D
2.33%
1M
-5.11%
YTD
2.99%
6M
5.26%
1Y
14.72%
3Y*
12.93%
5Y*
4.74%
10Y*
7.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIUSX vs. MXMVX - Expense Ratio Comparison

Both FIUSX and MXMVX have an expense ratio of 1.15%.


Return for Risk

FIUSX vs. MXMVX — Risk / Return Rank

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

FIUSX
FIUSX Risk / Return Rank: 8080
Overall Rank
FIUSX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FIUSX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FIUSX Omega Ratio Rank: 7777
Omega Ratio Rank
FIUSX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FIUSX Martin Ratio Rank: 8787
Martin Ratio Rank

MXMVX
MXMVX Risk / Return Rank: 3131
Overall Rank
MXMVX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
MXMVX Sortino Ratio Rank: 2929
Sortino Ratio Rank
MXMVX Omega Ratio Rank: 3131
Omega Ratio Rank
MXMVX Calmar Ratio Rank: 2828
Calmar Ratio Rank
MXMVX Martin Ratio Rank: 3737
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. MXMVX - Risk-Adjusted Trends Comparison

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


FIUSXMXMVXDifference

Sharpe ratio

Return per unit of total volatility

1.50

0.77

+0.73

Sortino ratio

Return per unit of downside risk

2.14

1.21

+0.93

Omega ratio

Gain probability vs. loss probability

1.31

1.18

+0.13

Calmar ratio

Return relative to maximum drawdown

2.05

1.01

+1.03

Martin ratio

Return relative to average drawdown

9.84

4.62

+5.22

FIUSX vs. MXMVX - Sharpe Ratio Comparison

The current FIUSX Sharpe Ratio is 1.50, which is higher than the MXMVX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of FIUSX and MXMVX, 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


FIUSXMXMVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

0.77

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.25

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.34

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.19

+0.25

Correlation

The correlation between FIUSX and MXMVX is 0.92, 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. MXMVX - Dividend Comparison

FIUSX's dividend yield for the trailing twelve months is around 10.67%, more than MXMVX's 5.81% yield.


TTM20252024202320222021202020192018201720162015
FIUSX
Delaware Opportunity Fund
10.67%11.53%12.68%2.85%8.96%5.62%1.60%40.65%12.11%6.00%4.23%1.14%
MXMVX
Great-West Mid Cap Value Fund
5.81%5.98%9.03%0.49%2.55%3.29%0.71%0.17%7.06%12.00%0.00%0.00%

Drawdowns

FIUSX vs. MXMVX - Drawdown Comparison

The maximum FIUSX drawdown since its inception was -56.30%, roughly equal to the maximum MXMVX drawdown of -57.13%. Use the drawdown chart below to compare losses from any high point for FIUSX and MXMVX.


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Drawdown Indicators


FIUSXMXMVXDifference

Max Drawdown

Largest peak-to-trough decline

-56.30%

-57.13%

+0.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-14.03%

+1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-21.69%

-34.69%

+13.00%

Max Drawdown (10Y)

Largest decline over 10 years

-46.38%

-45.46%

-0.92%

Current Drawdown

Current decline from peak

-4.39%

-5.29%

+0.90%

Average Drawdown

Average peak-to-trough decline

-9.50%

-12.62%

+3.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

3.24%

-0.55%

Volatility

FIUSX vs. MXMVX - Volatility Comparison

Delaware Opportunity Fund (FIUSX) has a higher volatility of 5.70% compared to Great-West Mid Cap Value Fund (MXMVX) at 5.17%. This indicates that FIUSX's price experiences larger fluctuations and is considered to be riskier than MXMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIUSXMXMVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

5.17%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

10.26%

9.93%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

18.63%

20.77%

-2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.14%

19.69%

-1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.54%

20.56%

-0.02%